Recent content by jay.berg

HISTORICAL TICK DATA Historical tick data for stocks, equities, futures, options, indexes and indicators!

-- latency is the time from when data gets created to when it acted upon. -- all data is latent, due to the speed of light limitation -- in HFT, one tries to be as fast as possible, hence "Low Latency" Latency effect HFT models in many ways -- time it takes to receive market dat from the...

Update: GC ~= 1080 ES ~= 1034 curr spread +46 pnl: +94 cheers

twitter feed fail

all depends on commissions , margins, and leverage what Sharpe would you like?

cmon man c-

buy GC sell ES -- 1 to 1 .. leveraged against USD GC ~= 1008 ES ~= 1056 curr spread -48 target +700 cheers

void swap(int &a, int &b) { a^=(b^=(a^=b)); }