How I made $500k with machine learning and high frequency trading

Re:How I made $500k with machine learning and high frequency... by kami8845 on Tuesday November 06, 2012 @10:59AM (#4748945)

>With regard to posting code yes I may do that. We'll see.

What does it depend on?

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Re:How I made $500k with machine learning and high frequency... by briancurtin on Tuesday November 06, 2012 @11:36AM (#4749161)

If I was correct in guessing that he used XTAPI (via X_TRADER Pro), IIRC that costs around $1k/mo depending on who you go through for the front end license. I was only a developer so I'm not sure what licensing costs are for gateways, but those are the servers you connect to in order to place orders on the exchanges. He was trading the Russel on ICE, and DAX on Xetra (maybe Eurex?), so he would have needed two gateways.

If he posts the code, you're a long way from running it.

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Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @12:02PM (#4749293)

My fixed costs were $2000/month. I think it was $1800 for TT plus $200 server rent so damn.. I was getting overcharged $800!! oh well :)

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Re:How I made $500k with machine learning and high frequency... by briancurtin on Tuesday November 06, 2012 @12:27PM (#4749416)

Your full package of $2k/mo sounds about right from what I remember, after you factor in server, access, licenses.

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