throwing some money at a new computer isn't going to do anything if you don't know why/where your code is slow. invest some money in a good...
not sure if they still offer this, but here you go: http://www.elitetrader.com/vb/showthread.php?threadid=52484 took a look at the...
it means hitting the bid/offer with so many orders that it falls and bleeds under your mighty hand. but, in this case, what i think he meant...
if you don't mention number of data points, your benchmarks are meaningless.
I would, looks good to me... although number of trades is a little light. Seems like you've done your homework though, so trade small and see how...
google "market impact" papers. there will be more than you can read. the "algo trading" you hear about today is the result of the extensive...
think they could be dark pool prints. reason i say that is i had a few fills the other day on edgx that were weird thousandths like that. have...
Interesting you posted here, was just looking at your ssd sata drives the other day. when will you be posting price data for the drives? there...
Skimmed the paper, didn't notice they were using co-integration, just glanced at their conclusion using the unit root tests. Look... why don't you...
I'm not a mathematician, not even close. Seriously, any of the math concepts mentioned is maybe first year math/statistics. Regardless, seems...
Nothing from my individual work that I can share, but if you google it you can find examples. Here's one, China's grain market in the late...
Not all price series... but this is getting OT.
You're being too literal. Hedge funds and traders commonly use the term "mean reversion" for strategy description, it isn't just TA. Second,...
yep, another goodie is that they get to see order flow. have experienced many times on both EDGX and BATS liquidity backing away when placing...
No. hehe. This stuff is confusing because the language they use isn't meant for programmers, it's meant for non-programmers. When you hear them...
btw snaggy, every paper I read that you linked to, mentions using some sort of in-memory container for the cep implementation. the very first...
You're still missing a bit, but you get the basic gist of it: processing data. They're not talking about solving the problem of handling...
You don't know David. If you did, you wouldn't be writing all this bullshit. If you do know him "very well", it wouldn't take much to end this by...
"CEP is a method of aggregating large amounts of information in a database that uses Event Query Language (EQL) to sift through the data for...
It's not even remotely false and misleading. Your link, nor your ambiguous comment contradict what I posted. Thanks for singing up to let us know...
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