my strategy trades at 8+ Sharpe ratios and even that is nothing to brag about in high frequency space. What do you mean "...and some daily's"? 3...
I am running millisecond relevant high frequency strategies in fx markets. But I do not make markets, I also would like to stir up a discussion in...
ignore the ironic part it was not addressed to you ;-) To be honest I do not know of a single additional book on foreign exchange that would be...
it was me who recommended the book for absolute beginners. But glad you read it and now hopefully understand triangular arbitrage now. By the...
true, fair point. I highly doubt they throw hardware worth tens if not hundreds of thousands at this problem in order to offer a high...
I wrote a custom binary data store and read, merge, and process multi-symbol streams in a concurrent framework at around 5mil/sec. But that is...
have not checked for accuracy but I would assume they are accurate, they only provide futures (which are by definition all exchange traded and...
Not sure to be honest, I have never really looked too deep into Java platforms, I had a different name in mind but I just can't recall it. Sorry.
a) you did not get my point, probably because I did not make it clear enough. References to brokerages and fx trading were an example of...
thanks I am currently playing with TimesTen in my spare time and will report back once I got around to run some performance tests.
As this is a trade link related thread I find it telling that there is not a single response from the trade link guys despite them closely...
I would not consider anything that even mentions the term "web". The full deltix product is very capable and I would use it if they would not...
same observation here. The developers seemed very cocky and arrogant while maintaining and servicing a severely lacking product. Whenever someone...
I can only tell you that I sense something serious happened at RightEdge, either the core developer walked out the door or something else. They...
then what is your point exactly? I could name you over 100 features where C# shines vs C++. If I picked one of those 100 and that was all I...
another "you can develop strategies even you know nothing about programming, micro market structure, but should we find your back tested results...
that you call a serious limitation? Ever heard of interfaces? Seriously I have never ever come across once that I felt only being able to...
on whose machine do the developed strategies reside? When I backtest strategies on which computer does such backtest run? Thanks
single inheritance in C#? Care to elaborate?
Thanks for all those valuable comments. I think I pretty much decided on the following: Strictly splitting business logic between a) back...
Separate names with a comma.