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Don't forget that there are two effects here: - geopolitical issues (obviously), - the WTI/Brent spread. I think the first one is also a catalyst for the second shrinking, and shrinking quickly. The WTI/Brent spread is down to $10.50 at this point, but until the last month or so... it...

I also use Ninja 6.5 for autotrading; started with equities 2.5 yrs ago, moved to futures 1.5 yrs ago. I trade around 12,000 sides a month currently, so cumulatively more than 100,000 overall. I agree there are quirks. I believe there remains a race condition in the code... There are times...

Married with kids, I don't need a Ferrari unless it has room for two car seats and a stroller. Keep the tips coming guys! Any way to get to a "scanner" type functionality? I'd like to run statistics on any number of instruments and then feed the results into excel/table so I can filter...

I'm like a kid in a candy store. How the hell did I manage to do business without these tools!? And I say this after 3 hours of playing with the thing... can't wait to find out what else is in here. It's just an unbelievable investment, IMO.

My principle at Rothstein Kass would only say "they never had an audit relationship with this guy". Reading between the lines, they provided some sort of accounting/tax advice, but not audit. Pretty scary from an investor point of view. If you look at his firms' website, he still has Sep...

My broker found the CME rule for me: http://www.cmegroup.com/tools-information/lookups/advisories/market-regulation/SER-5035.html So, I'll be okay. Regulations clearly speak of "intent to negate market risk". I'll be on very solid ground there in terms of intent.

Hi guys, I know it's "against the rules" to trade against yourself, with multiple accounts. But, does anyone have specifics? A link to the actual regulations? I'm asking because I run multiple, independent strategies on the same instruments. To keep things simple/fast, I don't...

CFTC filing: http://www.nfa.futures.org/BasicNet/Case.aspx?entityid=0342377&case=11+CIV+1013&contrib=CFTC

What the hell? This guy lists Rothstein Kass as his auditor. I'm paying the same firm a heavy premium for credibility... How the hell did they enable this fraud? I'm definitely querying the principal at RKCO about this. Anyone have access to SEC or CFTC filings on this?

That's pretty much the definition of beta, and not alpha.

Didn't the OP say he's only trading options/futures? If so, these are IRS section 1256 contracts, and you only need to report the net gain/loss as presented by your broker on your 1099-B.

I don't believe that's correct. VXX is an ETN, and price at any given point is subjective and based on supply/demand for the *note* itself. At settlement, the note is priced according to VIX futures (as described in the prospectus)... and for that reason, you can expect someone will be out...

I actually had something similar to this last week... it might have been router failure, but I also wondered if one of the many devices* I had on the network might have been malfunctioning (or virus/trojan'ed). And dropping the router might have been enough to reset whatever that malfunctioning...

Oh I'm definitely sold on Bloomberg. The demo they just gave was very compelling. It's really night/day versus the retail platforms I've been using. For me the decisive factor that moved me is probably access to data for non-US markets... but taking a closer look at all of its capabilities...

Look, if we knew his strategy was a guaranteed money loser or negative alpha, then you could guarantee a win by shorting his positions. And of course, it's not that simple... So layoff the guys positions. I think (and for his sake hope) he may do very well for any number of years.... Maybe...

I feel like he was taking a genuine go at it, the first year or two... hell, he was all green for the first 21 months of trading! And then he had a few big draw-downs, followed by a few (!) triple-digit (!!!) gains in a single month... and now he's just doubling down for the hell of it...

I think we should just be clear how the industry views these various terms, and what role they serve. There's no one that's going to arrest you for using the "wrong" title... but you're going to end up confusing people. A hedge fund is, as the name suggests, *supposed* to be hedged against...

http://www.iasg.com/groups/group/the-barbashop-llc/program/3-program Just wanted to point this one out.

You're probably right. My current setup is just based on the futures, and wanted to make sure I could get consistency of numbers there. I never look at the spot, but I can't think of a good reason why spot realized volatility would be significantly different from the front-month(s)...

That's EXACTLY what I'm looking for. Noticed you pulled that up for an index... What about futures contracts for which there isn't a spot? Will it work historically with front month contracts?