Right. Can't say I saw that coming.
Additionally, if you care about speed you want to avoid the exchanges routing your orders. I have stuff that necessarily does that and when it's...
IB throttles data delivery and all orders go through a risk check in Greenwich. They are unbeatable for anything that isn't extremely time...
Yes, low volatility!!!! I'm not nuts, I just happen to be one of the many traders who don't just daytrade stocks and ES!!!! Even where...
The best part of this is that Themis keeps being pointed to as a source of information. Oh, and ZeroHedge. What I don't get are stock777's...
Wtf? Python "isn't OOP" but "VB.Net is though"? Learn Java because it is nearly a Lingua Franca in enterprise development. Java isn't...
We can't be comparing apples to apples. When I refer to AMM/HFT I'm talking about the ability to trade equities. options, FX, and futures, and...
When was that? 4.x (I can't remember) is faster. They still suck relative to Nasdaq and BATS, though. And if raw is 0.75ms, total time should...
You seriously just make me feel sad. I used to love the fact that people like you participated in the markets. Now I feel a little......
That is an excellent idea (and I'm not being facetious).
Wtf nonsense are you talking about now? Who is the HFT mafia? How were they acting in the first place, and how are they acting now? You're...
This is a major, major element of the current landscape. The current market is a pure factor game. What all these articles don't mention is that...
Trading is 0% mental. You either have edge and win or don't and lose.
Depends on FIX matcher, 3.x, or 4.x. The latest version supports a new C/R type that is considerably faster. Only way I know of to get real...
To clarify, by "true HFT" I mean AMM/arbitrage.
You can start a solo operation now, but it is MUCH harder than it has ever been. True HFT is almost totally out of reach. The top tier...
The internet might be the worst thing that has ever happened. The world was a far better place when you retards couldn't find each other.
^^ Excellent post. This problem occurs a lot. Someone who has expertise in something will attempt to help by offering some info; but then when...
Use ADF to generate the framework for a trade; in other words, the structure of a "neutral" portfolio. That doesn't tell you how/when/where to...
You've answered the question you meant to ask in the first place. If they were cointegrated at your trading time frame what would be the point?...
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