Id beg to differ. When I did news event stat arb. Catching fills against the few market orders which are happening was the most complex part of the algorithm (far far more complex than the actual stat arb calculations). Involved undercutting market makers, jockeying for position (getting first in queue at a price level and sitting on it for a future fill), as well as backing off to test how wide the spread will expand. All while trying to ensure your target profitability and manage risk. It comes down to understanding what your HFT system is actually doing. Understanding where it actually gets its profits from. In many cases you are providing a service for market traders by providing liquidity (often using an auxiliary system to help keep you in the short term trend of the market, hedging your risk and reducing equity volatility), the more people who 'use your service' the better the system works.
With my resources, i even dont bother to LEAD the HFT guys. All my goal is to alleviate the painful lag as much as i can with using reasonable resources.
Six pages of posts, and no one has answered -- or even tried to answer -- the OP's original question. Might be a record, even for E'trader.
Thanks Rodney, Still waiting however i have gotten new perspectives from previous posts. Still waiting for the specific answer. how could i diminish the lag " execution and charting-wise" as mush as possible?? my solution " newbie solution" is: eSignal (onesend time stamp resolution data feed ---> amibroker ( powerful execution platform ----> API Dukascopy ( decent ECN) cost wise: 49$/m for esignal + 297$ amibroker pro any better solution??? please share
Sorry, I'm too busy learning how to do HF trading from all the <i>experts</i> who've posted on this thread.
i am wondering if could utilize my strategy on less than " one second time frame" ... Here is my last few hours trading report using my strategy.. Part of it using 1 minute time frame and part using 10 seconds time frame.. https://demo-login.dukascopy.com/fo...hash=c8dcc5d3b1a9dfb4c1783f745199f62b9d4b9551 any suggestion will be highly appreciated