fix8 has much better benchmarks than quick fix :)
for an open source fix engine checkout quickfix: github.com/quickfix/quickfix/
I was under the impression that they supported Linux, guess I was wrong. Good to know about IB. :)
On the execution side of the business, FIX is the standard. If your system works through FIX it can work through most big brokers, regardless of...
Wine can be a bit of a pain... Ideally I prefer to avoid windows altogether, but if given the choice I rather run a windows box and share the data...
http://www.cmegroup.com/trading/files/co-location-hosting-facility.pdf checkout the contact info on this product, Im pretty sure they can answer...
Here are some numbers on the latency of CME's FIXFAST feed using b2bits's parser:...
what kind of latency where you getting on rythmic's API? how much of it came on the quotes side and how much on the execution?
the latency on the exchange side is the same for everyone connecting to the exchange. So like the tide, everyone goes up and down with it. Once...
hft To what extent do you guys use machine learning and AI in your systems vs using static rules? for example, earlier you mentioned comparisons...
Lovely. I got to b an Aprils fool in their August newsletter. :O
Some ppl can be almost religious around this subject. I see it as windows going 1 step closer to being a Linux distro :D
looks like windows is going to get a decent kernel for version 9!! :) http://itsfoss.com/linus-torvalds-to-join-microsoft/
There are orders that are truly hidden, like the non displayed orders at mayor markets (like NSDQ) or the orders sitting at darkbooks that have no...
the problem with this approach is that you are testing 2 things at once. 1. the predictive value of the signal or pattern 2. the effectiveness...
models that give future value? you mean like fundamental models based on the dividends and other corporate events?
R is the best of the 3 languages for doing any heavy statistics work, but lacks as a general programming language... (performance is not its...
how would you go by testing to prove/disprove their predictive power once the computer plots the line correctly?
what's your usual holding time? (weeks? months?) how many strategies did you include in your portfolio of strategies?
very nice read. thank you. i specially liked the last line. """ the methods for analyzing systems for the presence of bias are in many...
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