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I'm not sure I understand the question.

Trends are not the same thing as volatility. Higher vol allows people to synthetically de-leverage vs lower vol trend moves which forces people to increase leverage. There is a HUGE difference.

Well, there is plenty of liquidity, it's just all coming from the Fed that is the real issue. The liquidity they are referring to is customer flow. If you can't trade off of customer flow then you lose that edge. So it's basically a one sided market.

Regulation kills jobs. Why should it be any different with trading then it is with healthcare or manufacturing? This country got exactly what it asked for.

Alright. So you just eliminated 99.9% of ET. I'm sure for accounts over 5 million you can do all sorts of things. My comments were regarding retail type accounts for Joe Sixpack. And this was the reason Joe Sixpack joined firms like Bright. Where they could implement these strategies...

My old firm worked with FIMAT when they rolled out the very first PM account and I sat in on all the meetings discussing the way the risk would be assessed and monitored. No where did they ever mention that they would allow the stacking of pre-market limit orders as a way of extending margin...

A few hundred times...yes. LOL.

I understand they that. But there is something called initial margin and maintenance margin. You HAVE to enough equity on hand to meet your "initial margin". From there, brokers will allow you to exceed that vis-à-vis your "maintenance margin". When you place a limit order they will have...

Are you sure about that? I may be wrong, but I would bet dollars to doughnuts that no broker in the world is going to let you stack limits pre-market past your buying power. How would they manage that risk if a plane hit a building? Every retail broker I have ever been affiliated with...

I'll give you props for your honesty. That alone separates you from most traders who not only lie to others but more importantly lie to themselves. Once people realize it's not "topstep" that is holding them back but themselves, then they are firmly headed in the right direction. Good job.

It depends on how many products you are following. If you are just following 5 or 6 commodities, maybe 30 minutes or less. If you are scoring 50 stocks it could take an hour and a half.

Dude, with all due respect, from reading your posts, I don't think you have any idea what the "meaning" of the carry market in energy spreads. And you can spread index futures out quite a bit and yes, there are tons of niche plays people put on outside of interest rate swaps. No, I'm not...

A few weeks ago you didn't even know there was an ICE financial contract. Yeah you're welcome for that. Now you've got it all figured out. Just please don't start a thread on here asking why the CME/ICE spread blew out $3 in your face at expiration because most of us here are probably not...

Everything you said there is completely false. That is just not how the market works. And the excess storage is not why the spread is there. There are serious supply constraints that dictate the basis. Having oil in storage is not going to help you if you can't move it.

Actually they are about the same. Spoos and CL trade comparable volumes overnight. Brent gets far more action then CL does overnight.

Actually index spreads are huge. You can spread ES against NQ, TF, YM, DAX, etc. Tons of spreads out there.

Actually, the layering out of orders, is one advantage of prop over retail. The Brights push that pretty hard. For example, a trader at Bright could have 500 limit orders out pre-market on their opening order strategy that could "theoretically" tie up 10 million in capital for a trader with...

A fair warning. One of the cardinal sins in data analysis is run different data sets and select the one that looks best. You want to formulate your theory FIRST. Then TEST that theory very much like the hypothesis testing you learned in school. Create a null and alternative hypothesis...

The rolling 30 day number line re-sets at zero in terms of ending a confirmation trade. So if bonds confirmed and two months later the 30 day re-set at zero, the confirmation would be null and void now awaiting the next confirmation. The 5 day does not re-set at the zero line. It triggers...

No, there is no significance in re-setting it to zero. The purpose of the re-set is only to synchronize it with the corresponding A levels. In the same way I use the 5 day rolling to either confirm or reject a monthly trade signal. The number line is not a moving avg, in fact it's not an...