HFT is probably out of your reach.... https://www.linkedin.com/groups/Youtube-Videos-on-how-build-3427378.S.87948950 The link above to Linkedin have a lot of youtube and other references on how to build a working HFT system. That doesn't mean that your 'working' HFT system would be profitable. Why work so hard at something you are probably not terribly interesting in? Take a coursera course in Python so you can read sample code and then look at https://www.quantopian.com/ which is a python cloud based development environment for developing trading system. There are hundreds of source code examples, some of them very good. Find something simple you can understand and then paper trade it with a demo InteractiveBrokers account..... Youtube has a lot of quantopian tutorials as well. With the list of classes in a previous post, and using quantopian you have everything you need except hard work. AND, everything above is 100% free. Is this a great country or what!!! Good luck,
programming part is natural for me, I just need to improve the strategy part. Anyway it is the strategy wins the game, not the programming part...
Sure he can. Most coding teams in HFT trading are relatively small. The most coding goes about integration, risk control, middle and backoffice and other items. I remember the days when optiver started http://www.optiver.com/ and I know the founders. Why do people always want to believe, it's corporate, it must be amazingly big, huge, undoable and unachievable ? Ah, because they don't know what they are talking about...right.
You may wish to sit down and begin a process. For the sake of argument call the process Problem Solving. Here are some problems: 1. What education would be best for a trader? 2.. What could an individual do to trade and be most sucessful? 3. How does learning work? Cutting to the chase, you could write down the answers as a paragraph composed of a few sentences. At 10 minutes per item this would take 30 minutes. A1 Science and math At least fifth former in good prep school. A2. Use a system. the system must be complete. A3. Drills. Learning is the creation of inference where the inference is long term memory in a spectrum that is complete. After learning has ocurred the person has knowledge and skills arranged in a complete spectrum. Then in real time those items are used in combination with the senses. Sensing plus inference is called perception. Correct perception enables success in real time. 4. you ask: "what kind of trading system do you believe that would work for an individual?" A4. You correctly included the word "system" in your question. I am nobody informed you (you did not learn, however) thata system is required and the system must be complete. completeness causes CERTAINTY at all times. The system of trading grows from the system of operation of the markets. A paradigm defines the system using a complete HS and a PM. The kind of the HS defines the independent and dependent variables. Measurements (PM) in the system of operation of the market requires that velocity be the unit. Notice the horizontal axis of data flow. To finish up, add a pinch of pragmatism. Throw out all math that does not qualify. For science ONLY USE DEDUCTION AND PROVE ALL ASPECTS. The core of the systemic approach is: 1. granularity of variables. 2. volume is independent variable (leading) 3. price is dependent variable (lagging) 4. velocity as the PM means that information is processed in slugs (time based slug) 5. slugs of info create INTERLOCKING fractals. TF is not a viable concept since interlocking concept is based upon math which is named LOGIC. 6. Logic provides the math basis of the system. certain symbols include =, <, >, etc. Parentheses allow for Arithmetic expressions, filters, and all of set theory. 7. the combination of fractals and velocity creates the final major principle. the system of operation of the market is event based. Events in trading are called by many names.* 8. Money is made in profit segments; each segment has three parts: beginning event, middle and ending event. 9. All sets of like kind elements of the system of operation off the market follow an order of events within that set and the heirachy of the sets is arranged as an order of events as well. this is a total entrainment of all information in a rigid structure THE REQUIRED DEFINING ASPECT OF SYSTEMS. 10. THE SYSTEM, OOE'S (PROCESS) combine to produce a peformance: TAKING THE FULL OFFER OF THE MARKET. There are many many profitable trading strategies. Their performance can be laid out on a spectrum. For me I use PVT, SCT and SSR all founded on the above. The Pattern is the nominal trend segment definer. there are four types of trends. price has 10 elements. volume has 11 elements. there are35 end effects that omprise the beginning and ends of profit segments. All elements ar unique and all these elements include all posible elements. To trade effectively and efficiently a person has to do drills. the drills build the mind. This inference in the mind allows for PERCEPTION at all times bar by bar. During the RTH a person observes three fractals whereby the trading fractal is the middle one. Bar by bar annotating and logging and trading is done using MADA a routine repeated as required within each bar of the trading fractal. To keep things simple, the definitions of all elements are written on four sheets of paper. EE's are on another sheet in a classifications heirarchy. All events are anticipated. the event is used to decide before the event comes from the future into the present. the decison categories are HOLD, REVERSE, ENTER, EXIT, or SIDELINE. after an exit during a non event a re entry can be done. * A common grouping of types of events is used by Jake Berenstein; his triad is: Setup, trigger, and follow through.
Most people do not understand my posts. I am a scientist and logician. this means I went to college and I was employed in the computer industry where design is done using a system of logic related to the mathematics of computer operation. I worked on analog as well ad binary computers. I also worked on computers which handled continuous fucnction called differential analyzers. In ET science is rarely used in discussions. And especially deductive processes are missing in ET. there are very few people here who attended top iter schoools of any sort. In my case I have served as Adj Prof at different kinds of top tier grad schools. I am also published person in several fields.
English is not my first language, but I doubt how many native English speaker can understand his words
ok you sound logical then why didn't you just trade by yourself instead of working for others for that many years?