What ever happened to belief in free market economics and the concept of "buyer beware". If someone puts their money into products which could...
I was looking at the historical levels the SEC fee. Apparently the period of 0.000025~ wasn't too bad compared to some of the rates pre 2005....
has anyone dealt with the issue of TopOfBook data freezing (no longer updating) through the STI API? im using it to build market bid / ask...
qft :P or like saying any business needs to gimp down their technology or practices because average joes cant afford to compete with them on the...
Its more like saying people shouldn't group drug dealing with pharmaceuticals. I do HFT and I most definitely don't do any front running (ie....
i dont think you read my post. my issue is people grouping 'front running' with the term 'high freq trading'. like they did in that article. i...
what you call 'rip off' the rest of the world calls 'mark up'. its something every buyer and seller does. no one buys and sells something unless...
arbitrage serves everybody. its the reason why you never see gasoline futures costing less than the oil it takes to produce it, why cross listed...
I don't understand why High Speed Trading is being grouped together with front running. One practice is illegal (or should be), the other offers a...
things I didn't know "democrat" was a synonym for.
Write an option system (doesn't matter if its profitable or not). Backtest it only using the first hour of trading, then backtest the same system...
There are implied 'edges' with trading specific times of day. What time you should trade really depends on what type of system you trade, ie what...
I was wondering if any of the more experienced STI Developers could answer a few questions for me. I am running into messages per second issues...
yeah, if you dont reverse the costs in the profit calculations (slippage, commissions etc).
Not rounding your orders to the nearest 100 seems like a bad idea. Might be part of the reason why you are seeing such high slippage.
Though there is an advantage to running separate systems on top of each other, whether in a single account or not. As long as both systems are...
"Money can't buy happiness, but it sure makes misery easier to live with."
Agreed. the results of testing random entries would not apply to a different system with 100% certainty. I was just using it as an example of why...
I think they are comparable. I wouldn't say its a matter about whether I can be patient or not. Since I know both orders will be filled. What...
Iv recently started using Sterling's Req Top of Book as a data feed. I realized today around 3:10 that quote updates had stopped arriving through...
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