I have been using MtGox since 2011. I have developed several clients for MtGox in several languages over the past two years, one publicly available https://github.com/qsnjason/goxsocketjs which we use for the world's only publicly available browser-based low-latency automated quant trading application https://chrome.google.com/webstore/detail/qsn-risk-manager/mglbmemgcelnflklejcakacecblddgga. One of the principal reasons for choosing MtGox as a platform for trading was that unlike most exchanges, MtGox offers a websocket-based streaming service, making applications like ours and many others possible.

Two days and some change ago, MtGox disabled their Websocket service and forced all customers to use the REST-based PubNub platform.

At QSN, we have been attempting to bridge the gap between available trading tools and the needs of serious traders in the real world. This is no easy task. The MtGox API (v1 or v2) is a poor representation of a trading system API (I personally have worked with SETS, OPRA, NeoNet, and others). However, the crucial distinction between MtGox and other exchanges is the streaming API they provide, which provides the closest representation to an actual trading system employed in the real world.

This latest move has seriously upset us and others who utilize MtGox's platform for Market Data and Trading. We have provided a large amount of funding to MtGox in the form of trading fees and we have been ignored (my support ticket was never responded to).

This morning around 1:30AM UTC, MtGox re-enabled the Websocket service, and once again our clients appear to work.

If anyone from MtGox reads this, I urge you to consider the needs of serious traders before you embark on another regression such as the forced move to PubNub. We will not follow you next time. Also, to all you startup exchanges out there, pretending your little LAMP stack just-like-the-others "exchange" is anything of the sort, you will fail - the first guy who comes along with a proper exchange featuring things like streaming data will win - not you.

Good day everyone,

QSN Risk Manager is a real-time autonomous risk and position management system. Loosely inspired by piotr_n's Gox Trading Bot https://bitcointalk.org/index.php?topic=67591.0, the RM is also implemented as a Chrome Extension. Utilizing QSN Model Data, it manages a portfolio of BTC and Fiat, controlling exposure based on a combination of QSN data and user managed trading profiles.

http://www.quantsig.net/quickdoc/qrm/popup.png

The RM supports a number of advanced features required for any serious trading strategy. Notable features include real-time charts, data import/export, profile management, and instant access trading controls.

Risk Manager utilizes Websockets in order to minimize latency and workload for both QSN Data and exchange connectivity. We currently support the MtGox exchange, but have plans to support all the majors.

If you are unfamiliar with QSN, please take a look at our guide http://www.quantsig.net/guide.html as well as the Model Stats Quickdoc http://www.quantsig.net/quickdoc/model_stats/, as they cover use cases and terminology.

QSN Risk Manager requires a current QSN account with a valid data subscription. To sign up and receive a free 2 month subscription, please use the following link: https://www.quantsig.net/#?&view=signup&referee=qsn_rm_beta.

QSN RM is available at the Chrome Web Store https://chrome.google.com/webstore/detail/qsn-risk-manager/mglbmemgcelnflklejcakacecblddgga.

Please be aware that as this software is beta, there may be significant bugs. Please report any bugs to Support, either via the BBS, or email.

I can agree with that. I guess it's a good thing that it's stabilized a bit, but it is tough to trade at this low volume/volatility.

This doesn't look like a bearish break incoming. All models are pricing BTCUSD as undervalued.

The holiday weekend is when it got started. It's not been much of a consolidation considering overall volatility, but it's still providing a decent entry to late arrivals.

http://blogdotquantsigdotnet.files.wordpress.com/2013/05/fx_btcusd_b-qsn-chart2.png
BTC's weekend consolidation appears to be nearing completion. We're still waiting for a sell signal, which we have no sign of as of yet.
Full blog post http://blog.quantsig.net/2013/05/30/btc-update/

Correct, we operate a machine learning and quotation platform which prices many different types of financial instruments, including most BTC pairs.

https://bitcointalk.org/index.php?topic=208397.msg2182378

Then again here.
https://bitcointalk.org/index.php?topic=215142.0

Kangasbros,

Is there any chance of publishing location/book data in JSON outside of page html?

Perhaps even something as simple as /country/city/book.json, even in lieu of a proper API.

It would help you guys directly in terms of caching and more importantly allow others such as us to begin utilizing local transaction data. Not to mention those of us who may be interested in running our own localized exchanges using localbitcoins.com for book and escrow services.

First one, correct. Model output is the market-implied price based upon regression of input values throughout historical samples during each network's training. The primary indicator provided is a combination of diverg and dSdev, which provide both direction and entry/exit indicators for trading the target instrument. Additionally, in some strategies, output price may be considered as a target exit point once a position has been taken.

Second one, yes, to some degree. There are plenty of modeling applications already in use which attempt to do this very same thing. Although it is my own personal experience that these platforms and strategies often fail during periods of high volatility, which is consequently the very conditions where our platform excels. Weather is a considerably more difficult task to manage in any context, as the dimensionality of data is extreme. Where we may process data on up to 30 or so inputs on our most complex models, weather modeling may handle many thousands on relatively simplistic models. They utilize some of the largest supercomputers in the world because they really have no choice.

It cannot be said that markets are always predictable. Indeed, the future cannot be predicted by any man or machine. However, it can be said that market events follow statistical patterns, providing those with a suitable understanding of said patterns with a demonstrable advantage. I am not among those who understand these patterns, so instead, created the next best thing: a machine learning platform which creates specialist models who do.

Have a look at this. It will explain things a bit.
http://www.quantsig.net/guide.html#?&view=modelusage
Also, the quickdocs are a good follow-on.
http://www.quantsig.net/quickdoc.html

http://blogdotquantsigdotnet.files.wordpress.com/2013/05/fx_btcusd_b-qsn-chart1.png
UPDATE: Closure on both Inter and Intramarket models.

We're adding as many exchanges as we can, with the full intent of modeling across exchanges. Perhaps it is not exactly what you are referring to. But be sure, plenty of us are diversifying our toolkits.

http://blogdotquantsigdotnet.files.wordpress.com/2013/05/fx_btcusd_a-qsn-chart.png

As BTC continues grinding higher, speculative interest will likely once again develop, bringing with it more volume and volatility. For now, we're still waiting for the sell signal, which has yet to even hint at arrival.

Full post http://blog.quantsig.net/2013/05/24/btcusd/.

300s is definitely on the cards. I would expect some dips on the way there. I would be upset if there weren't.

Currently, BTC is on a bit of a tear. It is unclear if this is because of a run on BTC in order to exit Gox or if it is because of other fundamental or technical factors.

Nevertheless, it has been called for.
http://blogdotquantsigdotnet.files.wordpress.com/2013/05/btcusd_b.png

As things persist, we'll be looking for a target dSdev of around 2 to the downside before rebalancing.

Of special interest is the S&P/BTC ratio, which has been particularly negative (positive for BTC) as of late.
http://blogdotquantsigdotnet.files.wordpress.com/2013/05/sp500_btc.png

Again, we're looking for 2 dSdev pointing up (negative for BTC) before rebalancing.

LTC is probably the first one we'll be looking at. Personally, I'm far less familiar with the others, so I can't comment on them.

It's quite possible. We're going to see how far we can go with BTC first. Once we're comfortable working with multiple exchanges, adding new sources/targets is a snap + a bit of time.

I think if you refresh your browser cache (shift+reload), you should be able to see it and signup. We just deployed new client software last night so you might have something stuck in your cache.

We still have a couple accounts available.

If you register and do not see a subscription expiry in August yet would like to participate, drop us an email at support and we'll try to help you out.