monetization is last priority on my list. actually my top priority is to find a swanky job in quant dev with these as my portfolio; my resume...
yup, the playback mode is still in progress. my other gateway software will get this feature first, discussed in another thread:...
So basically I've been working on my own algorithmic platform that lets me write my own strategies in C#, without paying ridiculous fees to bling...
that depends on how you make it out to be. for myself, if it's heavily skewed towards one side, or if there's a sudden spike at some price level,...
u're right, except that i forgot to state it's 0.01% to 0.02%, which equals 0.0001-0.0002 change. All i simply did was to use the...
These are the kind of stuffs i'm looking at before making the trade. Seems to be working well for me, at least. Here's a spread plot: [IMG] And...
Dear Sir, my files are now available on GitHub: https://github.com/hftstrat/The-Gateway-code-samples You would need The Gateway to run, free...
you might want to do some pairs trading between highly correlated pairs... https://github.com/jamesmawm/High-Frequency-Trading-Model-with-IB
25k for equities. try forex or futures?
oh sorry i read wrong. i tot u meant having trader have their own capital to trade. im looking for space and it would be more economical to share...
u looking for a desk space?
TT pricing seems expensive to me. i thought of open-sourcing everything i have if there's enough interest. looks like i'll just leave it as it is.
anyone interested in quant trading? if not, what do you guys use?
Would anyone be interested in using python for tick-level futures trading? Check this out http://gateway.hftstrat.com A cts t4 account is needed...
comp to comp in excel? try winsocks or some sockets.
it's easy with vba. 1. implement on cell changed event. http://www.excel-easy.com/vba/events.html updates from feed will trigger this event. 2....
i believe it's possible with VBA macros.
import pandas pandas.read_csv("your csv file here") lots of pandas functions available.
i don't really know what you want from the first two.... but either way being the first to quote does not guarantee being filled first because the...
scenario 3 - when u place a trade, your ultimate counterparty is your FCM which clears all your trades. they have the risk controls in place, so...
Separate names with a comma.