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  1. M

    Why has the turtle trend-following system stop working?

    I appreciate your long and thoughtful reply, but specifically to JH and G... why would "clearly had other things going on" matter? I thought a big selling point for trendfollowing was, set it and forget it. No need to make discretionary trading decisions. JH had lots of quants and traders to...
  2. M

    Marketsurfer says short shake shack

    The thread's about OP's bear call on SHAK -- anyone notice it's down 16% (!!) today?
  3. M

    Why has the turtle trend-following system stop working?

    > Bill Dunn (chart) Why not J Henry or R Dennis... https://en.wikipedia.org/wiki/Survivorship_bias
  4. M

    Interactive Brokers - Receives Payment for Order Flow or Not?

    Yes, my bad, should have written "in his current role" since 2010. In any case, remarkable they let an "Institutional Sales Rep" speak for the firm, rather than someone much more senior. A bit of an own-goal. Institutional Sales Rep Interactive Brokers March 2010 – Present (5 years 6 months)...
  5. M

    Interactive Brokers - Receives Payment for Order Flow or Not?

    In light of current developments at ITG he undoubtedly needs to be very careful what he says in public fora. As to the other published interview -- he seems to be a youngish guy who's been at the firm only since 2010, so take his comments for what they're worth.
  6. M

    Interactive Brokers - Receives Payment for Order Flow or Not?

    Exactly. In recent years HFs have become more careful about leaving cash with brokers, preferring to custodian most of their cash elsewhere, then rearranging as necessary among broker accounts in light of day-to-day market developments. Auto-liquidation interferes with this sensible strategy.
  7. M

    Marketsurfer says short shake shack

    Earnings higher last night -- but stock lower today. Shake Shack Profit Tops Estimates as New Stores Help Boost Sales By Leslie Patton (Bloomberg) -- Shake Shack Inc., a New York-based burger chain, posted second-quarter profit that topped analysts’ estimates after new locations helped sales.
  8. M

    Historical VIX Futures

    What does this "analysis" have to do with OP's question/request?
  9. M

    Google Glass Invite xxxx

    Google Glass will have a new snap-on design, says WSJ
  10. M

    Marketsurfer says short shake shack

    Wow, instead of h8 you'd think Surf's readers would be thanking him for the $$$...
  11. M

    IB Exposure Fee

    The calculation of "exposure" is opaque (using “proprietary algorithms”), yet IB chat tells me that it’s based on the “Stress Test”that can be viewed under "Manage Account". That "Stress Test" categorizes by "equities", "commodities", "fixed income", and fx, which sounds reasonable...
  12. M

    Is it possible to separate an IB account into many accounts for different strategies?

    Going back to the original question, I'd say that it would be nice if IB TWS could offer a scheme involving having multiple strategy-specific pages/tabs within TWS, rather than trying to do it with multiple accounts. For example, strategy page X might reflect only the net positions resulting...
  13. M

    Factset--ballpark guess on pricing?

    I've been looking into Factset. Went to speak with them recently (representing my firm). It seemed great, but they really didn't want to talk about pricing. They want to wait and draw up a big proposal. I'd just like to get a quick and dirty idea of their pricing. Can anyone help...
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