So why not provide liquidity on both A and B?
I was thinking the same. "High Frequency Trading" could easily be loosely defined (by government) as anything that generates orders using an...
There is a presentation with a few examples and some interesting information...
This just popped up on my radar: http://tradexoft.wordpress.com/about-tradexoft/ http://tradexoft.com/lockfree.pdf It's C++ and deemed on...
There are a few open source projects which seems to be in relatively active development: http://www.activequant.org/...
This one just showed up on my radar: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1686004...
The FX Sales woman is pretty hot though (in the "New E****s of Finance" section) and she's hungry too... I need to hire more hot chicks for my...
As far as I know Marketcetera is partly based on Esper so that might be a place to look. Possible stupid question, but what do you mean by...
Yo gotta hand it to the OP. His naive questions occasionally sparks off some interesting discussions - like this one. My personal experience is...
http://www.algo-dma.com/
HotspotFX: http://www.tnsi.com/content/images/fromassets/100_689_120410142807.pdf (page 5)
I haven't read the book, but her website is a joke... Also, the author makes a complete fool out of herself in this thread:...
This might be a possibility: http://minifix.zapto.org/index.html Also, beware of MBTrading - they are known to have a lot of troubles with...
You can assume various kind of fills and then simulate these scenarios. Besides that, your completely right... Backtesting an mm strategy is...
Yes, you are wrong. But it's confusing at best... There are generally 3 different models for trading spot fx (let's forget about retail fx...
How do you plan to compete with the main liquidity providers (banks) in this field? I assume you are aware of the fact that the structure of...
http://arxiv.org/archive/q-fin
Check this: http://www.neuralmarkettrends.com/tutorials/
I was actually just wondering about CAX...I do not see CAX mentioned on vcapfx's site anymore? Does ChoiceFX has anything to do with CAX? As...
Yes, no really significant problems.
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