Ok. Thanks for clarifying. I can see now how you can achieve such performance then. Cheers.
Dunno much about cash FX - I assume that you only maintain best bids/ offers and not when they go out of scope in your book? Say a new bid is...
Out of curiousity, are you saying that you can push 5 mil ticks per second through a full backtest? Say 6A for instances with five depth levels...
This can be a tough one from personal experience. It really depends a lot on the persons' backgrounds you are talking to. Knowing their...
Agreed that they are fully aware as to who placed the order - they have all the data. However this doesn't tell them as to whether or not the...
Well, I think the answer to that is quite obvious isn't it? Whilst anyone can come on a public board and claim anything, I have no reason to doubt...
Out of curiosity, what sort of data are you using and where is the data from? What's the time period you're considering (like very recent)? Do you...
@OP: sounds like we have similar acquaintances. Though not by choice in my case.
I'd be curious to know as well as to why you disagree with optimization? If you are a technical trader, I dont see a difference between...
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