A center
Liquidity isn't really an issue in itself, it's just to going to be a measure of capacity. Like someone else pointed out, the reason why...
Depends on how competitive the product you're trading is. Equities you'll likely need something done in C++ at the minimum using FIX in order...
I mean I think it's fine, esp if you're not doing HFT as event driven will tend to get computationally expensive as the number of strategies...
It's a bit more complicated than this, even for a non-HF system. I think in general, one should be first aware of common design patterns for ATSs....
I suggest just installing cygwin (if you're using windows), then using pip/easy_install for all module installs. Then use ipython for your...
I don't understand why people keep saying python modules are difficult to install. It's incredibly simple just use either pip or easy_install. And...
FWIW I'm not a software engineer by profession or training. So this is more or less what I've hobbled together from friends who build automated...
My 2 bytes.. From what you've described, it's unclear what you're trying to achieve. Are you trying to build a research framework, automated...
I just use java swing for gui w/ jfreecharts and d3 for visualization. It's pretty straightforward.
Missed this question, but the answer is that it depends on which venue you're trading on, but off the top of my head. ARCA - Post No...
This one is no secret, so I'll go ahead and post it for those who don't know. For VIX futures, if one is so inclined to, someone who isn't me...
All pairs are multi-legged systems, but not all multi-legged systems are pairs. It's the same in principle but the uncertainty of fills increases...
From what I've found you rarely want to simultaneously send orders out for multi-legged strategies which require limits. Suppose you're trading...
I think this conversation is deviating from what the OP had originally intended, feel free to PM me.
What's your definition of simple? Mostly stat arb (includes vol arb), liquidity peddling, and some small time repo plays.
Maybe something like Duda & Hart for ML or Kay for DSP, obviously depends on whatever subject you want to read about. It's worth pointing out...
I would be reading more seminal texts on these subjects, rather than something that explains how to apply specific complex methods to trading,...
You're effectively trying to eat the lunches of market makers here. The issue is, is that you need enough capital to blow through multiple levels...
You need to consider more than just commission in your transaction cost analysis. You're going to want to also consider market impact, slippage,...
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