My question is where are the specifications or information available? How do you know that IB is doing the aggregation not their data suppliers?...
Ok, so where is the source of true information? Quote data and trade data are disseminated on separate feeds. Quotes can change faster than trades...
IB returns several data points including last bid ask etc. Bid and Ask should update when they change. Only Last or so called tick would be...
This paper is not about finding single prediction "formula". Smoothing is just one minor ingredient in it because of the known concept of noise...
It is getting too complicated for search of one out of 40. You can do it many times over and many ways at once and it will not matter in terms of...
STL is created with performance guarantees and carefully crafted for industrial strength applications. It is difficult to beat STL...
Tax is not the solution to speculation. Speculation in stock market is just one form of it. If there is administrative ban on trading or excessive...
This is why people still go to casino thinking that there is a way to beat the house.
So where are the results of education and "research"? All professors support the same policies that really originate from political...
You can also consider NoSql or document databases like MongoDB, Hadoop and others. Such type of more flexible store than a table may be better...
Absolutely. Although VB and Python are unrelated one interesting thing that might happen is to turn Python into compiled language (like VB6 but...
I am posting few selected resources that can add to this discussion and clarify some misconceptions about Python and Visual Basic. It is of...
Modern markets are distorted by policy makers and the Fed, and moved to abstract space that has very little correlation with legitimate economic...
If you entertaining use of CUDA in the future make sure that you understand the programming model and how you are going to use it from your...
Could you specify what do you exactly mean by event-driven in the context of back-testing and your software design. Back-testing is not...
Thank you Jack for interesting and informative post.
Few remarks on points 9 to 12. If you see NYSE floor today there are hardly any traders. This answers your question. Algo trading has replaced...
Jack could you explain what is HS, PM, FI in your post. Do you have more concrete evidence of volume being leading indicator of price because you...
This is throwing darts in the dark. You have to re-focus. Choice of language to tackle markets is not done in vacuum. It should be done after...
Complicated, Jack will sort it out
Separate names with a comma.