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We are because sle is discussed how many use bond futures like owning the cash bond and shorting the future. I was responding to being long a future. The Future pays no interest. Yes, if you buy bonds on margin, your return to the expiration of the bond is based on the coupon/discount you earn...

I sent her a Private message with a suggestion. The post here were not helpful.

It is not that day trading is not for you, it is just that you have not found a strategy that works for you and your personality AND to find that you are playing much too big. You should be losing hundreds when you are wrong not thousands.

dvrkbxy, What do you hope to get out of this?

For stocks and futures, maybe. For options, no. It depends on how much of your strategy is systematic and how much is subjective. If you have created a rule set that is all systematic and works well, automating it takes out some of the emotion of trading but still requires attention and analysis...

$3mm in notional bond futures provides no return or interest. You are betting on the cost of the bond at the time the future expires. If you buy $3mm in bonds with $1mm cash and $2mm in loans, the loan rate of the $2mm will likely be higher than the interest you will receive. I can't find a...

A good way to start might be to partner with an experienced trader with a manual process that you can automate. You can learn from him/her and you can create a systemic process for him/her.

Most, but not all. Most of the traders I have met from firms like SIG are told not to over hedge. The more automated they are, they more they likely hedge, but how often is part of their code.

I have no idea, but I do not see any public companies that are MM present outsized losses during those times.

Her profile says, "NYU Sterns student ( Finance ) " My alma mater, +my daughter....

Is all this worth it for a few bps? If you lock in a t-bill, the want to go long stock, you will have a borrow to pay.

You have to be very careful sharing this with anyone. Unique data sets are valuable but easy to copy. I suggest you do your own back testing and forward testing to validate your thesis. And as you can see, hook up might not have been the best choice.

I agree. I also expect that most Equity market makers are involved in creations/redemption of the enormous number of ETFs out there so it is possible to move blocks of baskets into a hedged trade and move on.

I have no idea I just know it is not our data feed, as we get it from the exchange SIP feeds and just display it. You can contact them and ask. Rule NMS applies but has exemptions. https://www.sec.gov/spotlight/emsac/memo-rule-611-regulation-nms.pdf. I can tell you that the SEC/FINRA monitor...

Because you forget what it means to only have $25,000 that might have taken you years to save. A 1 lot in ES can easily cause losses of $500. Soon, while trading leveraged products without a plan, you can easily watch your account drop to $5K which can then take years to save again. I've seen...

T-Bills

No. The number of accounts you have does not have any effect on performance. And, the prints come from the data feed. ECNs and Exchanges generally put trades on the tape right a way but dark pools and Alternative Trading systems (ATS) are allowed more time to place trades on the tape.

I believe ADFN are are dark pool and other third market prints that might be delayed.

Flash crashes have shown us just how few limit orders there are without market makers outside a narrow band.

No, the less order flow, the more challenging. Making money as a MM in any asset class requires transactions. If your strategy and risk management is sound, the more trades you do the more money you make. That simple.