gann, i'm not sure if the headache is because you want speed. but if so, try binary flat files. it's pretty trivial... just write your in memory...
ummm... i don't know. that doesn't sound very general to me. kinda sounds like you're calling him out... questioning his analysis and suggesting...
you're great at putting links up... maybe you should try reading them? or, if you are reading them, maybe you should try understanding them? a...
maintaining secrecy for obvious reasons deserves respect... being a hypocrite for obvious reasons deserves none. so, which one were you...
the irs link that someone posted is outdated. again, the 10 year rule no longer applies. search for 'heart act' on mondaq... there's a few good...
no, you're wrong. this was the law under the original bill. 10 year rule no longer exists.
i understand what you're trying to do, but i don't think you see my point: using random entries to benchmark two very distinct strategies...
no, it was introduced and passed during the clinton administration. it was only revised last year.
pegged orders are only useful if you can afford to wait. so, comparing it to an order type where you're taking liquidity won't tell you much about...
if i had to parse tick data that looked like that i'd be bitching too! i DO have to parse real-time msgs that look like that, but that's done with...
no, most don't have strategies that would scale to 50B. your conclusion is a little naive... returns are irrelevant if your edge taps out at 7...
you changed your problem scope as a counter-argument to my reply. hard to have a discussion when the basic tenets change, but i think the...
if it's something you're going to do a lot, i would say it makes a lot of sense. tick data analysis is a huge part of what 'quants' do, and i...
most people complaining about this type of thing are single product directional traders. if they do trade multiple products, they're still looking...
ime, that's actually a pretty common occurrence in the industry. i work with multiple executing brokers, those who i delegate as backups have...
imo, you're being a little pretentious and specific in your particular and personal use of the word 'backtest'. a backtest is just that: a test on...
riskless in arbitrage although depthless is maybe fun for lucrative, but not so avail in all the levels of your prop may seek.
you need to have discipline, and the best definition i've found for discipline is: the act of never losing sight of your purpose. couple...
pretty sure they're all sterling. hold is the only one i know that has their own app called graybox. never used it, so can't comment.
does that server cabinet help with computer noise?
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