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Search: Posts Made By: artemiso
Forum: Emini and Emicro Index August 4th, 2023, 03:25 PM
Replies: 5
Views: 544
Posted By artemiso
To be honest, you shouldn't be able to without...

To be honest, you shouldn't be able to without building some derived signal over it.

Just picking a random minute (2023-07-31T13:00Z+00) for NQ lead month, there are nearly 10k book updates, or...
Forum: Trading Reviews and Vendors February 8th, 2023, 11:28 AM
Replies: 14
Views: 5,453
Posted By artemiso
Oh good catch, thank you!

Oh good catch, thank you!
Forum: Traders Hideout February 6th, 2023, 07:33 AM
Replies: 398
Views: 115,552
Posted By artemiso
There's nothing fake about edge nor backtesting. ...

There's nothing fake about edge nor backtesting.

The simplest form of "edge" manifests when you're posting a passive order. And that's found in the premium over fair value that you're willing to...
Forum: Traders Hideout February 6th, 2023, 05:59 AM
Replies: 6
Views: 1,683
Posted By artemiso
I took a look at it and honestly the only dataset...

I took a look at it and honestly the only dataset on there that I felt was valuable (and most likely a contractual violation to distribute) was the Ravenpack data, which was about 60~ GB. Others were...
Forum: Trading Reviews and Vendors February 5th, 2023, 10:56 PM
Replies: 14
Views: 5,453
Posted By artemiso
Your hypothesis is reasonable, but keep in mind...

Your hypothesis is reasonable, but keep in mind it's possible to:

Build the book on MBO and then disseminate MBP. ("Correct" way to do it, IMO.)
Pass on MBP directly.


I don't have Rithmic....
Forum: Trading Reviews and Vendors February 5th, 2023, 10:08 PM
Replies: 14
Views: 5,453
Posted By artemiso
I'm not familiar with "cumulative delta" but gave...

I'm not familiar with "cumulative delta" but gave it a shot.

It should be negative. Values below differ because your start time and mine were different (I used exactly 08:00 CT, I think your...
Forum: Traders Hideout January 27th, 2023, 12:24 PM
Replies: 398
Views: 115,552
Posted By artemiso
Yes, buy and hold.

Yes, buy and hold.
Forum: Traders Hideout January 24th, 2023, 05:50 PM
Replies: 398
Views: 115,552
Posted By artemiso
Well, my team was one of the biggest traders of...

Well, my team was one of the biggest traders of ES and NQ in the world. We traded 100% electronically with enough to consistently surmount fees. On either of those two tickers alone, I think we only...
Forum: Traders Hideout January 23rd, 2023, 11:03 AM
Replies: 398
Views: 115,552
Posted By artemiso
There's both a market trend and personal angle to...

There's both a market trend and personal angle to this. The market trend element is probably more interesting. Keep in mind electronic market making is my bread-and-butter:

1. The space has gone...
Forum: Traders Hideout January 23rd, 2023, 02:47 AM
Replies: 398
Views: 115,552
Posted By artemiso
Aw, I'm still lurking on this forum. But these...

Aw, I'm still lurking on this forum. But these days I'm either too busy or just trying to enjoy life.

The pandemic has been good on me. Got out of the profession at a good time. Now I have a lot...
Forum: NinjaTrader January 18th, 2023, 01:26 AM
Replies: 14
Views: 2,370
Posted By artemiso
It's an outdated terminology and I dissuade using...

It's an outdated terminology and I dissuade using it because of its inconsistent application and the amount of context you'll need to provide when using it in any communication.

L1 is less...
Forum: Traders Hideout October 7th, 2022, 03:04 AM
Replies: 39
Views: 16,483
Posted By artemiso
Wow the post you quoted was from 4 years ago. How...

Wow the post you quoted was from 4 years ago. How time flies.

I've since then brought the idea and some of my projects that I described in this thread...
Forum: Traders Hideout September 27th, 2022, 10:44 PM
Replies: 3
Views: 1,464
Posted By artemiso
Thanks for the mention. Rentec and TS are...

Thanks for the mention.

Rentec and TS are large firms these days, so they have many unspecialized "basic" positions that need to be filled on the engineering and systems side, and the criteria...
Forum: Traders Hideout April 11th, 2022, 05:15 PM
Replies: 42
Views: 8,416
Posted By artemiso
200,000 ms delay is often a signal of server-side...

200,000 ms delay is often a signal of server-side TCP buffering because the client is not consuming the data fast enough.

Check with Rithmic if you're receiving data from them via TCP transport....
Forum: Traders Hideout April 11th, 2022, 05:15 PM
Replies: 11
Views: 5,730
Posted By artemiso
200,000 ms delay is often a signal of server-side...

200,000 ms delay is often a signal of server-side TCP buffering because the client is not consuming the data fast enough.

Check with Rithmic if you're receiving data from them via TCP transport....
Forum: Trading Reviews and Vendors January 10th, 2022, 05:48 PM
Replies: 14
Views: 5,453
Posted By artemiso
My best guess is that Rithmic must be using a...

My best guess is that Rithmic must be using a pure MBO parser of MDP 3.0 so they are excluding implied depth from their book. This probably explains why it is strongly biased downwards from depths on...
Forum: Currencies December 6th, 2021, 10:41 PM
Replies: 16
Views: 5,282
Posted By artemiso
Nope. Poorly written article. Most of the...

Nope. Poorly written article.

Most of the holdings on reported on 13Fs reflect hedged positions. No, SIG and Citadel are most likely not holding a massive directional bet on AMC or GME that is...
Forum: Trading Reviews and Vendors August 24th, 2021, 02:12 PM
Replies: 96
Views: 26,902
Posted By artemiso
Somewhat related to this thread. I'm curious, do...

Somewhat related to this thread. I'm curious, do orders sent on these "funded accounts" actually show up on the exchange book and have order IDs that you can call up CME GCC to verify, or are they...
Forum: Off-Topic March 29th, 2021, 07:31 PM
Replies: 558
Views: 110,235
Posted By artemiso
/s. In case people miss the sarcasm in my post. ...

/s. In case people miss the sarcasm in my post.

Over time I've come to realize these template arguments from people who oppose any sensible form of gun control represent a bad faith attempt to...
Forum: Off-Topic March 29th, 2021, 12:29 AM
Replies: 558
Views: 110,235
Posted By artemiso
I am on MiniP's side. I am a...

I am on MiniP's side.

I am a responsible polygamist. I am trained and experienced in handling the opposite sex. I keep them safe at home and only take them out with me when I go hunting....
Forum: Emini and Emicro Index January 21st, 2021, 07:55 PM
Replies: 9
Views: 3,222
Posted By artemiso
The futures usually leads the cash market for...

The futures usually leads the cash market for indices like ES. You'll see that there's a lot more congestion for the microwave lines going from west to east. The open secret is that Jump is the...
Forum: Brokers January 5th, 2021, 07:38 AM
Replies: 12
Views: 4,894
Posted By artemiso
Ah I made the mistake of reading the last couple...

Ah I made the mistake of reading the last couple of posts but not the OP's post.

If I recall Teyu runs Phillip Futures and he, and the few I've met working for him, comes across as an honest...
Forum: Brokers January 5th, 2021, 07:06 AM
Replies: 12
Views: 4,894
Posted By artemiso
Regarding currency sweeps, my experience is that...

Regarding currency sweeps, my experience is that you can instruct them to leave the currency unswept. Usually the FX desk nets it around NY 5 AM. You can ask. Yes I've seen erroneous prices there...
Forum: Cryptocurrency January 3rd, 2021, 07:40 PM
Replies: 48
Views: 15,620
Posted By artemiso
Yeah I echo that, 24x7 would be a very stressful...

Yeah I echo that, 24x7 would be a very stressful first 1-2 years of setting things up. Even 23x5 takes a lot of effort. After the honeymoon phase you will start to see it as a job and that perk wears...
Forum: Platforms and Indicators December 22nd, 2020, 09:35 PM
Replies: 8
Views: 12,172
Posted By artemiso
I took a look at those two that you all named -...

I took a look at those two that you all named - Quantower, Jigsaw - and also it seems like BookMap is usually lumped in there.

Edit: On the topic of Mac, I should also add that the best trading...
Showing results 1 to 25 of 755

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