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Search: Posts Made By: artemiso
Forum: Trading Journals January 25th, 2018, 02:31 AM
Replies: 137
Views: 31,193
Posted By artemiso
I hesitate to make a definitive statement here...

I hesitate to make a definitive statement here because it's very implementation-specific but I can explain why it's not high impact optimization.

1. Credit checks should be very cheap for you...
Forum: Trading Journals January 24th, 2018, 04:09 PM
Replies: 137
Views: 31,193
Posted By artemiso
Depends on your coding ability. My first dry...

Depends on your coding ability. My first dry attempt with other people involved, no optimization (e.g. zero prior benchmarking, no core pinning, some allocations because we had no time to plug our...
Forum: Trading Journals January 24th, 2018, 08:10 AM
Replies: 137
Views: 31,193
Posted By artemiso
You do need enough margin capital (YMMV but say...

You do need enough margin capital (YMMV but say 250-500k) and volume for your broker to let you bypass risk, because it takes up some attention span of their trading desk, risk and compliance.


...
Forum: Trading Journals January 23rd, 2018, 11:23 PM
Replies: 137
Views: 31,193
Posted By artemiso
Another piece of advice: which method call are...

Another piece of advice: which method call are you using for your timing measurements? C# has a few timer calls but the trivial ones have poor accuracy.
Forum: Trading Journals January 23rd, 2018, 11:19 PM
Replies: 137
Views: 31,193
Posted By artemiso
And you don't have to thank me, I could be...

And you don't have to thank me, I could be bullsh*tting completely for all you know. Test things out yourselves and be very skeptical of people offering advice online.

Good luck.
Forum: Trading Journals January 23rd, 2018, 11:17 PM
Replies: 137
Views: 31,193
Posted By artemiso
Have you tried calculating the marginal value of...

Have you tried calculating the marginal value of those additional 190-290 milliseconds?




Everything is custom. On CME everyone half-serious is bypassing broker risk because the exchange has a...
Forum: Trading Journals January 22nd, 2018, 08:48 AM
Replies: 137
Views: 31,193
Posted By artemiso
:) You're fine. I'm probably more of the one in...

:) You're fine. I'm probably more of the one in need of a new job at the rate that our industry is consolidating and volatility keeps shrinking.
Forum: Trading Journals January 22nd, 2018, 01:41 AM
Replies: 137
Views: 31,193
Posted By artemiso
By the way, one cheap way you can know the...

By the way, one cheap way you can know the marginal latency benefit of your proximity hosting and/or application is to submit orders in some benchmark pattern, e.g. replace->acknowledged->cancel.
...
Forum: Trading Journals January 22nd, 2018, 01:12 AM
Replies: 137
Views: 31,193
Posted By artemiso
That really doesn't matter. You're likely still...

That really doesn't matter. You're likely still taking a handful of BGP hops and paying garbage collection on your application. The people who're looking to lift your trades 90+% of the time (I'm not...
Forum: Trading Journals January 21st, 2018, 10:02 PM
Replies: 137
Views: 31,193
Posted By artemiso
For most part it seems that you are going about...

For most part it seems that you are going about this sensibly. A few remaining simple things:

1. It seems that you're thinking of this as a way to reduce transaction costs ("improve entries") for...
Forum: Trading Journals January 21st, 2018, 04:21 PM
Replies: 137
Views: 31,193
Posted By artemiso
Also you mentioned some way to estimate your...

Also you mentioned some way to estimate your fills by assuming the volume needs to accumulate to your initial position. There's a couple of edge cases that you're probably already aware of, e.g. that...
Forum: Trading Journals January 21st, 2018, 04:14 PM
Replies: 137
Views: 31,193
Posted By artemiso
For starters, are you sampling on every trade ("1...

For starters, are you sampling on every trade ("1 tick" in NT lingo) or every market depth update? I'm not familiar with latest NT but a quick search up the API docs suggests this is what you need:...
Showing results 1 to 12 of 12

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 



 
 


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