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Agreed. "Principle Guarenteed" ... is a yellow flag. The key here is: "Zero to low risk investments" ... and high liquidity. It is boring, but the right answer is Tbills. To make it more exicting, you get more risk.

If the amount risked is 5% or less of my net worth, I would always take those 50/50 odds with that 33/67 payoff. However, you would never get me sitting on national TV on a game show.

Trading QM on IB for several years. Nice tight spread during market hours. Quick market fills during big moves at reasonable prices. But, I am not trading any real size. ... looking at trading NG. Esp. on it's latest move up.

Can you give me an example of the a futures spread that you are trying to easily measure the ATR?

Ah, but what are you trying to accomplish? Let's say it is the Sunday night before Black Monday in Oct 1987. And you want to protect against the impending "Black Swan" (the largest single one-day decline in the DJIA) about to happen within the next 24 hours. SP futures will gap open at...

BIDU wins for a one day ride, but boring for the rest of the year. (someone please PM me on how to post multiple attach files in one message? ... or PM me if these charts are useless)

TASR wins by percentage. down 80% or 1/5 the value.

GOOG ... up 300% ... nice move

Gold up 25%?

Oil? maybe last year

"... don't short GOOG, short TASR" 2/2005 "Short Taser and hold it all the way down ..." 10/2005 easier said then done. hindsight ... monday morning QB ... beating ones own chest ... ego ... guilty...

YHOO went public in April 1996 and closed the first day around $33/share. ... that is ~ $1200/share today factor out the splits. ... would have been a terrible short.

I don't trade options, but is this called a butterfly? selling the body, and buying the wings? Maximum profit is acheived if the stock does not move? However, you mention closing a long wing and replacing it with an outright equity long/short to maintain the hedge. I don't see how this can...

xxxskier Regarding your last post: If switching from a "cash" account to "margin" caused you to overtrade or "get carried away". And, if you shorted your first stock in 2005, as you explained. Futures may amplify the bad "human tendencies" you described. Humans act funny sometimes...

I don't understand your comment on slippage? With a 100k account, trading the ES during daytime, I don't think you would see any slippage on your entries and exit trade executions - even on the stops. Size becomes an issue: ES is 50x the SP500. So "2 points" is $100. The trading cost is...

From the article: "We felt that if we mixed this with another model, we would lose what is so special about us and what we are so proud of," Mr. Peterffy said. Agreed. To me, it seems like the makers of laser surgery for eye correction, were bidding on an eye glass company. Granted...

If Interactive Brokers wins the auction, then will existing REFCO customers be forced to trade only "electronic" contracts? or, will IB enable it's customers to trade "pit traded" contracts? ... (I have no experience with Refco, but I understand many use it for the Pit Traded futures...

Fooled by Randomness? What "market"? I assume the US equity market? Measured in what way? The DJIA? the SP500? the NASDAQ? none of which existing in its current form 10 years ago? ... even with surviorship bias you are talking about maybe a 100 year time period on the DJIA. You would...

A Random Walk on Price (even one with a positive bias) can go negative. Most markets can only go to zero. Many markets cannot go to zero. Most market prices cannot be random walks.

The YM is pretty much flat-line over night? The underlieing stocks trade mostly in the US. Trading YM EVERY NIGHT must be like watching paint dry? Heck trading the ES during your time period must be like watching a faucet drip? You skip the market open? This is like going to the hottest...