Latency arbitrage only exists because of the physical distances between the multiple exchanges. Example : Your looking to buy 1000 shares of...
One of the biggest issues with the U.S stock markets is that their decentralized. That's how Predatory HFT ( front running) and payment for order...
Look up open and closing auctions do NYSE and Nasdaq. The exchanges open price can be different then the official opening price as the official...
I use Amibroker
I believe Footprint is the term they use for that style of chart. Nothing I've ever really looked at but see it a bit while browsing around....
From my research this becomes more art then science. Right off the bat your out of sample results will tell you your overfitting. Sample A...
http://www.nasdaq.com/symbol/tsla/institutional-holdings Theirs an example of TSLA breakdown of institutional holdings. The values you have...
Money just leaving the marketplace?
Research what he said "Norbert Gambit". Also any Canadian broker would offer for you to simply convert CAD to U.S funds and leave it in U.S for...
I've only used IQFeed with Amibroker which I can easily export data out of to excel for other projects. Qcollector is just a good tool for...
Iqfeed symbol limit is only really for live streaming. As far as grabbing historical data( especially after market hours) their isn't any issue...
I don't know why you insist on calling them a scam. It was stated before in your post about this before that they simply gave access to the...
I think from a previous post that he is Canadian like myself. Depending on your broker, they'll accept the funds from a trade waiting to settle...
It's unfortunate that you weren't aware but it is the norm. Banks conversion rates are not ideal. You could always research Norbert's Gambit or...
Like others said, I just use marketable limit orders( limit above the ask when buy, limit below bid when sell). My stops are limit stops( stop...
David Weild, former vice chairmen of Nasdaq made a comment on Ghost Exhange about this topic. I'd have to watch it again to quote exactly, but he...
You say you have experience with Matlab. Why not use it? Think a home licence is only like 100$ plus probably another 100$ for the libraries...
I think your main issue with comparing is that a tick in the ES is .25 cents while in SPY their is no minimum "tick", it can trade at any value....
http://www.ampfutures.com/platforms/ampmc-net-free/ Never traded with amp but does that mean this link here is a lie. From my understanding the...
I personally use IQfeed for realtime and historical eod and intraday. However Norgate premium data is highly recommended. What is unique about...
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