Recent Content by BlackMage

  1. HFT Myths

    So why not provide liquidity on both A and B?
    Post by: BlackMage, Aug 25, 2013 in forum: Automated Trading

  2. 1/4% Tax on all stock trades pushed in NY Times today

    I was thinking the same. "High Frequency Trading" could easily be loosely defined (by government) as anything that generates orders using an...
    Post by: BlackMage, Feb 28, 2013 in forum: Taxes and Accounting

  3. 1/4% Tax on all stock trades pushed in NY Times today

    There is a presentation with a few examples and some interesting information...
    Post by: BlackMage, Feb 16, 2013 in forum: Taxes and Accounting

  4. Best Language for developing a backtesting platform

    This just popped up on my radar: http://tradexoft.wordpress.com/about-tradexoft/ http://tradexoft.com/lockfree.pdf It's C++ and deemed on...
    Post by: BlackMage, Jan 31, 2013 in forum: App Development

  5. Best Language for developing a backtesting platform

    There are a few open source projects which seems to be in relatively active development: http://www.activequant.org/...
    Post by: BlackMage, Jan 20, 2013 in forum: App Development

  6. The Flash Crash: The Impact of High Frequency Trading on an Electronic Market

    This one just showed up on my radar: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1686004...
    Thread by: BlackMage, Oct 10, 2010, 4 replies, in forum: Automated Trading

  7. New state-of-the-art web-based trading platform

    The FX Sales woman is pretty hot though (in the "New E****s of Finance" section) and she's hungry too... I need to hire more hot chicks for my...
    Post by: BlackMage, Oct 7, 2010 in forum: Strategy Building

  8. Complex Event Processing

    As far as I know Marketcetera is partly based on Esper so that might be a place to look. Possible stupid question, but what do you mean by...
    Post by: BlackMage, Aug 2, 2010 in forum: Automated Trading

  9. pointers to readings on automatic market making?

    Yo gotta hand it to the OP. His naive questions occasionally sparks off some interesting discussions - like this one. My personal experience is...
    Post by: BlackMage, Jul 28, 2010 in forum: Order Execution

  10. learning market and order book

    http://www.algo-dma.com/
    Post by: BlackMage, Jun 15, 2010 in forum: Order Execution

  11. any execution platform under 10ms?

    HotspotFX: http://www.tnsi.com/content/images/fromassets/100_689_120410142807.pdf (page 5)
    Post by: BlackMage, Jun 8, 2010 in forum: Order Execution

  12. High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Syste

    I haven't read the book, but her website is a joke... Also, the author makes a complete fool out of herself in this thread:...
    Post by: BlackMage, Jun 7, 2010 in forum: Automated Trading

  13. Where do I find FIX server so I can test my FIX program?

    This might be a possibility: http://minifix.zapto.org/index.html Also, beware of MBTrading - they are known to have a lot of troubles with...
    Post by: BlackMage, May 13, 2010 in forum: Automated Trading

  14. Backtest Market Making

    You can assume various kind of fills and then simulate these scenarios. Besides that, your completely right... Backtesting an mm strategy is...
    Post by: BlackMage, May 10, 2010 in forum: Automated Trading