Yeah, the CBOE (i believe) put a charge on messages over a certain threshold just for this reason. The answer is, it is essentially free (or so...
Heh, 50ms. My algos catch movements of 5 to 10 cents, 50ms doesnt mean anything, it's just noise.
If your pattern matching is that sensitive then there is something wrong. That sort of thing is just driving noise in my models.
I highly recommend Lime They have a very nice pure java api (yes, it's fast!) . Also, the api doesn't depend on some huge monolithic...
Yeah, really, I have a lot of thoughts about that too nitro. All of my modelling efforts are not specific to automation but could make for some...
Well, that's kind of the whole philosophical/metaphysical thing I was thinking of. Are they really hastening the collapse, or does the very act of...
That's an interesting point. algos can come in an infinite variety, so two algos trade against each other and they can both be winners according...
Hmm, looks like good timing for me, I'm just now to the point where I'm very very happy with my intraday high-frequency stuff. The competition is...
lol hey man, whatever makes you feel better about yourself, maybe I really don't know any of this stuff, but as long as my formulas and code keep...
I sense some jealousy here, bad week eh? you pathetic piece of shit
Well, I'm not a quant, and I don't think this is a typical quant-type activity, not shown are the error bounds on my forecast which implies a...
Wahhhhhh, waahhh! Would you like a tissue?
Well, it uses quotes, not ticks and it doesn't explicitly forecast the individual quotes because they are too noisy, but the accuracy is quite...
hahahaha! :D
Say what you want. Your opinion means nothing to me.
I work on my schedule, not yours, and I adjust it to suit myself.
Hey, good luck to you man, EOD is not my thing. :P Is this a 1-day forecast, what exactly does the indicator tell?
lol. Being rich would be nice. My first goal is to be able to roll out of bed and make money sitting in my underwear. :D
Just looked this up and read a brief amount, I'd say he's definately right, but nothing new. Bi-directional causality has been studied quite...
Isn't there some limit? I mean, theoretically, if you had every quote and trade made in every market in the world in real time. What more could...
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