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1 fill, 1 long, 1 loser, -0.05 average. Cancelled over 2/3.

3 fills, 3 longs, 2 winners, 1 loser, +0.03 average. Shaken out on one stop. Cancelled over 50%, played a little wide. Cancelled everything at 9:32:30.

2 fills, 1 long, 1 short, 2 losers, -0.05 average. Nothing really to get, they went back over 5 minutes later but with significant drawdown. Expected better based on pre action. Cancelled about 50%. Cut off everything at 9:33.

I got in this idea about 4-6 months ago and got in. You have to be able to sustain the drawdown... as in ALL IN. Dont remember the entry point but still OTM at 120. I got in with Buffet, but not at the same price of course. And no, you dont want to bet the farm on anything, never. Well, maybe...

FYI, the Sharpe is not a good mesure of performance. It is a well know fact in the performance of hedge funds literature. It only accounts for the two first moments (mean and standard deviation) and therefore assume that the returns are normal (gaussian). I'm sure there is a negative skewness...

Can be partial or full I think. It really depends and you can't know in advance. Be carefull on dividends. But if one has an advantage to exercise maybe many do...

"Barclays offers 3 treasury ETFs. They are: iSHARES Lehman 20+ Year Tsy Bond Fund (TLT), iSHARES Lehman 7-10 Year Tsy Bond Fund (IEF), and iSHARES Lehman 1-3 Year Tsy Bond Fund (SHY). As you can probably tell by the names, the key difference among them is the maturity date. The maturity date...

I mean stock quotes in real time.

How many stock can we request at the same time?

1 fill, 1 long, 1 loser, -0.05 Played wide, cancelled 50%, a lot on earnings. Back on friday.

Away today but I look forward to see how others did.

11 fills, 2 longs, 9 shorts, 7 winners, 4 losers, +0.03 average. Late fill on WHR wipped some profit. Shaken out on some stops with wide slippage. Not as good as expected but still ok.

How down is a double ETF when the underlying is down 30%? Does it feel a little worse? How many years did it take you to pay that? IMO there is not garantee that the DOW will go up in the next 10 years. And over that, who knows? But on the other hand, if you'r willing to take the risk ,it can...

"General Growth files for Chapter 11" I guess it's a message that it's about time I update my list :eek:

4 fills, 1 long, 3 shorts, 3 winners, 1 loser, +0.11 average. Cancelled 50%, played regular envelope. Could have been a little better. Pretty much liked the way the ES held that up move pre open. It's now becoming an ok month but I have been cautious.

No fills. Cancelled 2/3, played very wide, especialy on the long side.

Yep dog. But, beware of the chearleaders.

The ECN can't cap spreads. "They" dont offer you anything. They are just a bridge between market players. They show you what market makers at banks are quoting. So the spread is the result of different market players. I you want a specific price, use limits. It's not like in Forex with a shady...

eur/gbp .88995-.89030 (yes, 5 pipettes no typo) so 3.5 pips spread, now at 2.5 eur/chf 1.5085-1.5089 so 4 pips spread, now at 7.5 Enough millions on both side for you ;-) I have no clue if it's typical. I took a very bad time to check, Japan is reopening I think.

I have been cautious on the long side lately. Got bad days last week during this "rally". When it goes down it seems that the stocks aren't priced well on the downside with the pre market. Is it me or the opens are a little more shaky in the last 2 weeks. The ES is jiggy in the first minutes.