I would first start out by subscribing to all exchange/ECN feeds. I suppose you have DMA to the various ECNs thru FIX? I never listen to the...
This thread has been quite entertaining.....
agreed.
No problem; most platforms should be easily able to handle this. There are alot of platforms that even have plug ins to Esignal to allow for this...
Well, you need to make sure you have a network of traders that you can connect with if working remotely. I recommend you start from an office and...
Well unfortunately "baskets" can imply many things. Some limited examples are say going long DIA or associated future against a basket containing...
Call your GS account rep and see if your agreement allows for Redi+ portfolio trader (their "basket trader") and see if you can get their spread...
The midwest region that produces the majority of the beans has been hit with too much rain. Many of the plantings are standing water...
50 hrs; I wouldn't be complaining.
I did nuclear engineering back in the day; very happy with the math/stat background.
Did this awhile back. So what's everyones approach to modeling pairs and "baskets of pairs"<-thats the fun one anyone.
If your going to play this game you need fast DMA to the ECNs. Lime is probably the fastest out there and then you need to be automated. You can...
That's a pretty bad fill to order ratio....:eek:
I think the main issue with it being an institutional product and not a retail was price and ease of use to the user.
I agree with TS....Esper and QuickFIX are a good start. If you have the capital then GS Rediplus, CS AES, or Boomberg can access multiple brokers.
I did when I was in your situation. It all varies by broker....for instance if you are going to "day trade" in a margin retail account you...
Bloomberg.
That is actually a pretty good idea but I don't think that the small storage space alone of the silo would make it worth your time by the time you...
Search wilmott.com; this subject has been heavily discussed there. Half-Kelly betting works well!
NYFIX? You might want to google that one.
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