I have this idea about how to reduce the latency of the link between NY - London (this would be the biggest target). State of art should be around...
Not even one of the quant papers I've read used candle sticks. All of them used "line graphs".
Today, because of HFT, you need to use market orders. Limit orders will only be filled when the market goes against you....
I agree with you, but careful, the argument goes both way. Pushing it further, I can ask why would you do the strategy in C#/Java when you can do...
NetTecture is right, COM is not slow. As a matter of fact, DirectX is COM based. You probably mean OLE Automation, and that indeed is slow...
I'm also working on my own trading system, and I want to tackle this problem using the NASA way - have multiple pieces check each other. So I...
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