latency

Discussion in 'Index Futures' started by ssss, Feb 4, 2007.

  1. ssss

    ssss

    Gentlemen

    Author is Europha based and would have latency in one direction 5000 km/300000 km =17 millisec.

    What kind latency can be expected from clearing firm
    as RCG,GCHO,Dorman,Cunningham ,Rand(Openecry),
    Trademaven

    Which of this clearing companies have most speedy server ?

    Your respectfully
     
  2. doli

    doli

    If you know the name or ip address of a server, you
    could 'ping' it, which will give some info about how
    long it takes to reach it. The time may vary.
     
  3. If a latency of 17 millisec is really influencing the returns of your trades, you should look after another trading system.

    17 millisec cannot make a huge difference in tradingresults, at least not i you have a decent system. I daytrade futures for years from the same area as you, i never had any problems due to latency.

    I also think that latency is not constant, it varies i think.


     
  4. ssss

    ssss

    If you know the name or ip address of a server, you
    could 'ping' it, which will give some info about how
    long it takes to reach it. The time may vary
    ----------------------------
    Different clearing house's have different latencie's ,alsov
    if all based in Chicago.
     
  5. ssss

    ssss

    spike500


    Registered: Feb 2005
    Posts: 1315


    02-04-07 02:17 PM

    If a latency of 17 millisec is really influencing the returns of your trades, you should look after another trading system.

    17 millisec cannot make a huge difference in tradingresults,
    #####################

    By some tactic yes ,perform 1000 operations catch spread
    in USa and europha ,and you would see ,that in USA you
    would some better ....
     
  6. GTS

    GTS

    (1) Stop talking in 3rd person

    (2) Learn how to use the quote feature

    (3) If I understand your question correctly, 17ms is not possible. Please see: http://www.rpi.edu/dept/phys/Dept2/APPhys1/optics/optics/node8_d.html to see the speed of light in fiber.
     
  7. ssss

    ssss

    Dear Sir

    Your link -The speed of light inside the fiber is 2.14 x 108m/s.

    You are right ,refraction factor must be included 17 millisec *1.4 =23 millisec

    But author suspect that most decisive would delay
    in server of clearing firm (until 100-200 millisec in one direction )

    If that would true case ,operator can not win by Chicago
    based FCM with tactic "win tick" ,which offer retail future trading for individual,traded from proprietary account against clients (use information about clients behaviar ,is not forbidden from law)

    Your respectfully


    Question -who in this board from retail crowd performed
    600 win tick from 1000?Author ask not about secretive conditions , but who performed this task ?

    Monkey by ideal conditions make 500 from 1000
    or better to say 5 mln from 10 mln attempt.
     
  8. Over 80% of my trades are profitable and i don't mean by ticks, but by full points. Most of my trades last between 1and 3 hours, so latency has no importance, even if i shift my entries and exits the difference is minimal.

    But i'm not a monkey, perhaps that's the explanation.


     
  9. ssss

    ssss

    Over 80% of my trades are profitable and i don't mean by ticks, but by full points. Most of my trades last between 1and 3 hours, so latency has no importance, even if i shift my entries and exits the difference is minimal.
    #########################


    Very can be Sir ,was asked only about tactic "win tick"
    You can have 95% profitable trades(alsov without insider information) ,questions are
    which of risk/reward relation (question for you,author not asked
    your secret) and how many trade's you are preformed.
    10000? Rule of great quantities ...


    If any operator have possibility to use multiple tactic ,
    he would have advantage over this which limited in
    selection of the tactic .


    Author suspect ,that by tactic "win tick" retail crowd
    can not compete against institutional through multiple
    insituttional advantage's,one is latency in server .
    ##########################
    But i'm not a monkey, perhaps that's the explanation.

    Congratulation .But 90% of operators in future market
    to end of the year worster as monkey.


    Your respectfully
     
  10. You are right, i'm probably in a lucky period, so my figures are statistically worthless. I'm daytrading since 1990, so only 16 years, at an average of 2.43 trades a day. I did not yet reach my 10 000 trades.
    Can you tell me how the statistical representativity changes between 1000 and 10 000 trades? That would be very interesting. Especially the incremental change when you go up to 10 000 trades. I don't know anything about statistics but i don't think you really need 10 000 trades to judge on the reliability of a system.
     
    #10     Feb 4, 2007