>> But you want to put your 50k (x2 with investor) to a developer... and then what? No way a developer. Plain developers are useless for what I...
The time decay is rather constant with respect to the number of "periods" remaining till expiration. So at 90 days till maturity, the decay of day...
>> Classic entrepreneur mistake is to scale the business (hire, etc) without a business model. Backtest, trade small and manually, find some...
I've programmed a backtesting framework where I'm trying models / strategies / algorithms over historical data. What passes validation goes into a...
I dunno about this "10 years to live", might be bullshit, might be true (or at least what he truly believes). But the "giving to charity" stuff is...
>> This whole problem could of been solved easily by IB by sending all aggregated changes in one message instead of splitting to a message per...
Nope, I don't synchronize price and size. Since by the way, you also get price updates incrementally and not atomically. So it's possible you're...
Also, C++ today is equivalent to template metaprogramming black magic. If you can't do it at the level of maintaining boost MPL, you're regarded...
I've skimped through the conversation here but seems to me like Java was hardly mentioned? Not to go as far as to actually consider it... I did...
@leonbrag215 : if it helps, you can take a look at my IB marketdata wrapper. It's Java and it's available on GitHub, private message me for the...
Checked Tradier API doc and it says "Market data delivered in real-time through HTTP request/response". Isn't this a contradiction in terms, HTTP...
Lemme disambiguate: you chickens wouldn't take a fraction of a million of a second time in risk to step in unknown territory. You're still in the...
>> I would like to see an open source ASIC/FPGA based feed handlers for the major AMAT/INTC boards. Can do that and will transmit your request to...
What would you like to get for free? Remember, free only gives you a tiny edge now, just like everyone else. a) An options backtesting system. b)...
Think of me as an EE who's just figured there's no point of moving on the X-Y axis since all it's already colonized, and thought of Z. OK, Z is...
We're chronically undercapitalized and overworked, under either capitalist, communist or tsarist (aristocratic) regime. Think of Tetris, Z-80 or...
Other facts about me: I'm an EE. Electrical engineer and eastern European. What you need to know about EEs is that they're simultaneously the...
About me: I'm =~ 40 years old, not a newbie and neither a senior. Senior developer, trader or what else. I laugh in the face of 22 years old...
Seems like each one of us talks slightly different languages. This may be related to the extreme isolation of the success in this branch. Anything...
Like JackRab said. Dunno if you use the same jargon but I'm making a distinction between join and attack orders. Say market is now "theoretically"...
Separate names with a comma.