The key is to bring something to the table in addition to being able to code. Coding is easy, in general. That's why Indians do it for basically...
Nope. Some countries have resources, many don't. Not changing soon
I earn twice this amount. But what's in it for me to share my non-russian account statements?
Changed with the Trump tax cut. Now I can only write off 50% :(
Ah, Rithmic API has that too (since version 10.1 or so). I personally haven't played with that functionality though.
Does level 3 even exist for futures? Are you referring to Dbo?
I use Rithmic Api (c++ R|API+) on linux for full depth futures. It's great! I typically notice a data lag of around 40-50ms from exchange...
You should probably say what you're trading...
Ib has a python api.
Python is plenty fast for most definitions of hft too... you just have to do it right. Check it out "numba" https://numba.pydata.org/ ....
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If everything is highly correlated, monitor the correlation and run a stat-arb when it diverges. In theory, that should de-correlate your...
5000 events worth of modern level 2 data (NQ): 4.2 seconds worth of data. Lots of change...fast. Hard to imagine how people still trade the...
Because it sounds like you haven't even started it yet, and only have a vauge idea of what you want to do in your head. If I were to guess, your...
1) Why constrain yourself to the UK only for a software product? 2) See 1.
I actually think this is somewhat dangerous for people who dont think in a very nuanced manner. The nice thing about writing code is it (can)...
Nice, previous qualifier. [ATTACH] Still would required some nyquist aliasing I think. Does this thing use bars or trailing hour?
Technically thats an unreachable condition anway, because you'd be recording new seven minute highs if you continued to trade above the previous...
Didn't this come out like year ago?
Okay, obviously, but the way you manage a trade is part of that expectancy.
Separate names with a comma.