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another way to look at it. the market is having only it's 2nd down quarter since Mar09. the question is really how sovereign debt effects corporate profits. at some point the state has to increase takes for the mighty rich.

Today, the VXX moved a lot after the Fed Survey. Shouldn't this be already priced in or was that abnormal? The market is up although data is much worse than expected. Good short right now? Could break the new lows...

I'm interested in hearing about this. What is this flexibility exactly? How can I leverage my edge via options if I have one? If I have a view on vol I can trade straddles, if I have a view on delta I can trade the underlying. I can't see how complex combos add anything to this.

Edward Thorpe. He found Black-Scholes before Black-Scholes did. And has one of the best long-term track-records.

Interesting. I think the question should be: when, besides buying and selling straddles, does it make sense to use options viz-a-viz an outright stock position? Say I have a model for the S&P500 with a high sharpe ratio, long-only, holding period is 1 day. Because of the high sharpe this...

Who are they? Does Cohen still trade options?

I think this situation is a great example where it is good to be a trade and understand something about investing. I wouldn't hold the stock now, but trade it. Potential for rebound is plenty, although the number will look weak for the next quarters given the high expectaions.

Mean Reversion systems are doing terrible at the moment. I do fewer trades and hedge the risk and experienced a very moderate DD of 3%. However, I'm not participating on the upside that much. I think given a history of simulated results on can roughly estimate the expected DD. On should bear...

Hi, is there a solution which can update say a 1000 quotes per second, based on the last bid/ask. For the last months I've been coding my own program, because I didn't see an alternative. Now I'm running into some performance barriers, through my custom IB application. I even consider moving...

Hi, I have my money in EUR and now want to protect against a decline over the next few months. From current levels I only see one way and that is down. I'm thinking about buying puts for a basket of currencies such as AUD, CAD, BRL, SEK, NOK, CHF, NZD. I want to participate from a slow...

http://finviz.com/screener.ashx Export to .csv

You got a PM.

So PUMA is quoting 0.77$/1.77$ and NITE 0.08$/0.80$. Interesting. Do you use passive orders then or what do you mean by range-bound trading?

Thx for the input. Can you explain with an example? If the current spread is 1.50$/1.70$ I basically estimate the probability that if I offer a narrower spread at 1.55$/1.65$, I can unload the position later?

As I understand it you are talking about market making kind of strategies. I'm thinking much more about market timing, and therefore not doing 1000 trades/day, but 5 or 10 a day. Spreads are usually 30-70bps+, so I don't quite understand how higher frequencies strategies could work.

Same question here.. anyone doing it? I'm using IB and DTN, which both cover OTC/PS. Maintaing a list of active issues is really a trivial problem. Thereare 20'000 official OTCXB issues or so, from which at any point in time perhaps 1000 are tradeable for a sub-250k account. You don't have...

I have researched the few alternatives that are out there. In the low-price range that's only DTN and eSig (AFAIK). DTN IQ can do what you want, however you have to be able to process all tick data. DTN IQ devliers true tick by tick for 80$month. Additional symbols cost something like 50$...

Hi, what would your estimate be for the development of a quickfix engine? Is anyone using quickfix via IB? Thanks.

Hello, I am looking for a highclass broker who is focused on automated trading. Currently I am with IB, but unfortunately they do not meet my demands. The API and services should be 99.99% reliable, so that I can be build a business on it. So basically I am looking for a prime broker for a...

Hi, what does it cost to set up a managed account or incubator fund in the UK? I'm looking for a low cost solution so that I can trade friends&family's money. Thanks in advance.