Which serious algo shops run without human cover? I know of none.
It doesn't matter. Scooby is right. What you wrote about a stop order's position in the queue dictating whether it gets triggered or not is utter...
Which contracts?
Agressive orders are ones that are marketable and can be immediately matched when they are received by the execution venue (e.g. exchange) against...
Fool.
Another troll. Just ignore. Plenty of examples in the industry of automated systems making shit loads of money.
If your strategy removes liquidity (i.e. you are hitting the bid or the ask) then it is fairly easy to get a realistic simulation up and running....
These guys really do piss all over the NYSE, NASDAQ et al. http://accordent.powerstream.net/008/00102/videoplatform/100212TOCCexternal.html...
This is very different to what you originally said. Products going offline for a few minutes every so often is not the same as exchanges going...
You seem to be missing the point. Nobody is saying they have a perfect system that can't be improved. They are saying that it's pointless to...
By 'hidden' do you mean hidden size/iceberg orders?
Hi Martin, I've read a few papers from the esteemed academic community relating to this particular hypothesis and without fail they have been...
I certainly don't have the ultimate strategy because I believe the notion is nonsensical. My point was that, although many people may not...
I am not troubled by either... My strategy misses the winners that it was not designed to catch and catches the losers that it was not designed...
Sorry, can't help you.
What markets? What latency?
I just wonder if the 95% that lose in any way correlates to the 95% don't know the difference between the words losing and loosing. And I'm...
Indeed. Like all things it's a case of horses for courses and I too doubt this is the right horse for this race.
You are making an interop call to Excel (which is notoriously slow) roughly every millisecond. There's your answer in a nutshell. Excel interop...
The most obvious answer would be to cancel it when the condition that led you to place the order in the first place no longer exists. Depends very...
Separate names with a comma.