What difficulties are you having with MDP 3.0? You can use tag 37705 to unbundle the trades so that it is functionally the same as FIX/FAST in...
You'll likely find this unhelpful, but the only thing I know of that may address your needs is CME DataMine Market Depth files on FX futures....
Haha. My girlfriend has learned and forgotten more about the HFT game just listening to me ramble than you understand right now. Get in touch if...
@Q3D first of all, quant trading is short for quantitative trading, not quantum trading. Quantum computing, mass, velocity...discretionary trading...
Of course. Why spend 120K/year if you can avoid it? My reply was for the edification of those recommending other 'collocation' options. I'll bow...
@rmorse is talking about professional low latency trading. By definition, people are interested in low latency trading because they're targeting...
Congrats on your degree. I'm from the H (go to school elsewhere but would kill to move back) and a lot of my friends working at the top energy...
Extremely loaded question: what are you doing to model Q position for your SIM? We can take that discussion private if you'd prefer. If you're...
Thanks for your answer. I've considered something that's probably similar. I'd still personally be a bit concerned about joining the back of the Q...
Of course, a lot of cancellations are a foregone conclusion. No one wants to provide liquidity at a lost. At risk of sounding like a jerk...
I gotta bow out on that topic. I'm not appropriately capitalized or technically equipped to deal with equities. I'm gonna have to restrict my...
Hi Brad, Thanks for jumping in. Can you comment on how you've done for Q position using that tactic? Joining the Q on the BBO is kinda a special...
i believe he's referring to a Calendar Spread Option.
They want kids out of [a top STEM] college because we're industrious and open minded. We'll work 60 hours a week for 100K plus bonus without...
Good to know I have the right idea, I suppose.
Thanks for your reply. I appreciate you sharing your experience here. I've never really considered hedging that viable of a way to mitigate risk...
@aucociscokid You're fairly new here, trust me, ^this is not an unreasonable or unsympathetic guy. Take his advice. Getting a top prop shop to...
I can see how not having both pieces of information would be very limiting in this particular context as I have nothing more than a guess as to...
I have an ancillary question that follows from this statement (I'm shamelessly abusing your generosity at this point). I have been using Nanex...
No problem.
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