Recent content by Cuspis

How many symbols can neoticker scan in realtime before the system gets bogged down on a fast XP machine, lets say 3ghz+ and 2 gb ram? Thanks

I'll add one more thing, GM has bet their entire near term future on SUV's and trucks. What timing! Their internal economists forecast oil to return to the 30-40 range. The US govt had better not bail them out!

very interesting move on citi's part.

I have a few tips to add here: Temporarly remove "Investing" or "Investment" from your vocabulary. It doesnt belong in any prop trading strategy. People who start out in this business need to realize that there are hundreds if not thousands of variations on trading strategies and it is up...

Historical volatility (50%) is near a 1 year high and implieds have gone down from the 50% level to high 30's. Market is anticipating a quiet period ahead. If I were you, I'd sell the Dec 115's or perhaps even sell a Nov 110 to lower your cost basis. Going long vol when vol is at highs is...

It is all about probabilities, not predictability.

Most of those who can achieve these sharpe ratios you are after won't need your 700k. The terms just aren't attractive enough. There are plenty of sources of capital with payouts much higher than 25%.

Where have you been?

Not a good start. Sold at 1.1702 -120

Starting this journal after much testing and retesting to track my actual trading. Methodology: Based on regression and volatility analysis, multiday timeframe Currencies: EUR GBP JPY CHF CAD AUD There wont be that many trades, only about 2 to 4 per month. Currently long USDCAD at...