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Recent content by rholowczak

  1. rholowczak

    FX Options Data. Where can I get it from?

    Hi the vast majority of FX Options are traded over-the-counter - that is to say these are private deals done between banks or other large institutions. You can get some overall statistics on this segment of the FX and interest rate market from BIS. There is a small fraction of the FX options...
  2. rholowczak

    Can FPGA be the future of HFT?

    Yep. Here's a nice overview : http://scholar.lib.vt.edu/theses/available/etd-08112011-192508/unrestricted/PimentaPereira_KS_T_2011.pdf
  3. rholowczak

    Can FPGA be the future of HFT?

    Just a quick thought here: FPGA's, co-processors and other hardware accelerators will make sense for applications where you have a relatively fixed set of calculations that need to be done very quickly, repetitively and with low latency. I am thinking of things like pricing an option based on...
  4. rholowczak

    Creating my own algorithm

    Hi There is a lot that goes in to a trading algorithm - much more than just getting a hold of some prices and making a buy/sell decision. To do even something simple, you will definitely need to learn some programming. If you are interested in being able to back-test strategies right away, I...
  5. rholowczak

    XML format for Market Data

    By "Market Data" do you mean quote and trade data or something that updates less frequently such as end of day pricing, balance sheet data, etc. FIXML is another alternative you might consider: http://www.fixtradingcommunity.org/pg/file/fplpo/read/30011/fixml-44-schema-specification-revision-1
  6. rholowczak

    Intro Programming Tutorials for Bloomberg and Interactive Brokers API

    Folks I have been assembling a set of introductory tutorials for programming the Bloomberg API and the Interactive Brokers ActiveX API. Likely this is pretty basic stuff for readers of this forum but you may get some ideas from it. I am planning to expand both sets with additional languages...
  7. rholowczak

    Can I use Mac OS System to learn this course?

    Hi You may wish to look into running the Windows OS on your Mac laptop. Two software products that help with this are: Parallels Desktop for Mac VirtualBox for Mac OS X These "virtualization" programs allow you to share your CPU, memory, disk and other hardware resources among multiple running...
  8. rholowczak

    Intro to MS Visual Studio

    Here is another tip. Many Universities subscribe to the "Books24x7" service. This service has tons of technology books on all sorts of database, programming language and other topics. The user-interface is a little clunky but if you are patient you can check out a ton of materials. I believe...
  9. rholowczak

    Nasdaq TotalView ITCH data feed?

    Hi Are you at Baruch College? If so we subscribe to the raw ITCH feed and have a few year's of data we can work with. If not, you might try EssezRadez (also known as Trading Physics). Art has most of the major depth of market equity feeds. Let me know if you have questions. Cheers, Rich H.
  10. rholowczak

    Intro to MS Visual Studio

    Folks This is probably very basic for this crowd but there may be some folks who have never worked with Microsoft Visual Studio previously. Here are some thoughts on a tutorial I have been revising: Getting Started with Microsoft Visual Studio 2010 using C++...
  11. rholowczak

    Free historical intraday stock data?

    Hi - not to be picky here but just to clarify. The Wharton Research Database Service (WRDS) provides "access" to a bunch of different data sources. Two basics ways of working with WRDS are the web query interface and (for faculty and usually PhD students) unix/linux access via SAS programming...
  12. rholowczak

    .NET HFT systems

    I did not see anyone talk about the operating system. if we assume .NET == WindowsOS and C/C++ == Unix/Linux Or C/C++ == WindowsOS then we have many more things to compare. What about network stack latency on Windows vs. Solaris vs. Linux? What about bypassing the OS all together an running the...
  13. rholowczak

    Student Event: The Road to Wall Street: Analyze Your Options - October 1, 2010 at Baruch College

    Hi - sorry to say no we won't have it streaming . However it will be recorded and the vido will be posted to Baruch Digital Medial Library. It will be publicly accessible. Cheers, Prof. H.
  14. rholowczak

    Join us for The Road to Wall Street Analyze Your Options - Oct. 1 at Baruch College

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  15. rholowczak

    Student Event: The Road to Wall Street: Analyze Your Options - October 1, 2010 at Baruch College

    Visit the following link for details and Registration http://optionsdata.baruch.cuny.edu/oic/