From what I have seen. The skill set in silicon valley and the one needed for trading share very little. Trading requires dealing with realtime...
do something like the following to get 60 min bars for a day select bar from table where timefield=blah limit 24
I use IB and keep track of each strategy's order/positions/PnL separately through a custom order management system. That way I know how each...
ES ... 20 seconds :confused: maybe CL in 20 seconds
Latest info on FIX engine speed etc http://www.low-latency.com/system/files/private/high_performance_trading_-_fix_messaging.pdf
market making
one thing I have noticed in poker, trading, or any wagering event is if you want to succeed be passive aggressive. Meaning be a chicken most of...
i know a firm that hired several poker players over the last half year. they have training program. Do you have a degree (what and where)?...
you're assuming those bids/offers are only related to that single instrument. Those orders are either adjusting around fairvalue (ie. market...
Here you go. http://robjhyndman.com/software/forecast/ http://gking.harvard.edu/zelig
can it be automated? if so, there are many firms that would run it. I could introduce for a cut, the firm would take a cut, you end up with less...
i like to sell front :p month options if its not a vol play. look at how time decay works
I could take a look but getting more professional help would be a better approach.
my guess... random generator. I will start threads and randomly post to see if theres any difference :eek:
you have one socket connection when you connect. each placeorder() does not create a new connection. :D
the most flexibility comes with a good API. what happens is that you may start thinking that a certain packaged application will do everything but...
there's some cool ones coming up soon http://www.pgm-class.org/ http://www.infotheory-class.org/ http://www.game-theory-class.org/...
i am still unclear as to what this means? Dumb it dont for me. GOOG = -2 , ZBRA = 2 so what :confused:
why dont you just provide the message protocol? then anyone can parse them and build there own library in any language.
where's the ATM straddle in vol terms where's the 25 delta puts and calls in vol terms where's the ATM puts and calls in vol terms electronic...
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