Does anyone have any information on the TT datafeed? I'm looking to get into futures trading, and have circled the TT API (part of TT XTrader Pro)...
Quick correction: Good post regarding VIX, but please note that VIX is not tradable. VX futures and options are tradable, but anyone who's done...
The big boys use stochastic models such as Heston and it's many permuations for this. You're opening a huge can of worms here, because if I could...
For whatever it's worth, it's my belief that adding a python add-on shows a lot of prescience. I think it's a smart move as it will make their...
@volpunter will the SQL column store index not decrease the number of joins in the same way that a full on column oriented DB like monetDB or kdb+...
Not to threadjack, but a quick question for @volpunter . We've spoken in the past about noSQL and SQL as it pertains to tickdata. I know SQL as a...
I hate to contribute to the pervasive negativity on this forum, but I must advise some contributors to this thread to read a book about how...
@nomoremondays I agree. Rather gimmicky. And @IAS_LLC i agree there too, meritocracy doesn't exactly work 100% off the bat. Two points though...
@volpunter. I love the flat file approach you've used. As I get better I might try that.
Hey folks. Here's what I've been doing with this the last week or so. I've changed my approach a bit. 1. I (re)built all the C# components that...
I'm not in industry, so I can't suggest that I've had a diverse group of engineers around me to comment on. I can speak for the engineers I've...
'Batting average' to me seems like a questionable way to compare the data. I see what they're trying to do, but the idea that you have a better...
Haha well just because I like playing around with these systems doesn't mean that I don't play sports or video games either! I hate to come of as...
R is a great starting point! it's really easy to use, and there's a ton of stuff out there to help you get started. if you're interested in...
Read a bit about spreads
Thanks for the props on my reply. I mirror your sentiment that most people on ET will probably never bring a strategy to fruition. You know enough...
I realize this is an old thread, but it's an interesting topic that deserves to spend some time at the front! As someone who is currently taking...
I see. I imagine EOD data is gonna be substantially smaller than tick data, but a lot of your practices still apply. Thanks for the FreeBSD info...
Thanks for the input. I like a lot of stuff about your approach. I also appreciate you giving me some information about how this thing may scale,...
I can't really answer your question about database design, because im a DB user, not creator...that's above my pay grade (or at least a year above...
Separate names with a comma.