Recent content by esmjb

are those volumes real though?? take right now for instance, i look at the eurex website and its telling me that FESX has traded 552k and im guessing it is delayed by about 15 minutes. I look at my charts and its telling me the volume is 444K in real time. I believe my charts. I think eurex...

Is this you?

They use the cash close at 1030 cst for settlement even though futures vontinue trading til 3.

I did that and i dont really find anything of the nature you describe. Additionally i traded eurex heavily for 9 years and never had one trade busted.

do tell. i've never heard any stories of the sort, not challenging it in any way, just havent heard anything of the sort.

if HFTs are operating in time frames on the order of microseconds or less i think its more likely they can yank their stacked orders before getting filled. eurex tells me it takes about a millisecond for the exchange to process prints so in that gap lies a potential ability for HFTs to run...

I think you are wrong. Sometimes the size IS actually there and if you wanted to wack a 2000 lot bid you can and will get filled. My guess is about 30% of the time. lately at the cash close you can bash 3000 lots or more and its mostly all real. But I think the vast majority of the time...

you see 2000 lot bids/offers instantly shrink to 500 or less or even worse flip from bid to offer when a 100 lot prints right?

The average human can react to something in ~200ms. i successfully aggressively scalped estoxx from LA for 4 years with an average ping time of ~300ms so adding that to my reaction time makes a minimum of 500ms and it was no problem whatsoever. until this new algo that just took over the...

heres my stats for today thus far at 10:30am pacific, having started at 5:30am. 89 RT's +420 euros at my peak in 2007 i did 3000 RTs a day. over 9 years scalping estoxx in total, never a losing month. if someone who works at an HFT firm reads this and is looking for an experienced...

The Executive Boards of Eurex Clearing AG and Eurex Frankfurt AG decided to extend the Membership Incentive programme until revocation. The initiative provides benefits to new participants during their first year of membership. a desperate attempt to get human traders involved?

estoxx too i used to do a minimum of 1000 rt's a day and for the past month and change have barely been able to do 300. something def changed because all i do is stare at the market looking for something to do.

does size of monitor make a meaningful difference when RDP'ing?

thanks for the response. i would be remoting into a desktop OS. i guess i dont understand why i should operate locally. if the lag is the same in both cases and about 30% of my trades are automated then it seems obvious to me i should operate remotely so my automation doesnt have to...

this is both false and irrelevant.