Recent content by mecky

I'd suggest to go for an internship with one of the banks or not too small hedge funds so you get a better understanding of the job descriptions and working areas. A lot of stuff around trading is going to be a bit different from "just" getting in and out at the right time.

For implementing a trailing stop you need the wiggle room first (especially on the DAX!) and still confidence the market's going further your way. If you have neither you are far better of taking your few ticks of the table (and maybe just do it again ).:p

Regarding volume... with roll trades I refer to trades where one future expiry is traded against the other (e.g. Mar vs. Jun) which is going to show up in the volume although it doesn't have any market impact. Generally the DAX is better to scalp and it isn't, as it has a lot more noise than...

Do you strip out the volume arising from "roll trades"?