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Timber Hill market makers.

yep

MATLAB: Advantages: Easy to use, it is a standardized application with complete backwards compatibility of all of it's functions. Extensive help files, documentation, support. Easy to compile libraries and extensions which should always work. You don't have to worry if a new version will no...

That's not such a big deal as long as the JPY and CHF are stable to the USD. Perhaps there was only unquantified risk to USD denominated seggregated accounts if this changed significantly (or the intrest rates), but I doubt IB would let thet get out of hand. Still, it's better to follow the...

Designing a consistently losing strategy is as "difficult" as designing a consistently winning strategy. I tried it too. The only way to make consistent losses is with frequent trades and thus transaction costs. Think about this though: if you can make a strategy that trades rarely and is...

Website works for me. Maybe one of the DNS is down for you or your provider.

To define "continuously" you need statistics. To define "strength" you need statistics. To define "direction" you need statistics. To define "current" you need statistics. To define "trend" you need statistics. To define "decision" you need statistics. To define "accordingly" you need...

Nah, don't listen to bone. It took me just 6 months (~1300 hours). Though, i was already pretty good at math and great at coding. So yeah maybe you should listen to him. Oh and i use matlab. There's so much stuff out there, you just need to sit down and do it ffs. And it's not true you...

Uh oh... :p

1. If you are assuming you have no information (no model) for entering pairs originally, then your first assumption is true at an approximate 50% win rate. However this would be foolish to begin with. 2. You've only listed 3 cases of "correlation" and assumed that the probabilities of each...

Sure you could. You've never heard of companies being bought out for less than their market price? Merger arbitrage and the like? On the other hand, it would be unlikely that it could have owned MSFT. Cash is not the same as Mkt Cap and MSFT actually has a board and CEOs and you know - those...

Create your own custom index of the USD vs major currencies. Price S&P 500 based on this index. See what'cha get.

So you actually took an FMRI of a person trading? Tell us more about the study. Was there real monetary incentive when the subject was trading, or any other kind of reward/punishment mechanism? Ok... if you're telling the truth, then this is interesting. What is your sample size? What...

If you buy EU stocks you will borrow the euros you don't have and pay intrest on those. Have a look at: https://www.interactivebrokers.com/en/index.php?f=interest&p=schedule2 for example 10k euros will be charged at 1.599% rate, so 0.43 per day. Below you have examples of how that is...

You've never seen the FX trader screen? You can select conversion instead of trade if the prompt is set up and it will be marked as conversion of assets (this is just for book keeping, you dont really need to care). If you want to buy GBP, sell USD.GBP. What's confusing you?

Regarding something similar to a COT report, did you ever think about using Short Stock Availability figures to do the similar thing for stocks? You can download this data in bulk from Interactive Brokers for example (updated hourly). Knowing the amount of stocks available could tell you...

I agree with NoDoji to some extent, but.. Trading is psychologically hard because it is uncertain. All you can do is get better at statistics and math that goes with it. Once you have that model you need to be able to mentally accept that this model will have drawdowns and to prepare for the...

He barely mentiones R in that video, in only a few words. He mostly talks about HFT and even as an HFT guy says that HFT are often bad for the investor. Amazing isn't it. He also mentions not being able to figure out information flow Options to Securities. Not sure how old this (edit, it's...

If nothing else, then by "inertia" you might refer to stop running. You know, like "short squeeze". A few funds probably have this edge, especially if the brokers exchange info on stops of their clients. lol Seriously though, momentum has been well documented and if you aggregate the hedge...

hahaha ... thanks for the laugh. That is amaaazing. :D Three clicks away from 25% annual returns, and 0 risk. Awesome.