vania-janet/multiturn-rag-retrieval-data huggingface dataset:
For a broad market-data handling algo design (and now, clearly, for very specific things you can design one that'll handle stuff better for that one corner case, but this is for general algo trading), optimally you have some sort of setup where you have a: [feed handlers] -&gt; [tickerplant] -&gt; [mkt data subscribers/CEP] -&gt; [order management system] -&gt; [broker] in this setup you have feed handlers that are taking the raw exchange feeds and pushing them to a consolidated tickerplant, where CEP subscribers can come through and sub to the data they want (perhaps I just want ES futures on one, and only want to arb CMCSA and CMCSK on another -- you dont want each CEP subscriber getting your full feed for all tickers all the time, its a waste). so more or less, each independent strategy is its own subscriber to the tickerplant, taking whatever data it wants and only that data (could be ""give me all the trades and quotes for all nasdaq stocks, but not book depth"" for instance). your CEP does whatever maths it has to do to figure out trading decisions, and when it does, it sends it to your order management system which does your risk checks, etc (""do you have enough money to place this trade?"" ""do you already have a position in this?"" ""are you trading against yourself?"" ... million other things). your OMS knows how to talk to your broker/directly to the exchange depending on your setup. Assuming all your risk checks pass, off the order goes to the exchange, and it deals with the fill msgs, etc. Now, as far as speed is concerned - try to do all of this at 6.5 million events/second. It's hard. Some strats/cep subscribers will run faster than others, some are slower, some need to keep a full book to work while some work on just trades.
I have been trading Forex and Futures as an independant Trader for almost 3 Years now, and unfortunately i have to agree with pizzlepaps statement that if you have to ask you probably should not be doing it at all.  There is a bunch of information out there on futures trading but then again im wondering which futures exactly you want to trade? Are we talking about ES contracts? Dax Contracts? Dow Contracts? Crude Contracts?  I mean im going to be honest here i really would like to be of help here but quite frankly i dont know how based on your question, so for now stay away from the futures market until you have done some heavy reading and defined your goals.
Yet the volume of trading in the markets has risen dramatically over time as a result of technological improvements (algorithmic traders, mostly). They have out-competed certain market makers who used to make money on inefficiencies of the market. Is this a good thing or a bad thing? Well, prices are more efficient now and it appears that these computers are more responsive to price-relevant information than people used to be. So even if trading volume does decrease, I see no reason to worry that prices will become less efficient. That's not the direction things have gone, even as passive investing has boomed. Overall, worries about passive investing rely on an assumption that there is not enough interest in and resources for making arbitrage profits to keep prices efficient. This is highly counterfactual and always will be. As long as people and institutions want money and have access to the markets, there will be plenty of resources allocated to price correction."
The market isn't going to come up with a cure when the largest trading firms, hedge funds, and wealthy individuals making money off HFT. They have very little incentive for ensuring the stability of the market, because they are already rich. If the market crashes and they lose money, they're still rich.  There are already taxes and fees that have to be paid when people make trades. The fees that have been proposed have been fractions of a cent per share. The only way anyone would notice the fee is if they are trading a huge amount of shares during the day, every day.
The company may have put a trading halt due to many reasons, most of the time it is because the company is about to release some news to the market. To stop speculation driving the price up or down, it puts a halt on trading until it can get all the information together and release it to the market. This could be news about an earnings update, a purchase of other businesses, a merger with another business, or a takeover bid, just to name a few.
That is how the market works. Maybe these roofing companies should find another line of work. Roofing is a shitty job, and I can understand why people don't want to do it for $10/hour, which is ~20k a year, which is subsistence living at best. Less roofers, less supply...well you know. So it is in the workers best interests long term to turn their nose up at low paying laborious jobs. Just like a company would do if they were in a line of work with low profit margins. With the difference being, when labor does not get motivated for low pay, they are considered lazy.
Depends on when you are seeing these bids & asks-- off hours, many market makers pull their bid & ask prices entirely.  In a lightly traded stock there may just be no market except during the regular trading day.
"I was the one who made the beating you to the punch comment.   That liquidity is worthless without an active market. That's the whole point of liquidity. An ability to sell back when needed. High volume means nothing when the fucking HFT buys all the stock and holds you hostage to his sell price.   The only thing raising the price of pineapples is high speed trading. They only buy OR sell **when they see a bid.** That is not a traditional market maker.  Please, tell me how that is wrong. That is not a rhetorical question.  edit: If a pineapple is listed at 6.00 let's say you decide to buy and throw it in your cart. A store employee overhears you saying ""I'd be willing to pay 6.02 for this"". The employee tells the cashier to raise the price to 6.02 right before you get to the register. This is HFT in a nutshell. It doesn't provide an active pineapple market because the pineapple was only being offered once a buyer was lined up."
"Lol. I once had to listen to someone who tried to convince me that I could gain 6% a year, risk free by investing in the financial institution he represented, while pitching something pre formatted he obviously didn't understand. Because of that and the sort of ""cult vibe"" I got from them I never returned. But my bad, see, I could have been rich right now."
Actually, the EU alone supplies over 40% of all imported Russian fruit and chicken, with that number rising to over 85% in major cities.  Which makes sense, considering the EU is Russia's closest and most important trading partner. It looks like the Kremlin doesn't want it's people to know just how bad it's about to hurt them.
$9000 over 6 months is great, I'd use it for long term savings regardless of the 401(k) situation. There's nothing wrong with a mix of pre and post tax money for retirement. In fact, it's a great way to avoid paying too much tax should your 401(k) withdrawals in retirement push you into a higher bracket. Just invest this as you would your other long term money.
Stock trading on a short-term basis is much closer to pure gambling -- unless you do the work to deeply research the stocks in question so you know their value better than other people do, and you're playing against pros. You know the rule about poker: If you look around the table and don't see the sucker, he's sitting in your seat... well, that's true to some degree in short-term trading too. This isn't quite a zero-sum game, but it takes more work to play well than I consider worth the effort. Investing for the long term -- defining a balanced mixture of investments and maintaining that mixture for years, with purchases and sales chosen to keep things balanced -- is a positive sum game, since the market does drift upward over time at a long-term average of about 8%/year. If you're sufficiently diversified (which is one reason I like index funds), you're basically riding that rise. This puts you in the position of betting with the pros rather than against them, which is a lower-risk position. Of course the potential returns are reduced too, but I've found that ""market rate of return"" has been entirely adequate, though not exciting. Of course there's risk here too, if the market dips for some reason, such as the ""great recession"" we just went through -- but if you're planning for the long term you can usually ride out such dips, and perhaps even see them as opportunities to buy at a discount. Others can tell you more about the details of each of these, and may disagree with my characterizations ... but that's the approach I've taken, based on advice I trust. I could probably increase my returns if I was willing to invest more time and effort in doing so, but I don't especially like playing games for money, and I'm getting quite enough for my purposes and spending near-zero effort on it, which is exactly what I want."
It amazes me how I just missed this.  I graduated college in 2002.  I was able to find a job.  My college cost half as much as it does now and I was in the position to buy a home when the market bottomed out.  The people who were freshmen in college when I graduated entered a whole different world.  The problem is that as I moved up at work, I just got assigned new rolls in addition to what I was doing before.  I work in a department of 2 people, we are both Directors.  But where is my assistant and helpers, where did the entry level jobs at my workplace go? Downsized and/or outsourced.
your OMS knows how to talk to your broker/directly to the exchange depending on your setup. Assuming all your risk checks pass, off the order goes to the exchange, and it deals with the fill msgs, etc. Now, as far as speed is concerned - try to do all of this at 6.5 million events/second. It's hard. Some strats/cep subscribers will run faster than others, some are slower, some need to keep a full book to work while some work on just trades. Your OMS depending on if youre using only market data sources may need to keep its own book to place orders on behalf of your subscribers if they lack information about various markets (think all the twitter trading bots these days for instance), etc. If you look back at the above setup as well, you'll notice some interesting things. [tickerplant] -&gt; [cep subscriber] portion can stay the same for live trading or backtesting. This is huge. The only thing that changes here for backtesting is that if you're trying to backtest, you can take historical data (query it out of your hopefully column-store database) and push it into your tickerplant rather than having it come from a live feed through the feed handler. Your tickerplant and cep subscriber will never know the difference, so you can use the same exact code for backtesting as you can for live. On the other end, you obviously cant send historical orders to your live broker, so you need to code a simulated OMS that does the backtest simulation (another huge piece of software to code that is hard to do well). But, for backtesting, your setup is staying largely the same except those two end pieces. This means that testing/deving/deploying strats can be pretty rapid, and uses the same code base for live and historical, which helps you eliminate bugs and have to code everything twice.
At the time of listing a firm issues shares; trading in these shares after the listing exercise is generally what happens in equity markets and these shares can be bought and sold on stock exchanges across Europe. Secondary market trading describes all trading on all exchanges or MTFs that takes place after the listing. In response to question 2: BATS Chi-X Europe trades over 2,700 stocks on its own trading platform. When trading on BATS Chi-X Europe, orders are executed on their own platform and will not end up of the LSE order books or platform. The fact that a stock was first listed on the LSE, does not mean that all trading in this stock happens via the LSE. However settlement process ensures that stocks end up being logged in a single depository. This means that a stock bought on BATS Chi-X Europe can be offset against the same stock sold on the LSE. In response to question 3: As noted above, BATS Chi-X Europe received Recognised Investment Exchange (RIE) status from the UK Financial Conduct Authority in May 2013, meaning that BATS Chi-X Europe has changed from an MTF status to full stock exchange status. As an exchange / RIE, BATS Chi-X Europe is authorised to offer primary and secondary listings alongside its existing business. According to the Federations of European Securities Exchanges (FESE), BATS Chi-X Europe has been the largest equity exchange in Europe by value traded in every month so far in 2013. In August, 24.1% of European equities trading in the 15 markets covered were traded on BATS Chi-X Europe. In July and August, the average notional value traded on BATS Chi-X Europe was around €7.2 billion per day. Hope this information is helpful.
The amount of money spent on compliance to prevent insider trading alone probably dwarfs the cost it may impose on the markets.   But separately from that, the information that insider has is obviously going to get out, right? If it were spread through word of mouth heterogeneously and not released to all market participants at once, you eliminate or greatly diminish the value of ultra high frequency trading, which has become a useless arms race that probably doesn't add much value to society.  In the world of information, there's no clear marking that says *public* and *non-public*, but rather many shades between. I just don't think it's really worth pursuing except in the case of actual company insiders. We should be focusing our limited energy elsewhere, in my opinion.
&gt; Their trading Bitcoins doesn't validate its utility and guarantee its survival  Yeah definitely. Their trading of Bitcoin basically violates the blockchain system which backs and creates their value. The whole purpose was to create a pier-to-pier system which didn't need to involve banks.
They would work in any way those who choose to participate will it too work. They would make a democratic choice in how they spend their own dollars. Democracy isn't once every 4 years it is something that should happen every day with every choice you make. Only the free market provides true democracy.
Option liquidity and underlying liquidity tend to go hand in hand. According to regulation, what kinds of issues can have options even trading are restricted by volume and cost due to registration with the authorities. Studies have shown that the introduction of option trading causes a spike in underlying trading. Market makers and the like can provide more option liquidity if there is more underlying and option liquidity, a reflexive relationship. The cost to provide liquidity is directly related to the cost for liquidity providers to hedge, as evidenced by the bid ask spread. Liquidity providers in option markets prefer to hedge mostly with other options, hedging residual greeks with other assets such as the underlying, volatility, time, interest rates, etc because trading costs are lower since the two offsetting options hedge most of each other out, requiring less trading in the other assets.
They are providing you a service and they charge you for it. The service includes giving you a trading platform(website and the infrastructure), doing all the background work for setting up services for you, relaying your orders to the market or as a broker fulfilling your orders, doing settlement when an order is matched, giving you access to the stock market(the costs are quite high to get a license to relay orders to the market and I believe it needs to be renewed every year). There are transaction fees which the stock exchanges charge the brokers to use the stock markets infrastructure and connect to it. And then interfacing with banks for monetary transactions and also doing according to the law in the jurisdiction they are located in. Most of it is an one time cost, but they are a private enterprise out to make profit so they will charge for their services.
"Even the Wall Street jobs require skill, knowing how the stock market work, knowing how people work, etc.   Even saying ""that luck is the main factor in the majority of cases of great wealth"" is still wrong.   Really the only time luck is the real reason is non skill based gambling games (lottery, slots, etc), inheritance, and finding a wallet on the side of the road/street"
A lack of trust in the regulator can also stop everyone trading.   If you don’t believe the bank notes you are getting paid with are real, why do any work?
&gt;IOW, everyone is perfectly free to instantaneously decide that a dollar is worth only 1/1,000,000,000th of an orange, and oranges would instantly cost a billion dollars. Oranges cost less than that not because the government sets the price of oranges, but purely because that's what the market agrees to.   This shows a profound misunderstanding of how fiat currencies work.  The demand for fiat currencies comes from the fact they are necessary to pay taxes and debts.  Other currencies/commodities will not be recognized as settlement of debts in court disputes, so they would first need to be sold onto the market in exchange for the fiat currency.  Individuals can't simply *decide* what the relative value of certain goods and services are.  The market does that, collectively via voluntary trade.  &gt;I'm explaining internal combustion for a 5-year-old, and you're calling it inaccurate and misleading because it doesn't address the sociological implications of American car-culture.   Hahah, you're confusing the oil for the gasoline!
Sometimes the market has to be left alone. Too much interference of the policy makers to stabilize the falling market can actually result in a major crisis. Every change stabilises after sometime and it is also applicable in the Forex trading market. So, the eager investors should learn to have some patience and wait for the market to stabilise itself rather than make random predictions on the policies released by policy makers
"* Claiming something is a simple solution does not make it a simple solution * Taxation is not a simple solution * Taxing HFT is just going to cause the HFT traders to squish around and find loopholes and ways to avoid the letter of the law, making the situation *more complicated* * This will engender *more* legislation, further obfuscating the market, making it even harder to understand exactly what's happening * And on and on the cycle goes, the government with ""simple"" solutions that don't work, and the market responding by squeezing around them somehow  Here's a better way to solve this: ***STOP TRADING ON A MARKET YOU DO NOT TRUST!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!***  Don't ask the government to step in and clean it up. JUST FUCKING STOP USING IT! Make a new exchange, an exchange that *chooses* to not allow HFT, and let the HFT-inclusive markets collapse into a shitpool of cancelled block orders that nobody can use.  *THAT* is the simple solution - let it fall apart on its own. *Let it die a death of natural causes!* But that solution does not empower the government or accord it a ""right"" to tax something, so *that* solution will *never* be discussed, nor implemented."
There is no fixed formulae, its more of how much you can negotiate Vs how many others are willing to work at a lower cost. Typically in software industry the rates for part time work would be roughly in the range of 1.5 to 2 times that of the full time work for the same job. With the above premise roughly the company would be willing to pay $100,000 for 2000 hrs of Part time work(1), translating into around $50 per hour. How much you actually get would depend on if there is someone else who can work for less say at $30 at hour. (1) The company does not have 2000 hrs of work and hence its engaging part time worker instead of full time at lesser cost.
It doesn't matter. An email service does not appear less professional then a URL.  While a URL is nice, it's not a major eyegrabber in the world of professionalism, only how you manage yourself and the work you put out will determine your professionalism.  In the end, don't worry about the email; worry about the work and the quality.
As the price moves up you would move your stop loss to just below the low of each day. Alternative Bullish Reversal Entry An alternative, entry would be to wait for after market close and then start your analysis (easier to do after market close than whilst the market is open and less emotions involved). Place a stop buy order to buy at the open of next trading day just above the high of the bullish green candle. Your stop is placed exactly the same, just below the low of the green bullish candle. The benefits of this alternative entry include you avoid the trade if the price reverses at the open of next day, thus avoiding a potential small loss (in other words you wait for further confirmation on the next trading day), and you avoid trading during market open hours where your emotions can get the better of you. I prefer to do my trading after market close so prefer this alternative. The drawback with this alternative is that you may miss out on bullish news prior to and at the next open, so miss out on some potential profits if prices do gap up at the open. This may also increase your loss on the trade if the prices gaps up then reverses and hits your stop on the same day. However, if you choose this method, then you will just need to incorporate this into your trading plan as potential slippage. Bearish Reversal Pattern So after some short period of strength in the price you would look for a bearish day where the price closes below the previous day’s low, you place your sell short order here just before market close and place your initial stop just above the high of the day. You would apply this either for an downtrending stock where the price has retracted from or near the trendline or Moving Average, or a ranging stock where price is bouncing off the resistance line. The trade is reinforced if the Stochastic is in or near the overbought and crossing back downwards, volume on the up day is higher than volume on the up days, and the market as a whole is moving down as well. The benefit with this entry is that you are in early so you capture any bearish move down at the open of the next day, such as gaps.
I'll just add this: In the best hedge funds and proprietary trading funds, stock selection is approached very scientifically in order to minimize losses/maximize gains. Researchers think of a trading idea and carefully test it to see which methods of stock selection work and how well, and finally they combine them. Every day researchers update their models based on the past performance of each indicator.  All this is just too much work to be done manually. Firms use machine learning methods to understand markets. They try to figure out what is normal, what did not happen correctly at a specific time, what will happen in future. For instance, they use deep learning networks to look at unlabeled data, and figure out what is normal and what is not. These networks can analyze an unstructured haystack of noise, and separate out the signal. This is very relevant to finance and markets because finding the patterns and anomalies in market data has been the bread and butter of traders for decades. Deep learning networks give us applications like feature learning. By 'features,' I'm referring to certain attributes in data that indicate an event. By anticipating them, we can help predict future price movements. New technology is allowing us to break new ground in managing risk, to be a-typical and manage risk in ever-improving ways. It's the responsibility of every trader, whether working for themselves or others, to take advantage of this technology to improve the collective investing experience. I care very deeply about this. I have many close friends, in the finance world and without, who have lost large amounts of money to poor trade tools and lack of transparency.