I believe they do dessiminate from Nebraska, but it's of no importance to me because I'm really only interested in their historical data...
I'll be sure to look into the CUDA further. My current GPUs are pretty good GTXs, so they are solid for CUDA in fixed, but not as much for...
Haha very true. Like I said, your recommendation is solid. All I add is just that it's a good idea to collect data and try to model out what your...
Good suggestion. Yeah, I just got a quote from Nanex on data and will be pulling the trigger regardless of whether it comes for Christmas or not;)...
I totally agree that 20-30 ms is going to make the information content (IC) of the data his system receives way way higher than the probably 300+...
Best of luck. Slippage is a complicated concept that I'm far from an expert on. There are several statistical techniques designed to estimate it,...
Yes, for prototyping, if you will. Basically, I do 'research' (plotting, screwing around, wrestling with matching indexes) in MATLAB in a...
If you're trading over the public internet such as you've describe above, I doubt order routing is going to make a significant difference in...
No, I don't think you're missing anything there really. My very first swing at an event driven Backtesting system when I was too scared to...
I think shorting VXX is difficult at most brokerages. As mentioned above, VXX, as well as its intermediate term counterpart VXZ and several...
Yeah. TradeLink generally gets solid reviews, but it doesn't really serve a few of my specific needs. I need to take a class in software...
By the way @John Tseng , 'make one small one, then iterate 20+ times til I have a decent one' is the best piece of advice I've received thus far...
im using kdb+\q as well. I built a similar database in MySQL a while ago and the performance was pretty much unacceptable, although I did nothing...
I'm not sure if I'm understanding your approach. Are you testing a discrete time system where a new second constitutes an event, or are you...
I hear you on the necessity of being a medium frequency trader. Nanex data wouldn't get me anywhere near competing with the HFT folks I've spoken...
My justification for purchasing the Nanex historical data isn't really related to my strategy requiring it. I'll openly admit to wanting the best...
That's what I expected given that they trade on the same exchange. I just was skeptical because I know they charge like 600/month for options, but...
That's really helpful info. I highly doubt I'll be anywhere even in the 25 realm, but still I feel like that's just something rather basic when...
I agree with your points. I think my main focus at this point is futures, particularly CME and CFE, so maybe it would be worthwhile to buy data...
In my experience using MATLAB and R for minute bar and higher resolution backtests, they work pretty well for these discrete intervals where you...
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