Recent content by sf631

Hi All. I'm wondering if anyone out there has been collecting frequent (ideally, daily or better) snapshots of the Interactive Brokers short borrow loan availability files. I've been collecting that data for a long time (>10 years) but have a couple of holes in my history (part of 2021 being the...

I believe it's under TWS configuration menus, look for "SMART Routing" and you'll see several variations to choose from, one of which is primary

I'm fairly confident that SMART simply routes the order to a single venue based on the best choice at that time, as opposed to the Thor model of breaking up the order and hitting many venues in parallel to get as much volume as possible before others can change their resting orders. FWIW...

Wow @SteveGee, thanks for the link. That didn't take long...

Thanks @OneLot, helpful perspective. I suppose I had always figured that order internalization, which I think Timber Hill does, is to their benefit, not mine. It really comes down to a belief about whether they're friend or foe. On performance measurement, I am still looking for a good...

So, I've been watching the back-and-forth in the media over the last few days sparked by Lewis, Katsuyama, O'Brien et al, and it's gotten me rechecking and reconsidering my order routing settings at IB. I wanted to solicit other IB traders' thoughts on how to best configure Let me say at...

Thanks Stan for the very clear answers

I'm confused about the limitations and differences with the TWS version of MC.net. Stan, maybe you could explain? Apologies if I've missed something clearly documented but I'm not seeing it... 1) Have you disabled the ability to connect to other data providers? I already have IQFeed that I...

+1 the trading holiday. On thanksgiving weekend you could make a list of all positions you touched within the past month and make those offlimits to touch in December (IB even lets you set up prohibited symbols per account, I think. with 2500 in your universe you're sure to still have many to...

If you PM me I can send you contact info for an accountant that I've used for about a year in preparing monthly investor statements etc... for my incubator fund. Overseas and sole practitioner, but the price is right. If you don't need a brand name but need regular accounting for partnership...

Bumping this thread to see if anyone can add their $0.02, so to speak Doublet, curious how you're measuring slippage, or whether you're just referring to an observation that the price seems to move away from you. I've had to resort to calculating my slippage using the IB reporting dimension...

Interesting perspectives being shared. I would advise taking the long view - but then again that's my nature. Very wise advice to make sure you're not figuring out how to tread water (i.e., only cover expenses) on your profits. That sounds to me like a recipe for anxiety and depression...

Also note that an LP structure (most common for proper HFs) requires at least two partners (ie you can't have an LP with only one partner. You can have your entity become the second partner (so you as an individual are one partner, your LLC is another partner).