This is just an educated guess here but it's probably at 60 Hudson. That being said, if your edge is dependent on latency I have no idea why...
I think it'll depend on what you're naturally good at. Designing an automated trading system is going to be an entirely different skillset than...
I didn't read this entire thread, so it's very likely that I might just be repeating what other people have already said. First you're going...
At my previous job which was with a medium sized fund, we used only matlab. Now at my current position also within a quant fund we use python and...
I read through your posts and here are my thoughts. 1) I don't know what your IT budget is, but I'd imagine most people on this website are...
Depends on what you're trying to scrape. If it's in something like flash, then I'd say you're out of luck. Otherwise, I just use Python for...
ftp://emi.nasdaq.com/
I didn't read this entire thread but here are common reasons why you see different greeks reported from different vendors. The first thing is...
Ehhh.. a FIX engine coded in VBA? What's the point? I guess it depends on your strategy requirements, if you're only firing once a day then...
VIX^2 underestimates vol, which leads us to the real question.. why isn't 'vol' actually 'tradeable'? Vol swaps would be much more popular if it...
It has to do with the fact that volatility is non-linear (sd = sqrt(variance)) and because of that fact a pure vol position (a vol swap) requires...
Keep in mind that none of these actually track spot VIX, they're tracking front month VX futures. You can't actually statically replicate the...
Old question, I know but here's my take on it. Esper allows you to use SQL like queries within a CEP, this makes it fairly easy for someone who's...
Not entirely sure how well capitalized you are here, but one thing that could be reasonable is sort of a capital structure arb. You look at...
What this strategy boils down to is that you're selling tail risk, simple as that. It's a strategy that will work until it doesn't. And when it...
You don't owe dividends in the same sense that you owe dividends if you went short the underlying, but they end up being implied in the premium....
Yes I asked them about everything across the board
Divs are implied into the option also short put is the same thing as covered call.
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide/api/historical_data_limitations.htm First you want to take a look at that, the...
I had a brief chat with them on last week about a similar issue, my question was regarding whether they differentiated EDT from EST. Their answer...
Separate names with a comma.