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Its not the iceberg or reserve orders, the hidden ones are only native to one exchange/ECN and don't appear on the L2. They cant be seen by others (only to HFT scumbags who pay for ilegal privileges). They are really useful http://www.beathft.com/?p=88 I was thinking of moving from Das to MT...

Can you send IB hidden orders using MT? The ones with the hidden parameter of IB TWS switched on

The risk is econ weakness and rate cuts. Or just the possibility of negative rates. Not even the actual chance of that, but the market believing it could happen. Interest rate futures would go into a short-squeeze mode that would be hard to ride out

I must have short-term traded the Brexit worse than you. I was bullish almost the whole day Tuesday. Yet SPY stayed in like a 60 cent range, where every rally would come back down. I would get in and out for a small loss over and over. At some point I just got sick of it and gave up. That was...

I started to buy Brazilian REITS recently and plan to buy a lot more. But this is a special need that I have given that my income is in USD but my costs are in BRL. I essentially closing the 'housing short' that everyone has after birth but instead of buying an house/apartment, I'm buying REITS...

Since coming back to this journal I mentioned a few investment ideas. So far they are doing decently except for one Brazilian stocks EWZ EWZS - Just keeps on going. I'm still bullish on this and havent sold a share that I bought, I actually added some recently. I'm looking to add more on any...

I was wondering about this too. What is the withholding tax rate for non-UK citizens that are from a country without a tax treaty with the UK?

Yes, I probably will try to bounce some stocks but that will be just a day trade. Medium-term I will let the market pick its trend

The idea I wrote about in the journal late last year was to play the SPX as a range. I increased durations in bonds as the ramp played out and put some hedges (small SPY short), as well a gold allocation (8-9%). I had bought some SPY puts but i did too early so they expired worthless. Now the...

This story is actually a story of someone who got lucky, put all his eggs in one basket and caught a huge run in a single stock. Most people that try this strategy will fail miserably. That is because most stocks don't do remotely as well. The reason why indexing works is because you gives...

I see these sorts of manipulations in pump and dumps where someone manipulates the pre-market session (usually creating a gap up) so they can dump shares during the regular session (with far more volume than what they needed to push things premarket). Its all about affecting people's psychology

With the Brexit, its even more illiquid. yet, people are pricing highly liquid things off those inputs

I dont know man, I'm rarely on the conspiracy camp but having saw how markets can be manipulated to achieve goals (BATS IPO a few years back plus pump and dumps I trade regularly) it just looks like an opportunity for the sharks. With a few million someone could create headlines all over the US...

http://www.zerohedge.com/news/2016-06-20/did-%C2%A325000-bet-remain-send-trillions-assets-soaring I wondered about this in the past. If someone wanted to manipulate the US election by some degree, he could put millions to work pushing the odds on bookies a week or two before the election and...

From the macro/investing side the returns went down because I spent many years just buying short-term USTs and doing little or no macro trading (up until Q3 last year). The overall returns went up because of the day and swing trading of US equities that I do

A non-expert (which is like 99% of observants) is more likely to be right by relying in markets than his/her own assement of the status quo bias or any other variable they might think makes it 'different this time' or anything like that

If polls were better than market prices at some point people would figure that out and reprice markets. Betfair is more than just a bookie, its a true market with bids and offers and low transaction costs. The screenshots I posted are very similar to a stock Level 2 window

Jan 2017 fed futeres now starting to price in the chance of no action by the Fed. Glad to be out, market pricing seems to be fixed at 'whatever the Fed says minus 1 hike'

Media distorting US election and Brexit chances? This is from Betfair

Hopefully the SPX tanks 5-10% and I can cover shorts, sell bonds and buy a lot of BRKB. I will not let it escape from me like the last time by tieing my hands by being short too many puts