Yes, that could qualify - depending on the frequency. Though it works best if your on MethyleneDioxyMethAmphetamine and have DirectMarketAccess at the same time...

High Frequency Trading!

No - you seem genuine enough:-) People generally have slightly different things in their mind when they talk about HF trading. Are we talking liquidity providing/market making strategies or short term liquidity taking strategies (or maybe a mix)? ...

High Frequency Trading!

Here is another good reference: url url

High Frequency Trading!

dominicanosrus, I see you are still around. How's your HF traders doing in the current environment? By the way, should anyone read trough this thread (which is worth a read) I can tell you that dominicanosrus knows exactly what he talks about...

High Frequency Trading!

Very interesting project indeed. I'm not sure how to read the graph though...guess there might currently be an error? (see attached screenshot). How many different input sources are you currently using to generate the sentiment? I know that Oanda ...

GBP/USD Real-time Sentiment

One could consider looking at what others has already put a great deal of work and thoughts into - for example: url url url Also look into Agent based Simulation. Simulating financial markets is a pretty complex task but nevertheless also ...

Artificial Market?

Ah sweet - I have been hunting for that article. Thx.

Optimized Trend Trading

I believe its this one: url Interesting paper by the way.

Optimized Trend Trading

Utterly bullshit if you ask me. EDIT: The website is so ridicules that its almost sad...

Optimized Trend Trading

I think one will need to define the "game" we discuss here in a very strict sense then. It can be discussed if the broker or exchange is an active participant in the game or just facilitate the game. Also counterparty risk (were everybody looses) ...

Inescapable Truths

Doesn't wikipedia pretty much state that forex is a non-zero-sum game? "Many economic situations are not zero-sum, since valuable goods and services can be created, destroyed, or badly allocated, and any of these will create a net gain or loss. ...

Inescapable Truths

It's not that I really dispute what you are saying...but what became of the rather simple concept that forex ECN's where one can choose to supply liquidity do exist...?

Inescapable Truths

For someone how cares about these concepts it seems pretty odd not to be aware of the large amount of quantitative (e.i. objective) automated trading that's being done by institutions, prop firms and so on...

Inescapable Truths

"close #1831510 buy 0.10 EURUSD_fx at 1.49413 at price 1.49118 2009-11-16 17:18:52.483,close buy,98.5s,1.49391,1.49391,1.49118,27.3pips " An execution time of 98,5s??? Are you sure your calculations are correct? Otherwise dump them. Anyway, ...

Collective FX has LOST its Mojo. (New Feed is WORSE)

I like this one: "It depends on what you mean by ”simple.” Everything that can be conceived by a mind is simple to its creator at the moment when it is created. But it may take tens of thousands of lines of code to turn it into a practically useful ...

Interesting Interview

Here is another potential interesting site I have been looking a bit into: url he has posted several papers on using concepts from statistical mechanics in designing trading systems and indicators. The optimization is done by what he calls ...

Systematic trading

I just coincidentally came by this site: url This guy has posted some pretty solid analysis of the kind you rarely see. I came by it because I was googling for some specific inter-market relationship and this site actually came up as the most ...

Systematic trading

That's a cool thread. I love these types of threads - not because I necessarily agree with the main posters on everything - but because it provokes my own understanding of how the markets (and nature in general) works. Keep'em coming.

Optimized Risk vs Reward Equation

That was a solid post. Just a quick note: Many high frequency strategies are centered around providing liquidity - not taking it. Thus they will try to earn (a part) of the spread or at least avoid paying the spread. This way the "spread risk" can ...

Inescapable Truths

Hmmm...do you have a link to this study or a name. I would like to see how they came to this conclusion.

Optimized Trend Trading