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  1. jay.berg

    High Quality Data Source?

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

    Low latency trading system

    -- 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...
  3. jay.berg

    the trade of the century

    Update: GC ~= 1080 ES ~= 1034 curr spread +46 pnl: +94 cheers
  4. jay.berg

    What features would you like to see on Quantnet ?

    twitter feed fail
  5. jay.berg

    DJIA

    all depends on commissions , margins, and leverage what Sharpe would you like?
  6. jay.berg

    Recruiters are calling, but...

    cmon man c-
  7. jay.berg

    the trade of the century

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

    C++ brainteasers - Have fun and learn. You may get a job too

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