Search results

No. You're broker is in the business of collecting rake... Just like any casino... And will give you endless worthless, sexy software... To maximize your trading and the RAKE you pay. And this goes ESPECIALLY for prop firms. This = 100 year old Business Model... 30 years ago it was...

This is Mainstream Media propaganda based on D+7 samples... The Dem turnout will be no where close to the 2008 numbers. The Reagan-Carter race was equally "dead-locked" by the media... Before the landslide happened... nothing has changed in 30 years. The last Gallup Nov5 is projecting an...

You think Christie can "toss Romney under the bus"... With one tiny Jersey Shore photo-op? You think Christie can "save" Obama? Just wow.

The key is always diversification. Any narrow strategy will bite you eventually. For virtually any stats arb, reversion, or market making operation... Profits double, triple or more in volatility spikes... Because of wider spreads, higher volume, and general panic. So Vol hedges are a...

You must be very new to the internet.

FTP and BB have a very similar business model... They collect rake from mooks off the street.

Do you realize that these 2 paragraphs are contradictory? One gains an "intimate knowledge of market microstructure"... By trading professionally for a living for MANY years.... That means full-time obsession, leading edge technology, well-capitalized, etc. On the other hand, "academic...

All you have to do is create an off-shore entity... Preferably in a British territory somewhere... And then open an institutional account with your UK broker. If your US investors lend you money... In other words, you sell them a convertible bond, etc... (Which can be structured to...

This article would get an F in a freshman college class... It assumes a "loss" for an order that is simply not executed... And then chalks that imaginary "loss" as an HFT "profit". Virtually everything written about HFT is complete BS... Especially anything shoved out there by Nanex... To...

This is a guy who sells a TAPE BASED system... That was designed > 10 years ago... And the word "tape" does not appear on his web site. Notwithstanding their Apologists... Nanex is all smoke and mirrors. They are such a tiny player... That he's more famous for releasing cool Algo...

See if you can get historical data from AQS. http://www.tradeaqs.com/

As an engineer that runs Automated Systems... It completely blows my mind that limits were not set... That would have aborted Algos X% away from the market... Nor was there a KILL switch to just cancel ALL activity. Wait, there's more... This went on for 30-40 minutes before someone shut...

I think that enough people began capturing... The short-term roll yield or contango... By shorting VXX or futures directly... While paying the medium term roll yield or contango... By buying and pairing VXZ or futures directly... And this arbitrage has permanently narrowed the gap. Making...

Thanks for this quote. Always known that very smart people make things very complicated... But geniuses simplify, simplify, simplify. Very smart people cross the street via the North Pole... Geniuses find a shortcut... always a shortcut.

It's just another Zero Sum Game, baby... not magic. I'd bet that > 95% of Algo operations lose money... The expenses are completely off the charts... But you probably have spinoff benefits for large firms... Kinda like the late US space program.

Obviously no one here has attended a good university... As opposed to "reading articles" and "talking to people". That's because a good university FORCES you learn hard things... And do things in a CERTAIN way, often counterintuitive... And APPLY knowledge in a creative manner... Using...

If you use Tor properly... Which requires a lot of attention to detail... You will be "effectively" anonymous. That means the COST of finding you... Will VERY likely EXCEED the resources LE is willing to spend. Your ISP is not even in the picture. This does not apply to lazy or...

Why do you place an artificial condition on your entry? Why do the same thing every day against Pro Market Makers? And 1-2-3 pips slippage is not "OK"... Giving away > $10,000/day = screwed in the long run. What's wrong with this picture?

No.

Here's a really neat, simple site: http://vixcentral.com Note how backwardation has now increased in the mid-term to 4-5%... Where, historically, it was once pretty flat.