<t>I am trying to find a group or firm to partner with on an arbitrage platform I have developed. I am not looking for an employee or employment, I am looking for an experienced and adequately capitalized partner that has the resources to extract superior returns from an arbitrage platform... for ex...

<t>No local in his right mind would buy a Jan 110/115 call spread and then sell the March 110/115 spread for a zero net credit.That's a position that creates risk with no reward.The local may have taken the other side of that trade, i.e. buying the March 110/115 and selling the Jan 110/115 for a net...

<t>The hardware RNG I mentioned is EXTREMELY slow. For large runs you would have no choice but to create a file and work from that.Separately, the cost of storage nowadays compared to the cost of having a serious problem from a deterministic RNG should be such that it's probably best to just create ...

<t>The generated numbers did pass DieHard, but I had to be careful with the sound card settings on different PCs. Generally speaking, on almost every PC I could find some settings that would produce excellent random numbers.Every random number generator fails some tests some of the time - even a per...

<r>I ran into the same problem with random number generators. It was too hard to get one that I was sure didn't have cycles or other problems.I solved the problem by writing my own hardware based generator a few years back. It works off the energy from the sound card, and on virtually all PCs I foun...

<t>These funds work in similar ways. They start with a bunch of historical data: price histories, fundamental data, and more. They look for correlations, cointegration, and other statistical anomalies that will help devise a profitable trading system. First one or two were doing it, then ten or twen...

<t>Hi,I don't want to be overly negative here, but I would say you have zero chance of raising money with these results.Here are the specific problems I saw:1. You describe your "buy market at open" execution strategy, limited to 10% of the volume. However, most of the results I saw on the website s...

<t>To crowlogic: I will be curious to hear how everything goes when you finally turn live. As you said, the proof will be in the eating . I think our debate and communication has been useful, and I do wish you the best in your venture. Please update me on how you progress.To farmer: It seems from yo...

<t>Hi Stephen,I have to disagree with this statement. When you're dealing with real markets, the problem is that "all available optimization criteria" are not knowable, and they change over time. Control theory is wonderful when all of the parameters are known - in markets these shift all the time (...

<t>Farmer, I don't exactly know what you're saying - the thread here is about high frequency arbitrage. if we're talking about "high frequency" arbitrage, then by definition the sizes are not huge, the orders require great precision, and spreading out over a lot of prices makes little sense.Maybe so...

<t>A girlfriend told me to do the same thing, or maybe try listing on Craigslist. I wish it were that easy. I just don't think that most people go to eBay and search for "High Frequency Arbitrage Platform". QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: genie92You know, that's exac...

<t>Hi Stephen,All else being equal, identical trading systems with identical rules run on two different execution platforms will not perform the same if one execution platform introduces latencies over the other. Generally speaking, it's a safe bet that the faster platform will always be able to run...

<t>There's a reason C++/C are preferred on Windows boxes. A lot of the other higher level languages don't offer any clear way to control program execution at its finest levels. For high-speed arbitrage, the Windows time-slice in the thread scheduler actually becomes relevant, and it is impossible to...

<t>You know, that's exactly how I've felt. It feels like a bad trade that I have held for too long- always feels great to blow out the position and start fresh!QuoteOriginally posted by: KackToodlesQuoteOriginally posted by: genie92For the past year or so I have been working independently, diligentl...