Recent Content by thstart

  1. Universal laws

    Natural laws are in this case represented by astronomical laws. They influence all existence. This is the general theory. From what I do know...
    Post by: thstart, Jun 18, 2010 in forum: Technical Analysis

  2. Dow Jones 30 "Flash Crash" Analysis (HD)

    May 6th, 2010 "Flash Crash" analysis using Market Replay and Pivot Points Symchart http://www.youtube.com/watch?v=zJe_C-y8mCE
    Thread by: thstart, May 25, 2010, 0 replies, in forum: Technical Analysis

  3. TS 8.1 Release Notes and FIX

    What about TD Ameritrade - any better?
    Post by: thstart, May 17, 2010 in forum: Automated Trading

  4. Looking for an API for position sizing and management

    A time ago I made research about CME SPAN arrays. First time here on ET I see somebody asking about risk management. What functions that API would...
    Post by: thstart, May 15, 2010 in forum: Trading Software

  5. What does a HFT data feed actually look like?

    "In our previous white paper (“Latency Arbitrage: The Real Power Behind Predatory High Frequency Trading”), we illustrated how the exchanges...
    Post by: thstart, May 14, 2010 in forum: Data Sets and Feeds

  6. What does a HFT data feed actually look like?

    you have the privilege to post and cancel orders in up to half a sec for free.
    Post by: thstart, May 13, 2010 in forum: Data Sets and Feeds

  7. On a quest for better data ...

    Another part of the market structure changed recently. When you place an order the chain is working as follows: 1) your broker/dealer 2)...
    Post by: thstart, Apr 26, 2010 in forum: Data Sets and Feeds

  8. On a quest for better data ...

    With the new market structure (Regulation NMS) NYSE listed securities for example are traded not only at NYSE.
    Post by: thstart, Apr 26, 2010 in forum: Data Sets and Feeds

  9. Open-source back-testing engines in C++

    what limits do you exceed? what features are you looking for?
    Post by: thstart, Apr 25, 2010 in forum: Automated Trading

  10. What does a HFT data feed actually look like?

    I think it affects him because the market structure changed. it is not only the penny thing.
    Post by: thstart, Apr 23, 2010 in forum: Data Sets and Feeds

  11. What does a HFT data feed actually look like?

    good said. :)
    Post by: thstart, Apr 23, 2010 in forum: Data Sets and Feeds

  12. What does a HFT data feed actually look like?

    you could share your thoughts.
    Post by: thstart, Apr 23, 2010 in forum: Data Sets and Feeds

  13. What does a HFT data feed actually look like?

    I would not wait for regulators to do what is needed. Rather I would adapt. One route to minimize the impact of HFT is to adapt the technical...
    Post by: thstart, Apr 23, 2010 in forum: Data Sets and Feeds

  14. What does a HFT data feed actually look like?

    http://blog.t3live.com/2010/02/hft-forcing-traders-to-become-more.html So, what is the active trader to do? "Clearly, any strategies that...
    Post by: thstart, Apr 23, 2010 in forum: Data Sets and Feeds