I would say this is a bad question. Your topic is useless and you didn't say what your problem was. You basically put a job/personal ad
I would argue that if you're in the US and cannot get in to a top school then go to any school overseas (asia, europe, ...). That shows you have...
the premium
you can use unpack for text. you dont need to loop over the url to parse it.
wow, good post. I must have put bwolinsky on ignore by mistake...didn't see it. unfortunatley, this forum doesn't allow changes.
why HFT must exist?
struct.unpack() ?
True but I think that's strange. Learning the basics is easier when you use something like C that allows you to see what's really happening.
for those doing batch backtests this service is great. It has almost all the python modules you need and those that are not there you can create a...
you dont need to worry about most of this. Use the cloud... http://www.heroku.com/ https://www.picloud.com/ https://mongolab.com/...
are you on 64 or 32 bit? what are you inserting... size?
what was the trading world like before 1997? For futures you had many middle men. Best scenario if you went through a brokerage firm. Trader...
agreed. also, from a programming point of view it's a lot easier having a strategy run 1 lots becuase you dont have to deal with partial fills.
an "API trading system" ... can you even define that? You want this person to design the system and find the pattern and then hand it over...
thats one of the few things the small guy can use to compete against the big technical fast firms.
http://www.oliviergueant.com/uploads/4/3/0/9/4309511/mm.pdf
every place I have been converts all external messages to an internal (in house) format (ie. xml, json, binary something) so a market data message...
research platform is almost all python with some R. As for FIX (or connectivity), I use java in the gateway for orders and market data and...
you can use mmap But I agree with using hdf5 (libraries pytables and pandas) or using mongodb, redis, etc in some kind of clustered way. You can...
you dont need a broker or the cme. trade on the rosy exchange and you'll be fine. PM me for details
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