Hi,
I moved to CME and like offer my own latency arb. algo based on CME vs forex spot market prices analyze for sale. Algo trade on spot market and uses CME currency futures info ask base. As CME data source uses Rithmic, as fx. spot - FIX connection via QiuckFix.
This is C++ algo part and C# research part.
Let me know if you have intresting (DM and I'll send my SKYPE).
Regards,
Eugene.
I moved to CME and like offer my own latency arb. algo based on CME vs forex spot market prices analyze for sale. Algo trade on spot market and uses CME currency futures info ask base. As CME data source uses Rithmic, as fx. spot - FIX connection via QiuckFix.
This is C++ algo part and C# research part.
Let me know if you have intresting (DM and I'll send my SKYPE).
Regards,
Eugene.
