Man, you really ARE crazy? Who said I created a fund? Technically we are not a fund. We are just a sole propietor owned company that among other...
Are you the world's smartest person, or the world's dumbest? Is there no pesone ever between? Guess what - a program can do both. I use MS SQL...
Own. And even someone like you may understand that (a) I want free time and (b) it is a lot more work than one person can safely do. This is a LOT...
No, technically not. Technically I am the owner of a company doing self funded trading.
Bullshit. I call you to come up with one new standard data structure that was not already invented 20 years ago. As a sidenote: just because...
The question is stupid because "backtesting and trading" is like driving a car and you ask whether it is better to turn left or right on a corner....
MS SQL, C#. Some minor C++ mixed in - of the CLR variant - to interface with some API's that simply do not have C# access. The question for...
Nanex extracted into a binary format optimized for a specific test (market). I am an enterprise database version by profession - SQL Server,...
We trade 15 markets. Futures only. Point is - 10 giga is NOTHING if you go for a higher data density. We even improove that (going to store every...
Really? What do you backtest? 1 market, 1 strategy, 1 set of parameters fof 1 month? My current backtest database of the last month has 1.06...
Primarly no, you just think that people are ready to answer a complex question the moment you ask it without you paying. It is a bad idea. It...
ETF and equities is not an exchange. Unless you can name an exchange ou can not colocate close to the exchange - the US has multiple stock...
What markets? CME: Rithmic. The API has a data feed for that purpose. You may get it as multicast if you colocate right.
Dont assume people even try to understand the math behind the indicators they work with.
No, it more is a case of "don't select a ridiculous data source if you want to be fast". ;) If you need HFT, you need a HFT capable data...
Here is a nother front running mechanism - newly discovered at the CME. The CME does not sell the data feed first, BUT.... it distributes FILL...
Yes, they can - and they do in a strong trend. You get all three elements (up, down, middle) in the same direction AND possibly tightening all...
The 5 minute was for a node install, not strategy. Use whatever you can make work. If you need to go retail, try them out. Just make sure you know...
Yes. Some ninja examples: * Stock filles are never out of the bar. You say "2 tick slippage". Cross is at extreme of the bar - fill gets 0...
I hate to tell you but right now we keep the data on a non-ssd setup (basically it is dumped on a file server that does other things). Unless when...
Separate names with a comma.