Discussion of high-frequency trading on MT5 - page 25
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legal information insider, which is what any kind of HFT is all about.
In general, you have provided so much interesting information in different forums that it would be enough for a whole book rather than an article - just collect and summarize them all.
Market Participants
Traders and Researchers Group Forum - View topic - A draft of an interview
Forex Forum - Independent forex forum for traders - Show this post separately - REAL BROKERS, - Not Moneybags.
Reputation VS Regulation
Platforms
Traders advantages
Do I Need OCO Orders? - MQL5 Forum
API
Some enlightenment
Forex Forum - Independent forex forum for traders - Show this post separately - Discuss FXOpen
Indices, variance minimization
Alternative and dispersion approaches to build TS - MQL4 forum
Do I need names of financial instruments for detailed analysis and trading? - MQL4 forum
Market model: constant bandwidth - MQL4 forum
Spread Trading in Meta Trader - MQL4 forum
Is Martingale applied to Futures, CFD, Stocks and Options? - MQL4 forum
The Influence of Underlying Historical Data on Speed and Accuracy of Testing.
This is what I found interesting, but I think this is more a question for hrenfx itself...
From the API post I saw the phrase
"In that sense, LMAX, for example, has at least shaken those sloths up a bit."
Very interesting to know - what exactly they have that is innovative and better than others? As I've been looking at them for a long time.
From the API post I saw the phrase
"In that sense, for example, L**X has at least shaken those sloths up a bit."
Very interesting to know - what exactly they have that is innovative and better compared to others? Because I've been looking at them for a long time.
That's almost a violation of forum rules on the part of the moderator...
No advantage over my broker at the moment. It's just that their name has shone more prominently in the institutional environment.
This is almost a violation of forum rules by a moderator...
No advantage compared to my broker at the moment. It's just that their name is more prominent in the institutional environment.
LMAX
Currenex
DB
What kind of infringements? :))) we are not discussing DC, for me LMAX is known as LP. Or you mean something else?
You wrote about FIX, but you were very specific about LMAX. Saying that the guys have advanced.
Please specify their advancement, I'm interested what they have for FIX? You can write your broker in my personal. But it's not about him, it's about FIX + LMAX = !!!
I may have written it sloppily. But the context was still this:
По правде говоря, весь институциональный рынок в техническом плане находится в удручающем состоянии. Зажрались от отсутствия серьезной конкуренции. Рубят стабильно деньги и не переживают.
Поэтому давно зрел вопрос, когда и кто даст им по морде технологическим преимуществом и, соответственно, лучшими торговыми условиями.
LP is a liquidity provider. It can be a market maker, an ECN/STP platform, a broker, ..... Roughly speaking, you yourself can almost be an LP - a source of liquidity:
I take advantage of the excellent possibility of placing orders in Level2 ECN, directly influencing the price. For this reason, I trade only through limit orders, acting sometimes as a kind of institutional market maker, offering better prices than the banks.
Currenex is simply technology:
Almost all brokers buy third-party aggregator technology (such as Integral, Currenex, etc.). They pay the developers of these solutions a part of the commission from their turnover. These aggregators, of course, allow you to cook. And institutional brokers are happy to take advantage of this, almost none of which operate under a transparent scheme. Also almost all of them work through prime schemes.
The aforementioned hero to the letter L is broker+ECN/STP-platform+its own technology. The main trick compared to most institutional brokers is its own aggregation technology, client trading API + Multicharts + affordable (low depo) entry. Of course, there are better options.
The main feature compared to most institutional brokers is the proprietary aggregation technology,
Well if you didn't mean FIX at all (although the text read it), that must be what you meant?
Please explain in more detail what the proprietary aggregation technology is.
Well if you didn't mean FIX at all (although the text reads it), then that must be what you meant?
please explain in more detail. what is this proprietary aggregation technology.
He has written about this many times before - when the best prices are selected from N liquidity providers, while manipulation is left "off the table".
The exact mechanism is unlikely to be available.
He has written about this many times before - when the best prices are selected from N liquidity providers, while manipulation is left "off the table".
well, aggregation implies a little different. It's not a selection of the best price but a kind of bid-matching.
And secondly, the message that stuck with me was about FIX.
The FIX API is quite volatile. It means that there is a possibility of spamming the LP's trading server. Truth be told, the entire institutional market is in a dismal state technically. Stoked by the lack of serious competition. They are chopping stable money and don't care.
Therefore the question has long been ripe as to when and who is going to punch them in the face with technological advantage and, consequently, better trading conditions.
In this sense, for example, LMAX has at least stirred up these sloths a bit.
What exactly did it do, what mechanisms did it use to get the slackers fired up, etc., what did LMAX do? New protocol? Spammed LP gateways?
Which mechanism exactly was this phrase referring to?
If we are talking about aggregation as a major factor in entering the arena, I would like to hear more about it than just mentioning it in passing.
When a competitor emerges whose prospects are much brighter than everyone else's, others have to retaliate. To fight for their potential customers, to improve technology, to manipulate prices less, etc. In short, get moving and earn their future bread.
There is a sense of déjà vu about aggregation. Probably the correct algorithm for terminology and questions is as follows:
As it happens, there is no systematisation in the posts. Said where I have to.