On Sun, Feb 17, 2013 at 8:57 PM, sidharth mallik <htrahdis@gmail.com> wrote:

> @Ulrich : Aren't the specifications you mentioned somewhat obvious ?


nothing is obvious when dealing with people ...


>
> Since he wants to use R, high frequency is ruled out. it is most
> probably medium frequency.
>

... depends on the definition of high frequency trading.



> then again, in absence of specs, we must assume that R will be used
> here as a calculation engine for whatever kind of calculations
> required which should by default include any calculations for reacting
> to order events. I mean not reacting to order events is just a subset
> of the whole thing and is just an architectural issue when actually
> making the platform.
>


I don't think it's obvious that he must react to order events. There are
many fire-and-forget algorithms.


>
> the actual issues he needs to answer are :
>
> 1. is this for a server level platform or a client level platform
> 2. what is the actual volume of trading



> 3. does he already have a front end or will that need to be integrated as
> well
> 4. what kind of risk management needs to be involved
>
> and other such stuff.
>
> but in any case, i think he is already using some platform and he has
> strategies already prepared for that platform, so the actual
> requirement is that a platform is being used, can he lay hands on R
> code that can perform the same stuff or not.
>

... speculations.

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