great, I am happy for you. My C# profiling platform is also faster than anything I have seen out there on the commercial side. So? It only proves...
Not to my knowledge at the moment, most use FAST now but they did use FIX before. Alright, there might be some that use FIX, I only speak to...
fair points, but what to use to persist the data, and especially read persisted data with high throughput AND intelligent query logic? What are...
No, but its a widely used product among a number hft shops and believe it or not, I, like you speak to people in this related field. So, any...
lol, dont change topic. We never talked about different order types. We talked about alternatives to FIX, there are and by the way, Rapid's Fix...
most exchanges offer FAST connectivity. A lot of fx ECNs and brokers provide APIs that are faster than Fix.
for starters there is not a single hft shop I know that submits orders through FIX. FYI, take a look at ZeroMQ, you can use the tcp protocol to...
that is total bs. I run 6.5 million ticks per second through my own backtesting platform entirely coded up in C#. That includes reading from my...
which part sucks? Can you give me one very specific example (as detailed as possible) where ASM or C code runs circles around a well written C#...
so far he could not, but yes I agree when programming against hardware ASM can be of benefit, though most drivers nowadays are coded in C/C++....
I am still long for one reason: Short interest in eur is still sky high plus most importantly despite yields blowing out in Spanish and Italian...
I guess we both agree actually on the topic at hand. Obviously low-vol strategies are favored over high-vol ones at same return profiles. That's...
Thanks for sharing your RavenDB experience. I am looking for a solution that has faster than 10x RDBMS read times. I guess that would rule out...
I never asked anyone to "obey" any rules, I gave information about my general approach. Feel free to participate, otherwise you have the free...
reset stop loss to 1.2450.
updated total: +156pips.
lost -25pips on that one. Long at 1.2450 twice the size, stop at below last low at 1.2430
long at 1.2490, stop at 1.2475 Edit: reset stop to 1.2465
Nothing done today so far. Against my earlier prediction of at least 24-36 hours of follow through after this week's open the market went...
thanks, was not aware you trade futures instead of cash.
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