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Would you mind detailing the platform/portal that you use?
by xedarius 11y ago
Would you mind detailing the platform/portal that you use?
- ddeck 11y agoNot sure what you mean by portal, but I wrote my own execution system that I run on a server located close to my broker and the exchanges. Market data is via a consolidated feed and execution via my broker to a variety of venues. I don't run any high frequency strategies so 100ms from exchange data to execution is fine for me. I use R for most research and strategy development.
- xedarius 11y agoAh sorry, I was interested in what broker you use for market connectivity. Also, are you able to detail where you source your market data from? Sounds like a really interesting setup I'd love to know more about it.
- ddeck 11y agoI use IQFeed[1] for data. Despite their website, I've always found their product and developer support to be excellent given the price point. [1] https://www.iqfeed.net/ https://www.iqfeed.net/
- wagerlabs 11y agoWho do you use for execution? I wish I could use Interactive Brokers for server-side but, I think, that requires 100k and FIX connection.
- fireblade 11y agoIf you're making any consistent profits these days with such a primitive setup, you probably have some pretty fantastic insights that you could be selling to a hedge fund or bank
- ddeck 11y agoThe issue is strategy capacity. There are many more strategies that will generate consistent returns on a few million dollars than there are that will generate the same return on a hundred million dollars. This is a key advantage of being an individual and a problem every quant fund faces as they grow.
- artmageddon 11y agoLike the other commenter, I'd be interested in learning more about your setup for your data feeds too!