Latency arb. algo solution for sale

Discussion in 'Automated Trading' started by elabunsky, Aug 13, 2016.

  1. Hi,

    I moved to CME and like offer my own latency arb. algo based on CME vs forex spot market prices analyze for sale. Algo trade on spot market and uses CME currency futures info ask base. As CME data source uses Rithmic, as fx. spot - FIX connection via QiuckFix.
    This is C++ algo part and C# research part.
    Let me know if you have intresting (DM and I'll send my SKYPE).

    Regards,
    Eugene.
     
    Last edited: Aug 13, 2016
  2. Surfeur

    Surfeur

    Hi Eugene,

    You have a good result with this algo ? I think it's very complex to have a good execution on spot with this method and without to do dropped by brokers/LP.

    Regards
     
  3. 100% right. I guess it's reasonable trade hotspot/fastmatch etc one time. As private trader I can't do it.
     
  4. If he's offering to sell it, it can't be very good.
     
  5. I can offer complete solution: (CFH Clearing and ActivFeed) or (Hotspot and Rithmic).
    I changed my offer and start looking investor under the 50% from the profit split.
     
    Last edited: Aug 30, 2016
  6. gkishot

    gkishot

    How much capital is required?
     
  7. Check your inbox, please.
     
  8. Maffel

    Maffel

    I am try to contact you by skype .. without luck... please add me: giamma091. Ths
     
  9. Cybren

    Cybren

    If it's made in QuickFIX and you do not use an RF path between Aurora and NY4/5 it will not make money. Way too slow.
     
  10. Sig

    Sig

    Curious if there are specific issues with QuickFIX and speed?
     
    #10     Feb 11, 2017