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MES and ES are effectively identical products (with MES being a 1/10th of the size), traded on the same exchange and settled against the same special quotation. As you can imagine, any significant deviation (i.e a full tick :P) between the two will be quickly arbitraged by HFTs.

AON orders have the lowest priority so you'd always end up at the back of the queue, so you get dismal fill rates. Also, I might be wrong, but I think participation in opening and closing rotation can not be subject to AON order modifiers.

On average, spooz tend to lead with respect to the overall market direction, though these days the lag is near impossible to exploit. In fact, if you analyze tick data from spooz and spys, you will find that a lot of the time HFTs will defy the laws of physics (i.e. act faster than the speed of...

Could you name any major anomalies that were observed, documented and presented by the Trump campaign to any of the courts?

As far as I can recall (and I am too lazy to look it up) the MOC orders on NYSE are guaranteed. I think it's done to make the world more confusing, but the general idea is that big board stock have more liquidity and thus the exchange can get away with guaranteed execution.

The right time would have been when the realized volatility was higher than the implied one. Tricky bit is recognizing this kind of situations beforehand :D

Well, you'd have to define consistent, but there are plenty of people (myself included) that have a slight long gamma lean. The general idea is to (a) find the right time to buy gamma, (b) have a proper approach to rebalancing your delta, one that possibly includes some sort of a directional...

Nasdaq does not guarantee MOC orders, instead relying on the market participants to provide necessary liquidity. While annoying in your case, this behavior is actually a feature not a bug since it prevents people from painting the closing print. Your order was probably out-sizing the resting...

"Some men are born mediocre, some men achieve mediocrity, and some men have mediocrity trust upon them.”

It for a PM at a hedge fund. If he made a $100m, he would probably take home 5-6 (the total team share would be ~10%, he'd pay his guys and the leftovers would be his). While it's a nice chunk of change, most people would want more and want to make this every year.

there is also V2X - it's less liquid but it trades and you can probably do something interesting there as a retail trader

I assume you scale them down first and run them at reduced scale for a while?

SPX var was a very active market before this spring. You can guess the rest :D

Like everything, it's in the eye of the beholder. I love the NYC (well, loved what it was before Cuomo and DeBlasio fucked it up) and can hardly imagine any other city that would suit me. On the other hand, nobody prevents the guy in question from living in the burbs.

Someone in charge of 50m+ in revenue is primarily a manager, so his IP is secondary to his connections (or, if it's a team move, to his team). In any case, this one is primarily a discretionary macro strategy as you can see from the description (also, I think I saw this before and know the firm...

I’ve seen this one, it’s for the head of macro at the B fund. The guy in question is a Brit so you’re spot on.

Lol

Looks pretty consistent, like the Boomers are controlling about the same share now as the silent generation 30 years ago. Of course, it's gonna get worse in 2020 as all rescue measures are benefitting the asset owners the most (the whole things is saving boomers' lives and saving their assets).

Actually, this is now out there: https://www.amazon.com/dp/0578715236/ref=cm_sw_r_cp_awdb_imm_t1_SSqVFbZ7N2AGV I have not read it, but will in the near future

You must have been in a parallel version of the USA. In the US I know, farmers came on tractors and blockaded the building of the Federal Reserve because the rates were too high.