...err, Quantrepreneur [tm] yeah that's the ticket! :)
Yes the article discusses in specific detail when stocks were halted and when they entered "slow quote" mode and includes detailed charts of the...
Quite simple I think really, you either have the desire and fortitude or you don't...it's a very hard road and the difference between those who...
Ok here is my take on having an edge and the "experts"... a) those who have a REAL edge keep it to themselves or share it with a few who they...
Ummm...seems simple to me; "buy the bottoms & short the tops"...duh ;)
Hey, how come the title says HFT and then all the posts are about "projections"...lol :)
The article does not say HFT jammed the NYSE with quotes, what I read it saying is that NYSE quotes were backlogged in the outbound queue and...
...shocked to find cases where "one exchange" was sending an extremely high number of 'quotes' for "one stock" in a single second -- as high as...
luxor check your PM, thx
Machine learning to me implies models with a training phase and what I meant was its too slow for high-frequency because there's no time to train...
Ha! The code don't work without the driver and then it's only a figment of My imagination :)
it's a useful thread and I find it an interesting topic...there is a hell of a lot of difference between the "classroom" and the real world and...
machine learning is too slow, best left to the academics not live markets
if you're using Day bars a database is fine, anything else flat files or pure "in-memory" storage would be my suggestion. thought & opinion
I guess the other piece is "what's the point of reference?"...are we talking about making $500 a day, $5,000, $50,000 or more...that matters!
yes there are a number of ways to "skin the cat"...microseconds, milliseconds, seconds, tens of seconds, minutes, ...and in my opinion (humbly of...
Hehe...glad you noticed ;)
FYI many already know the video at the start of this thread is a problem and won't work with most players. BESPOKE mentioned it works with the...
I was hoping the title "In NYC with technology, ...seeking enlightened Prop" says it all, there's nothing more than that. I posted the server...
The server uses trades & quotes in a 24x7 market and has both standard and custom analysis plug-in modules. It's flexible, lean & simple:...
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