Nothing is perfect, trading is about practicality, not mathematical perfection.
How much is Aquire?
An Escher print of a sentence.
I have a server in New York, yet every time I start the IB gateway, it insists on connecting to the Chicago host (cdc1.ibllc.com). I tried...
Take this from somebody who has been down this rabbit hole...it doesn't matter how many trades you have in your back-test or what fancy stats...
Now there is a blast from the past!
The day I found out that IQFeed's news service doesn't report *all* earnings, the hard way.
Last thing I heard about Lime was that you needed a few million to open an account. So no..:)
The person I talked to might have had me pegged as a...
Obviously it's impossible to prove either way. When I turn off dark pools my live trading matches my back testing.
Yes I did, it was a buy limit that was about 5c from NBBO. Got filled then the price tanked on no news. Fewer surprises with no dark pools.
My experience was that I would magically get filled on toxic flow when my order was miles away from NBBO.
I don't have logs in front of me, but I'm getting about 30ms to cancel an order.
Typically 50-70ms for placed order acknowledgment and marketable...
What is the question?
Laughs aside, it's hard to believe not a single other person has come across this.
Given that it's a web-site for traders...apparently.
I've noticed a new 'feature', when I log into the IB Client Portal, my notification bar goes crazy with all the executed trades of the day. I...
For what it's worth, I use binary files of tick data indexed by symbol and date.
When you need to test across years of tick data with hundreds of...
This kind of crap amazes me, a year ago markets were just dandy. But now they are broken because of HFT and as a consequence everybody should have...
You weren't the only one who went down this Rabbit hole, I never found any value in it beyond an intellectual exercise.
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