Algorithmic Trading Group Forum - Ultra high frequency FX

09/10/10 at 21:19:45

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Ultra high frequency FX (Read 12077 times)

FXJunkie

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I like this forum!

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Re: Ultra high frequency FX
Reply #45 - 01/28/10 at 16:41:44

Very interesting site and discussion.... im looking for a FX savvy quants / programmer who can develop / build my vision but also add their own insightful input... I have access to some of the best fx pricing/execution in the world (stable .2 for EURUSD up $5)....but lack the math / programming sophistication....

Let me know if your up for the challange and adventure. For the right person £££ can be involved...

FXJUNKIE

ps- im hyperparanoid about hurting my currently position so bare with me Cool

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BlackMage

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Re: Ultra high frequency FX
Reply #46 - 01/31/10 at 16:23:06

FXJunkie wrote on 01/28/10 at 16:41:44:

I have access to some of the best fx pricing/execution in the world (stable .2 for EURUSD up $5)

I assume you mean up to 5 million $? What commission are we talking about?

I would generally be interested in knowing more about what's the best obtainable pricing. Currently the best I am offered is approx. 0.3 average on EURUSD (ranging from 0-1.0) with a commission of 20$ pr. million (with potential volume rebates). This is for sizes in a couple of millions. While liquidity and execution looks good, 20$ a million seems a bit expensive (same commission is obtainable with retail brokers...).

Anyone got comments on this?

Another thing to look for is how badly the banks are able to screw you with "dirty tricks" on a particular platform Wink

FXJunkie wrote on 01/28/10 at 16:41:44:

ps- im hyperparanoid about hurting my currently position so bare with me Cool

Understandable. The field of HF/auto trading is about as secret as it gets...

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Nishant

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Mumbai, India
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Re: Ultra high frequency FX
Reply #47 - 02/03/10 at 06:15:30

FXJunkie wrote on 01/28/10 at 16:41:44:

Very interesting site and discussion.... im looking for a FX savvy quants / programmer who can develop / build my vision but also add their own insightful input...

... and I am a programmer looking to program some strategies

... i am currently developing very very basic strategies ... i am keenly looking for opportunities on learning business.

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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 138 Sydney Gender:	Re: Ultra high frequency FX Reply #48 - 02/25/10 at 14:15:20 Nicolas, how are your AI strategies doing? Have you tried training and running them on bars shorter than 60m?
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ManInMoon

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Re: Ultra high frequency FX
Reply #49 - 05/14/10 at 10:32:44

qroach,

I am in London area.

I am keen to discuss HF.

qroach wrote on 01/19/10 at 22:27:12:

I just wanted to revive the thread. I am working for a high-freq shop myself at the moment but considering starting something of my own in some not so distant future.

I am very interested in this discussion if there is still anybody around.

Also, is anybody here who is doing quantitative trading/research in London area?

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AlgoHFT Newbie Offline I like this forum! Posts: 1	Re: Ultra high frequency FX Reply #50 - 08/13/10 at 14:19:25 Hi, New to this forum. Is this thread still active? J
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 138 Sydney Gender:	Re: Ultra high frequency FX Reply #51 - 08/13/10 at 22:57:24 It has been inactive for a while, but I would like to revive it.
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