maxima

Try and plot CVD as Fulcrum does alongside with cummulative up/down tick volume delta... and look at it - can you figure out anything from it? Tell us if you could.

Be honest, tell the truth. Is that what you did exactly? You were studying, learning for years on paper... and then one day you thought - I am finally ready.... You pulled sock full of cash from under the matress and went to your local brokerage firm and started to trade... Is that really?

This reminiscent me an old joke. Isaak - I dont like Schubert Abraham - Why? Where did you listen to Schubert? I - Aaron whistled me it over the phone, just yesterday...

sorry missed all the fun. are all 170+ pages were made based on this declaration? I am curious where dB Poenix gone... He liked stuff like this. Is he billionaire yet?

how about you accentuate words you want with bold font rather than capitalised letters? simply select a word or sentence and press Ctrl-B? it is difficult to read - seems like you are suddenly shout in the middle of sentense like a teenager with hormonal problems (remember first Police Academy?)

the 500 margins simply lure noob lemmings onto the edge of the cliff.. the last step they do themselves though.. this "activity" is hardly a trading. it just a way to sell brokerage service. Hence dont mix up fallen lemmings with failed traders.

the answer from Tams was the most informative in this thread. If you dont see it - it doesnt actually mean it is not. The essense is - all the news efficiently have been traded by professional trading desks around the world way before you get them.

I found car of my dreams many years ago. and I drive nothing else since that. And will never be tempted by slick design of sports car etc.. the car of your dream guys is not what you think it is looking at nice pictures from last car exhibitions. the car of your dream is the one you sit in you drive and then it like eureka - here! for me it was and is Merc E class. I drive it since E124 and never seen better car for me....

Because presumably it will work on many market modes and conditions automatically.

it seems to me that curve fitting is what exactly you were doing Uli. You fitted taget parameter into past market action. To answer the original question - if Cunparis optimised function F(target, volatility) then it will be NOT curve fitting... Running a strat bare with different targets is curve fitting.

is there a list of automated strategies which worked on real accounts? I know only about oddball by mark brown. i am asking about those which worked previously and then stopped, so we can remove the risk to get flooded with merchandise offers...

sorry BlowFish... this is all my fault... I had to clarify = by "one"/"you" etc I meant not end-user and not literally you, I meant companies accessing CME with direct access through FIX/FAST connection. I am sorry again I am going to unsubscribe from this thread because I have my answers and this discussion is not helping anyone. If you need some latency calculations for practical use just PM... Cheers

you are correct. This is precisely what was asked. Thank you

Ok.. One last try.. the question was - is there a possibility that one shop as you call them CAN have better connection (in quality / quantity) that other CAN NOT. I never asked about latency between CME and SHOP.... And less of all I am interested in latency between shop and customers. And if I were archbishop of Zimbabwe what does the difference between connections latencies in whole world make to me personally??

even if I was in Zimbabwe it doesnt change the question.

No I have not. You were too involved in discussion of superiority that missed the question completely. The question was - if any one have an advantage in receiving data from CME. There are none. I have response from CME and it can be challenged in court. I hope you dont think that complete retards work at CME that they will spread false information. The short story is : everyone who has direct connect through FIX/FAST has equal capabilities. What you are talking is how the connected entity handle the connection. If you have no money you will get your data later than those who has better hardware. But you CAN have it same fast as them... This is already outside of CME and this was not the question. If you imagine CME as water distributor then all pipes for users are identical. If user brought a hose from garden to connect he will get less water per hour than thouse who brought large metal pipes.. I hope this will explain...

According to the official CME response they wont.

dont worry they wont. cos they dont know.... I found the answers anyway. at the degree I needed of course (nobody knows everything in these muddy waters)... But I wont tell :haha: I must be Urma twin brother! :rofl:

:rofl::rofl::rofl: that what I've been thinking.. just didnt want to add to the flame

here we go again. I was trying to understand the essense and you are saying that I am daft by "scanning" my posts... Erm...OK then... I'll leave you to live your :haha: "high frequency quant" dream... :rofl:

From links you posted I gather that your version of statarb is (roughly): a. collect data b. run custom weighted index on it (i.e. sum of 24 biases) c. use regression analysis to find most probable price d. trade deviation between "right" price and real market price I was looking to be honest for how do you factor time in it. But since you use TS there is no question for that.

the imbalances are relatively easy to find ... this is how to trade them question bothers me for a year now :crap:

Bravo! Smile is what we all need these days Thank you really

sorry guys... I didnt ask who is superior or not. And I am certainly not interested in Zen nor IQFeed nor eSignal less of all in TS. Let me put it simple - will Thompson or eSpeed have MORE data than DTN NxCore or CQG... Can one have MORE granular ticks or SOONER than others from CME .... The other version of the question - do some shops have advantage over others?

In other thread I tried to ask Urma on what his experiense with data feeds above retail quality is... However the answer was Bite me!... I chose not to bite but rather ask around. I know Urma is not the only trader who saw real trading desks. Also I have a suspicion that he has no idea what am I asking about.... Anyway. What I am trying to find out is - how CME distributes the market data - trades and quotes. Is there one single level of quantity/quality of data distribution or there might be several tiers? Do companies like CQG, TT and DTN for instance have the same input data on their servers as say Lehman or Merrill?