There is a way to do this ..... The method is to use a custom loader. I only know of a few people that know how to do this for windows outside of Microsoft - myself included. A related approach can be used on Unix/Linux. There is almost no situation - except where true secrecy is required - that his level of engineering is necessary. Unless you have something truly worth millions - or billions - I would simply use the previously discussed methods. The blowfish algorithm is free and the source code is in the public domain - If you want something good enough for general purpose use then this would work .....
There's a pretty simple answer that doesn't involve crypto or anything else. If you're really paranoid that someone's going to hack your machine (which should be pretty tough if you take basic precautions to isolate your machine from direct internet exposure - presumably your workstation isn't providing general public server functionality too), just physically isolate the program/files you want to protect. Use a USB memory disk and put your critical files on it. When you're not using it, just pull it out of the plug.
great stuff!...thanks to all for your excellent replies. this isn't a multi-million dollar thing; just basically a synthesis of my market knowledge. anyone know a free PGP zipper? i searched cnet and found a few, but i'm hoping someone can recommend one that works well under win2k...and vs. net has a built-in "dotfuscator" so between those 2 items i'd feel pretty comfortable putting my thoughts down into code. thanks again, -bung
Exactly, if you're that paranoid just make it impossible for someone to get at your work by not making your work available. You could have a computer connected to the internet that transmits your orders, but that computer doesn't house the trade logic - only the order entry program that relays orders to the TWS. This computer is also connected to a private network via a second ethernet card. Your trade logic computer sends orders via the private network. As long as someone doesn't physically break into your house and take your trade logic computer, your trade logic is secure. And this type of solution requires no fancy, time consuming programming.
Ok, Looks like MathLink.Net also needs J/Link. Also, it looks like I need Mathematica 4 or later to use with MathLink.NET - Ugh. Interesting that you are running the MK in realtime!! nitro
Apologies for not seeing this sooner. I have at least a cursory familiarity with the literature on shmem vulnerabilities (and replacing syslib hooks, etc). This would be an elegant way to get at his stuff. Here is the way I see the 'threat profile' if you have a trading algorithm that works: 1. Simple hacks. Backorifice-- attacker just grabs the files and goes. Simple perimiter defense (router+firewall) on the home network should help with most of this stuff. 1a. Less than simple hacks: Tempest vulnerabilities-- this isn't even a crime from a burden-of-proof standpoint. Just park the van near his house and read the system off the screen as he works on it. 2. Outright theft. Come home, computers gone. Natch. If what you have is worth millions of dollars, it's cheaper and easier for the attacker to hire a 'black bag' crew than a hacker(s) than can exploit the appropriate vulnerabilities (and then turn themselves onto _your_ operation). Someone mentioned earlier using removeable media-- this would help against outright theft, as long as you removed it and put it in a safe (that's bolted to your concrete foundation), when you're done with it. 3. Social engineering. Sounds silly, but hire an attractive woman to 'bump into' the target at the grocery store, get a date, go home with him, knock him out wiht pills in a glass of wine, and make a copy of his hard drive. IMHO, technically complicated remote intrusion only makes sense on a cost/benefits basis when the target is physically impossible (distance, physical security) to reach. Trust me, if you can think up algo's worth that much, firms will be knocking on your door to hire you. The current algo's wouldn't be worth nearly as much to them as having first option on any future algos you think up. I would only start to get worried if you think up something that's worht billions.. i.e. better-than-money-market returns on billions of dollars at a time. No insult meant to the poster, but I doubt he is taking that kind of size into consideration for his design. My $0.02 Best Regards, Laz Edit: The previous statements presume that the target isn't stupid enough to go around telling all and sundry that he has an automated ES system that returns 1500% a month. Then who knows what could happen. If you keep a reasonably low profile (i.e. don't park the Lamborghini out front ), then the only people who would ever know are in some way linked to your broker..)
Mathematica 5.x is the current version. MK is fast enough real time to be used for many things that are not performance super-critical and in the last two major versions is stable enough to be relied upon ..... Other stuff I have implemented in C++ frameworks - also some old VB com+ apps as well. AS long as everything is just an XML message it all integrates easily ....
Ok nitro. Here you have it http://groups.yahoo.com/group/TWSAPI/files/VB .Net Code/. I would be glad if you could give it try and provide some feedback.