Zeuhl meets Wall Street
I'm an occasional lurker on your blog and appreciate the timely info, useful links, etc. But this CASTrader thing is complete amateur night. Did you read through it? Screen scraping Yahoo? E-Trade automation via SendKeys? How shared text files are superior to WCF/Remoting? Dark Markets? If there wasn't so much work put into it, I'd think it was a prank.
Actually, I have not dived into it yet. I have to admit that I am excited to see any blog where people talk about implementing trading systems....
Fair enough. I think part of the issue is the mountain of confidentiality agreements one must sign to work on algo trading systems. Where I work (SAC Capital), I am pretty much limited to stating only that I work there - anything more involves clearance from above. Anyhow, that sort of thing might be a contributing factor to the dearth of blogs on the subject.Nonetheless, keep up the good work on your blog and please consider posting a follow up once you've had a chance to sift through the CASTrader site. Interested to know your thoughts.
Well, it helps to have a cool boss who understands the power of blogging. My boss even brought my blog to the attention of the (ex) CTO of the mega-company I work for. I never mention who I work for, but I think that most people can divine who my employer is. I also never mention any internal projects that we have going on in the company, alhough you can be sure that most of the other IBs have the same stuff going on, with the same set of vendors, and the same goal of minimizing latency and making more $$$.I would love to know how life is at SAC. I have gotten calls in the past for consulting gigs up there, but I am strictly a Jersey boy, and I shall never set mine eyes upon the fair state of Connecticut.Perhaps you can describe life at SAC without giving away any internal details. Consider it a sales pitch to recruit future employees for your team.
One thing I can say (which I believe HR would tell you themselves) is that, while our main office is in Connecticut, SAC has quite a large presence in NYC as well. So don't rule anything out on a purely geographical basis.
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