All studies -> comparison -> (SPX shown) -> edit studies (dialog box shown). My mIRA at TDA/TOS. I imagine that you could plot a histogram as well.
The point is you talked about network connectivity at colocation centers which is nonsense. I know of not a single colocation center with matching engines around the globe that was network constrained. Connectivity comes with colocation. Not sure what you are talking about 100x100 fiber internet connections, I assume you refer to 100Mb upstream/downstream. Every colocation center offers a multiple of that and it's not Internet connectivity but bandwidth to the matching engine and data handlers, and anyway it's not something the client chooses. It is offered as part of the colocation package and can't be customized in order to allow all clients to compete on an equal footing.
Amibroker be able to do this. Have to code it in but AFL can be very simple or be complex depending on what you ever want. Have to get the data in though. Theirs IB plugin but max symbols is 200, IQFeed, yahoo EOD, Esignal, etc. Also just import your own .csv or .txt files and use the ASCII importer. It’d be like 5 lines of code. Just have to know how to use the foreign() and plot() functions and you’d be on your way. I’m not an excel guru but sure it’d be simple to do what you want. Just need the data.
I mean, just let him dream a bit. It will take a couple of months until he realises that he already lost the battle before he even started but in the meantime, he can at least think about how he will spend the money^^ On a more serious note....you might have a Ph.D (Probably heavily in Debt) or not, but you are really asking for advice for a game that isn't even played anymore. Other Ph.D's are researching queue position of their own passive limit orders and when it is best to pull them or leave them in the book...because there isn't even a spread anymore you could arb. Not the guy who is the fastest in hitting the market is the winner but the guy who can pull his order last and gets the trade....and you are really asking how you can simulate a line chart???? I mean, IF you are working with illiquid and inefficient markets you also cannot arb because the price you get for the illiquid leg might be a couple of seconds old, yet the bid/offer has already moved. Unless you arb some real shyte market like cross exchange triangular arb in an Altcoin, I don't see any reason to even start working until you have a serious infrastructure edge.
If you use a legacy TT product like AutoSpreader you get routed through Aurora; the current suite of TT Algo gets routed directly from TT’s Evanston server farm. DRW and Jump and Geneva have no such routing. Yes - CME’s internal order matching engine throttles everyone in terms of cancel/replace speeds. I know for fact that DRW, Jump, and Geneva have more streamlined instruction sets than Trading Technologies, CQG Integrated Client, or RTS. It’s a custom high Dollar world when it comes to pure electronic arbitrage.
so what you are saying Bone about co location is even CQG and TT co located autospreader services 9 which costs around $1700+ PM) are nothing compared to the real big boys co located infrastructure? I once tried a Arb spread of 1SP / 5ES spread on CQG and TT sim ... and in regional office of CQG the sales guy actually put it on on real production a/c and actually made a small real profit but off the record he said you won't make any money in real life so the gist I am getting is swing trade such spreads at retail level but no chance of any pure arb even using CQG and TT Autospreaders with so called fast co lo! Am I correct?
The guy asked for a chart of a numeric-expression and you all are discussing the minutiae of HFT? All of your cats have autism.
Yes. Of course. As a side note there are basically two ET nics who follow my posts and disagree with whatever I post.