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.
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
100% right. I guess it's reasonable trade hotspot/fastmatch etc one time. As private trader I can't do it.
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.
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.