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  1. Knight Capital? Anyone work there?

    Sent you a PM
    Post by: hft_boy, Nov 23, 2012 in forum: Prop Firms

  2. Insider trading vs Tape

    The big story is that they did it all on dark liquidity....
    Post by: hft_boy, Nov 21, 2012 in forum: Trading

  3. Latency

    What is 'not too far behind the market'?
    Post by: hft_boy, Nov 21, 2012 in forum: Automated Trading

  4. Reconstruction an order book from an ITCH Feed: Am I missing something?

    I don't know the sale conditions. AFAIK these are vanilla displayed orders with vanilla executions, as specified in the ITCH spec. I don't...
    Post by: hft_boy, Nov 21, 2012 in forum: Data Sets and Feeds

  5. Horrible Disaster Stories

    Nobody here holds a candle to Knight. "Yeah, I think I'll just multiply everything by one thousand ... "
    Post by: hft_boy, Nov 20, 2012 in forum: Automated Trading

  6. FIX/FAST being retired?

    It's true that standardization is good. But ITCH is kind of standard and breathtakingly easy to implement. Haven't used FAST myself, but it...
    Post by: hft_boy, Nov 20, 2012 in forum: App Development

  7. Reconstruction an order book from an ITCH Feed: Am I missing something?

    Thanks for the response. But 400 seconds of leeway? First, as far as I understand, there isn't any leeway going on. The ITCH feed provides...
    Post by: hft_boy, Nov 19, 2012 in forum: Data Sets and Feeds

  8. Reconstruction an order book from an ITCH Feed: Am I missing something?

    Yeah, I'm confused, too. I just got a similar file from TradingPhysics, and set up a simulation. My problem is that I have executions against...
    Post by: hft_boy, Nov 19, 2012 in forum: Data Sets and Feeds

  9. R for datamining/backtesting/trading

    What about quantmod?
    Post by: hft_boy, Nov 1, 2012 in forum: App Development

  10. ActiveTick vs. IQFeed vs. IB (TOFTT)

    Being in Seattle probably has something to do with it. From NJ, AT has about 150 ms latency (mean ~150, if I recall from my tests median is...
    Post by: hft_boy, Oct 31, 2012 in forum: Data Sets and Feeds

  11. R for datamining/backtesting/trading

    Well, there are only official implementations in Java and C++. The API itself is not particularly hard to understand, or implement (although...
    Post by: hft_boy, Oct 27, 2012 in forum: App Development

  12. 29% in 19 seconds?!

    Lol. I want to see the author's enormous profits on his algorithm that was so easy to write.
    Post by: hft_boy, Oct 16, 2012 in forum: Trading

  13. ONE HFT algo made up 4% of all quote traffic last week.

    lol, I liked their research from the other day: http://www.nanex.net/aqck2/3620.html. On October 9, 2012 in PSCE, a buy program appeared in...
    Post by: hft_boy, Oct 10, 2012 in forum: Wall St. News

  14. GOODBYE HFT - EU Lawmakers Seek High-Frequency Trade Curbs in Markets Law

    LOL
    Post by: hft_boy, Sep 29, 2012 in forum: Wall St. News

  15. sec to meet next week and talk ideas on what to do about HF trading!

    1) What is with all the talk about minimum cancel time? So, like, all these firms are posting quotes which they can't cancel for half a second,...
    Post by: hft_boy, Sep 29, 2012 in forum: Wall St. News

  16. GOODBYE HFT - EU Lawmakers Seek High-Frequency Trade Curbs in Markets Law

    No, no, that won't work. What will happen when somebody figures out that some pigeons are lower latency than other pigeons?!
    Post by: hft_boy, Sep 29, 2012 in forum: Wall St. News

  17. City trader 'gambled away' millions

    Lol. http://www.businessdayonline.com/NG/index.php/analysis/commentary/27501-kweku-adoboli-every-criminal-is-nigerian-african
    Post by: hft_boy, Sep 17, 2012 in forum: Wall St. News

  18. City trader 'gambled away' millions

    I just don't understand how they didn't notice. Like, don't they have risk controls or something?? His higher ups are collectively getting paid...
    Post by: hft_boy, Sep 17, 2012 in forum: Wall St. News

  19. Bull etf or Bear etf, which one to use?

    Sorry -- I didn't mean that I've actually done this. I've only done the simulation (so no fees). I don't know about the short selling fees, but...
    Post by: hft_boy, Sep 6, 2012 in forum: ETFs

  20. Bull etf or Bear etf, which one to use?

    Not really. Turns out that shorting the bull and bear 3x ETF (done properly) returns about 7-8% annually. Although I haven't done this...
    Post by: hft_boy, Sep 4, 2012 in forum: ETFs
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