any SIG ex trader shares your experience?
You hold the future for days? I am building my system for day auto trade future, have very few stocks now.
http://www.alexa.com/siteinfo/elitetrader.com still ranked around 20000 in the whole world which is very high, but I don't see there are any...
Very good post
Hi acary, I have read some of your posts and you are extraordinary. May I ask you some questions so I can work on my research in the right...
sounds good, thanks!
I use either Java or C#.
For backtest, we can put all historical data in a big array, or having separate array to store start end start close column. Which method would...
For personal level, you can increase the speed by buying better hardware.
Only HFT speed would request C++.
No one suggest Java? IB basically only really supports Java socket.
I like to build a hardcore one.
talk and think about what is a possible way is a step before real back test right? Most of these like it takes so much money to have a stats arbit...
I think about it and have this conclusion at this moment: Statistical arbitrage: pro: -normally and theoretically more reliable than...
Do you build android or iphone app? Financial lucrative developer is high stress long working hours high pay job comparing to other IT jobs, well...
Sound like you are much more into programming than trading strategies:D :D :D May be getting a developer job in Investment bank is your real...
Thanks for your detail, but normally (1) is really more reliable than (2), but it is hard for an individual to do (1) with multiple future...
May be it would be so hard to build a live trading system with these uncommon languages. Do you have strategies on hand? The strategies are still...
No, these two can be comparable if we only consider these two factors: statistical arbitrage should be more "safe" statistical arbitrage has...
Base on my understanding, institutional HFT would have setup like this: front: C# middle: Java Backend: C++ a very wellâturned Linux would...
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