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by Stutch
September 26th, 2013, 2:50 pm
Forum: Off Topic
Topic: Ironman ?
Replies: 35
Views: 13197

Ironman ?

<t>My ironman went wrong this year, 13th in my age group out of the water in 1:06 followed by a hilly (6500ft) bike route in 5:51 moved me up to 4th then 10 miles in to the marathon I damaged a ligament in my foot and had to stop at 20 miles. I had well over 6hours left to do 6 miles but decided not...
by Stutch
March 14th, 2013, 10:52 am
Forum: Trading Forum
Topic: New trading API coming from OANDA
Replies: 25
Views: 11472

New trading API coming from OANDA

Duplicat post for some reason? Dunno how to delete it.
by Stutch
March 14th, 2013, 10:52 am
Forum: Trading Forum
Topic: New trading API coming from OANDA
Replies: 25
Views: 11472

New trading API coming from OANDA

<r>The primary advantage is cost. The old API cost $600 per month if you don't turn over enough volume. So small traders were excluded by costs. Even if you have down time for any reason you had to pay. I hated that model and pulled the plug on OANDA simply because of the costs.The model follows a '...
by Stutch
March 13th, 2013, 3:19 pm
Forum: Trading Forum
Topic: New trading API coming from OANDA
Replies: 25
Views: 11472

New trading API coming from OANDA

http://developer.oanda.com/In dev mode at the mo.
by Stutch
February 11th, 2013, 2:45 pm
Forum: Programming and Software Forum
Topic: Faster Code
Replies: 18
Views: 9591

Faster Code

<r>Looks like topcoder has had some success <URL url="http://www.theregister.co.uk/2013/02/11/top_coder_trumpets_competition_results/"><LINK_TEXT text="http://www.theregister.co.uk/2013/02/11 ... n_results/">http://www.theregister.co.uk/2013/02/11/top_coder_trumpets_competition_results/</LINK_TEXT><...
by Stutch
September 27th, 2012, 2:05 pm
Forum: Trading Forum
Topic: Singular Spectrum Analysis
Replies: 9
Views: 13876

Singular Spectrum Analysis

Looks like 20/20 hindsight. A lot of statistical models are like a photograph and describe the scene in front of you but tell you nothing about what is happening next. Beyond this it comes down to best practices in testing to ensure they capture what you want not what you have.
by Stutch
August 24th, 2012, 6:28 pm
Forum: Trading Forum
Topic: Looking for recommendation for Architecture/Best Practices/Examples building auto-trading system in C++?
Replies: 18
Views: 14107

Looking for recommendation for Architecture/Best Practices/Examples building auto-trading system in C++?

<t>QuoteOriginally posted by: vincegataSo if I loose connection to a broker's quotes server or broker's quotes server goes down I get a gap in the quotes until connection restored. What do you do, stop trading until you restore missing quotes later in the day, or fill out missing quotes with average...
by Stutch
August 24th, 2012, 9:36 am
Forum: Off Topic
Topic: Le Tour
Replies: 316
Views: 38604

Le Tour

<t>QuoteOriginally posted by: CuchulainnI don't cycle (!) but maybe it engenders strength of character, like boxing.No worries Cuch, cycling is taking off this year with Wiggins and the olympics, we're seeing some folks who have retired coming in to triathlon and hence cycling. One guy 65 did his fi...
by Stutch
August 24th, 2012, 8:50 am
Forum: Off Topic
Topic: Le Tour
Replies: 316
Views: 38604

Le Tour

<t>Training can be tough. Sitting in a garage on a turbo trainer in the winter is tedious. No winter training camps for amateurs.However road racing is very tough,exciting and dangerous. Riding the track is great fun.I tried playing rugby, went on to boxing and ice hockey before road racing, then tr...
by Stutch
August 24th, 2012, 7:48 am
Forum: Trading Forum
Topic: Looking for recommendation for Architecture/Best Practices/Examples building auto-trading system in C++?
Replies: 18
Views: 14107

Looking for recommendation for Architecture/Best Practices/Examples building auto-trading system in C++?

<t>QuoteOriginally posted by: vincegataHello,I've started writing a system for full auto or semi auto trading. Currently my system is trading in Forex but it can be adapted for equities. I am using C++ on Ubuntu. I am good with C++ but this is the first time I am writing trading software hence I'd l...
by Stutch
August 24th, 2012, 7:16 am
Forum: Off Topic
Topic: Le Tour
Replies: 316
Views: 38604

Le Tour

Looks like he does not need the bike.Did you ever get a carbon fibre bike ?
by Stutch
August 9th, 2012, 12:34 pm
Forum: Trading Forum
Topic: Knight Capital
Replies: 32
Views: 16088

Knight Capital

<r>It looks like they deployed their load generator with their code. No logging, no alerts and no record of the trades.<URL url="http://www.theregister.co.uk/2012/08/08/knight_capital_analysis/One"><LINK_TEXT text="http://www.theregister.co.uk/2012/08/08 ... alysis/One">http://www.theregister.co.uk/...
by Stutch
August 9th, 2012, 9:49 am
Forum: Off Topic
Topic: Manx from the Isle of Man
Replies: 48
Views: 18696

Manx from the Isle of Man

by Stutch
August 9th, 2012, 9:47 am
Forum: Off Topic
Topic: Manx from the Isle of Man
Replies: 48
Views: 18696

Manx from the Isle of Man

<r>Nice cycling top.<URL url="http://www.cyclesuk.com/product/Isle_of_Man_Road_Cycling_Jersey_ISLEMANSNot"><LINK_TEXT text="http://www.cyclesuk.com/product/Isle_of ... SLEMANSNot">http://www.cyclesuk.com/product/Isle_of_Man_Road_Cycling_Jersey_ISLEMANSNot</LINK_TEXT></URL> forgetting that famous Man...
by Stutch
August 3rd, 2012, 12:20 pm
Forum: Trading Forum
Topic: Knight Capital
Replies: 32
Views: 16088

Knight Capital

<t>When you volume test an HFT system you can't afford to wait for the market to move so you hit the bid ask as fast as you can. Looks like this code has been deployed in a test mode. I know of a mixup between production and test ip addresses in one IB and over $1bn in trades went out the door, a lo...
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