Automated High Frequency

maninmoon

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Hi,

Any automated High Frequency traders out there?

I would like to discuss some ideas/issues but not sure if this is the right forum.

Moon
 
How many Hz are we talking? Seconds, minutes?

There's some talk of it around but not much. Try picking a topic and seeing what happens rather than asking people to identify themselves. It's a funny forum.
 
How many Hz are we talking? Seconds, minutes?

There's some talk of it around but not much. Try picking a topic and seeing what happens rather than asking people to identify themselves. It's a funny forum.

Sorry yes.

I am wondering if anyone has had success backtesting a Market Making strategy.

It's hard to simulate fills.
 
Hi Guys,

Yes, I've taken my brokers API and stitched it to Neuroshell using C#. This can trade in an automated fashion. Not L2 though unfortunately. Very interested in Algo Trading and read many books on it.

Stewart
 
Because of the inconsistency of data, I only use automated for 5mn and up. Am I high-frequency enough to hang out here?

I will anyway! This thread should be a nerd-haven.
 
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