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General Category >> General Board >> Starting an HFT op.
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Message started by npr on 05/25/11 at 16:16:19

Title: Starting an HFT op.
Post by npr on 05/25/11 at 16:16:19

Hello all,

I am collaborating with a mathematician who has some knowledge relevant to trading and we are considering involvement in HFT.

I am interested to learn, the required steps and involved costs from the seed phase that we have a working algorithm on Matlab (running on historical 1 minute intraday data of S&P 500) until the phase in which we are actually connected (very closely I understand) to the exchange computer;

1. Trading fees such as commissions (and others ?)
2. Hardware
3. Software
4. Hosting the system

Help will be very much appreciated!

Thanks,
Npr747