You mean the firm on 2nd (or 3rd) floor of CBOT building, rite? If so, they are a fairly friendly firm, and have been long time members of CBOT...
Heh, it is amazing that 3 yrs into it, a lot of the ppl in the pictures have left. Will went to Teza. Jatin (and most of his team) went to...
Gorman, good god. And he hired Greg Flaming (former president of ML) to run the IM business for Morgan a month or two ago. I have had my own...
You are right, Open outcry is one of the most efficient forms of non verbal communication ... outside of automated matching engines. To me at...
Frankly, as someone who have spent time on the floor, and even know some of the characters interviewed in the movie, I don't get what the big deal...
There seems to be some confusion here. So let me clarify. There are prop desks, and agency desks where their traders are allowed to trade a...
Since I am a seat holder (prices definitely was a little below 2.5M then), let me describe the basic process. First thing you need to do is to...
Everything you wrote is categorically false. Sure, HFT is not quite what the media portrays out to be, but to say thing is like "HFT is not...
Heh, Tradeworx, it is amazing how ppl repackage themselves as HFT outfits, when they don't have anything to do HFT at all. Tradeworx, if i...
For the record, I am a member of CME and Eurex, and frankly the membership process to become members of those exchanges are, how do I put it?...
I talked to TMX recently about participating data directly. And it is really very cheap just to go direct from the TMX Datalinx....
I wrote a little library that uses the "cmpxchg" (for single processor) and the "lock cmpxchg" (for multi processor) assembler instructions, for...
Actually I know this person, Adam is / was never on the trading floor, he is more of a product manager type. So I won't call him a "rat" or...
All the "enhancements" you mentioned are already parts of any good automated trading system today. Let's talk about some possible technical...
Unbelievable. Being a owner and operator of HFT strategies, i am amazed at the attentions that this really very "niche" business is getting....
Ok, apologies in advance I am going to sound arrogant here, but bear with me. 50,000 r/t ES is not that much. At 1.5-2M daily volume, that's...
Two comments. One, I disagree HFT is only practicable for IB desks and "hedge funds", sure it takes a certain lvl of capital investment (as you...
I am sorry, but I couldn't resist. As a former academic myself (handful of journal publications to my name, and most not related to finance), I...
We started with the CME RLC legacy and FIXFAST feeds. I wrote the original RLC code, it was your standard fixed length string cut up routine,...
Looks like Pantor reached 66M msgs / sec, they can process 8 GB/s out of 10 GB/s network interface. Rolf Anderssen (Pantor's CEO, former CTO of...
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