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Dec
23
reviewed Reject How can I go about applying machine learning algorithms to stock markets?
Dec
11
comment Recreate Positions after downtime. Suggestions requested
I will add, it also depends on who you're interfacing with and the supported order entry port features. For example, OUCH ports can cancel all open orders on disconnect. Trying to preserve open orders across unexpected system failure is likely not going to work very well.
Dec
11
comment Recreate Positions after downtime. Suggestions requested
This isn't really a question anyone but you can answer because it depends on how you've built your system.
Dec
11
comment Recreate Positions after downtime. Suggestions requested
Define "outstanding" positions. You said you can look at your execution log to determine fills. From fills you can build positions, so I assume you mean something else. Do you mean, "pending orders" ?
Dec
9
comment Market Discrepancy in ETFs
Please accept the answer if it resolves your question.
Dec
7
answered Calculate price of index from underlyings (weightings included)?
Dec
7
answered Market Discrepancy in ETFs
Dec
5
comment Single Most Important Fact about a Fund - Interview Question
I've no idea what answer they might be looking for, but that seems like an exceedingly stupid question to ask in an interview.
Dec
5
comment Forcing price to rise or fall by high volume buying and shorting
I don't think so. Spot FX is not regulated as far as I know. Your counter parties / ECN might not like it though.
Dec
3
revised Forcing price to rise or fall by high volume buying and shorting
added 1 characters in body
Dec
2
answered Forcing price to rise or fall by high volume buying and shorting
Nov
29
answered Quotes and Transactions Streams from Exchange
Nov
29
comment open-source implementation of orderbook from FAST?
If the data is message by message depth of book data you can't get the best bid/offer without building and maintaining a book.
Nov
29
comment open-source implementation of orderbook from FAST?
Order books are all about priority.
Nov
29
revised How can I introduce exogenous variables in the equation of the conditional variance?
typo in title
Nov
29
answered open-source implementation of orderbook from FAST?
Nov
29
answered Distinguish between market makers and other participants?
Nov
28
answered constructing best bid/ask from NASDAQ TotalView-ITCH data
Nov
25
comment HFT enhancements for FIX (Simple Binary Encoding) vs proprietary protocols performance and cost
Not sure this is really a good question here. You might try to focus it a bit more. Which market, for example, are you talking about? Pros & Cons are not general across the entire universe of venues. For ex, you'd be hard pressed to find a more compact order entry protocol than OUCH, but doesn't mean its better.
Nov
21
reviewed Approve Finding Probabilities Using The Binomial Model