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seen Nov 11 at 3:44

Oct
29
answered Equity Chart - design and granularity
Oct
27
comment Build a customizable trading engine in python
I also don't see why you can't do event-based processing in Python. You can write a TCP/IP stack in vanilla CPython if you wanted to, surely that's fast/robust enough considering some traders are using subpar trading platforms that don't even support basic order types such as HNS?
Oct
27
comment Build a customizable trading engine in python
I don't see why parallelization is an issue either. The GIL in Python leans towards a multi-process rather than a multithreading paradigm for parallelization, but there's no reason to prefer the latter over the former.
Oct
27
comment Build a customizable trading engine in python
I disagree on your latter statement: Python is more mature than say, Haskell (Tsuru, StanChart), Erlang (GSET) or OCaml (Jane St), so certainly, maturity isn't an issue.
Oct
26
comment How do exchanges make money?
Moderators, why aren't you deleting the above comments? They're off-topic; it clearly derailed the topic; and the author obviously had no intention of contributing to this question because he has deleted most of his comments following this. It's rude and offensive for claiming that I'm dishonest - a personal attack that I've proven false, especially considering that I've debunked all of his allegations in the subsequent comments (that he deleted).
Oct
26
revised Build a customizable trading engine in python
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Oct
26
answered Build a customizable trading engine in python
Oct
26
awarded  Peer Pressure
Oct
23
comment What would be considered a good/competitive throughput for a FIX engine?
A good throughput is purely opinion-based. Throughput on its own is a meaningless number anyway. And to the majority of users, standard QuickFIX performance would be considered "good".
Oct
23
comment What would be considered a good/competitive throughput for a FIX engine?
If you have a client, a good throughput depends completely on your service level agreement with your client. If you're just writing this for yourself (which appears to be the case from your history of questions), use the search function, there's been many similar questions/answers before this.
Oct
20
answered Do people actually use VaR in professional settings?
Oct
18
answered Where can I find literature (books, articles, etc.) about basic HFT / arbitrage strategies?
Oct
15
revised How do exchanges make money?
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Oct
13
revised How do exchanges make money?
added 285 characters in body
Oct
13
answered How do exchanges make money?
Oct
1
answered Level II market data (equities)
Sep
30
answered Intraday Data - Stylized Facts?
Aug
27
comment What software should I use for forex arbitrage?
Because in FX, you're only as fast as your dealer/credit counterparty lets you be. Sierra has a far stronger software development team than NinjaTrader, from what I know.
Aug
27
answered What software should I use for forex arbitrage?
Aug
27
comment Algorithm to detect the aggressor side of a trade
@Serg: Yes, that is what I understand you're looking for.