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Take a look at these guys: http://www.ljmpartners.com/, they have been in business for well over a decade and manage 100s of millions. They are option sellers.

Can you please elaborate. We are using cloud based solution for about 2 years now, and have no issues with it. We not running HFT shop, so why would you think cloud server is bad?

One of cheapest set ups: Some cloud virtual pc (about $25-$35 per month) along with Ninja Trader as software. Does not get much cheaper than that.

The guy went where he belongs.

I wish I had such reflexes :) Our futures trading is fully automated. We were in and out before I could basically take few breaths. Just cost of doing the business.

I got full fills (11 contracts) with no slippage both in and out.

I got hit as well. In and out (with a loss) in seconds. Turned off my algos after it for a bit for things to calm down. Have not seen such thing for a while. Monday overall was very bad for me.

It will take more time and resource than you would think. it only makes sense if you manage 100s of millions at the very least. And even then, many do not.

NinjaTrader. Fantastic and free. You only need to pay when you start trading live. Tons of various API connections among others.

They will be exempt via some loophole. If it does take place, it will only hit retail. All big boys won't pay it. Usual story.

We all have been in similar situation. Personal experience is the best coach.

Hi SJL, I have been trying to do a very similar thing a while back. The issue is that at this level the prices are random. I am a very skilled software engineer have tried back testing these types of strategies with literally thousands of simulations. For the most part, they did not work. I...

You got it. Exactly what I meant. It is actually a lot less than 200 since every tick matters.

Yes, did extensive research there. Look at that thread that I started a while back. http://www.elitetrader.com/et/index.php?threads/dom-acv-and-bid-ask-wall-used-tgether.103293/ My product of trading was KOSPI 200 futures. The issue is that it is not scaleble.

I ran all kinds of tests (well over few thousands) on volume on various type of charts. Was not able to find volume in itself to have any meaningful info. For example, break outs happen on thin and thick volume about same number of times.

Correct. We post on Barclay. Most HFs performance you can find if you dig a bit. Was not able to find anything on Karen. Most CTA programs want to show performance to attract AUM.

I agree with VIXTrader. Track record posted by CTA would a proof to what she is saying. Most CTA programs post their performance. And if they lie, it is a serious legal issue, thus it is most likely credible. Until she does, it is all a fairy tale. Kinda reminds me of Franz Sohar from Trading...

But is is all just words. As a CTA if she would post AUM and performance publicly it would be quite credible, but none exist.

I tried to find track record. All I could find that she has series 3.

I look at it as positive, the spread is 1 tick and it got smaller. I am automating many strategies these days, and it will be interesting to observe this product now. The behavior will probably change. What I personally like about CME that it is as level playing field as possible for those...