Recent content by twoshepards

Is the mandate to execute at every price level or beat the average price? Why not user a relatively priced iceberg and combine it with with a tick functionality? Place your child order at the bid and using with a tick, if the ask starts to go away you'll pay up and lift the offer.

There's a bunch of stuff online and they offer a free class in their office. Call them. They helped me move an autotrader strategy onto ADL and this helped a lot in getting better fills. It's also easier to manage your quoting and avoid getting dinged by the exchange.

I recommend the books of Van Vliet. He instructs @IIT and has had a hand in launching the careers of many individuals in the trading, and futures trading in particular, industry. The notion of more books on trading than successful traders is rubbish. I personally know 100's of...

With whom are you dealing with at TT? I haven't encountered problems like this and my nephew, who admins at the FCM through which I get my XTrader, is very clear about noting TT maintains great documentation on bug reports and admins can pull tickets up very easily for reference. Personally...

The benefit of colocation is proximity to the matching engine of the exchange, not proximity to the broker.

You're not going to beat the liquidity of the CME for FX options: http://www.cmegroup.com/trading/fx/g10/swiss-franc_quotes_globex_options.html?exchange=XCME&foi=OPT&venue=G&productCd=6SM2&underlyingContract=6S&floorContractCd=SFM2&expMonth=201206

A market observer has no way of knowing the flow is coming. You don't know how many contracts comprise the entire order. You don't know if the bank trader is setting up for a contra-trade of even greater size. Best of luck trying to get infront of these. I'd love to see your results.

CME publishes the ratios for their ICS (Intercommodity Speads) and you can extrapolate out of that a ration for any hybrid. The trick is how you adjust your ratios based upon what the market is telling you. I tweak mine all the day, often during the session...

This is bank order desks running algos to place end of day trades for their CTA, hedge fund and other institutional customers. The bank order desks get jammed late in the session with multiple customers calling and submitting large orders with instructions to capture the closing price. And I...

Save yourself a boatload of time and hassle. Look the the new tt algo trading software. I had previously automated some spread strategies using their autotrader feeding trades into autospreader now the process is incredibly simple using their algo designer...

Try the tt sales department. My ex is a beta tester for their new simulated trading environment that they're to release later this quarter. I'm told it's to support their new algo solution.

Yep. In fact I just got stopped out (at a small profit) on my short 6e position. I use Ichi to set stop levels on a trend following model i use.

CME is not going anywhere. They issued a press release noting the high cost of business, aka corporate tax rate, in chicago may force them to move to another state. There is no flippin' way the city would let that happen.

I've used CSI data for 15 years. Great prices and clean data. Welcome to CSI, the world's leading supplier of accurate daily updates of O-H-L-C-V-OI data on world markets complete with official day volume and open interest statistics, and historical market prices reaching back over 60...

TT added this about a year ago. you add a start and end time to orders.