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Wow. Running what size?

Selling options 11-04-05 10:05 PM You recon he's still around?

06-21-07 11:15 PM 11-02-13 02:45 PM Good times to sell vol?

say the bid is 1000 you place an order to buy 1, 100 points away, paying 900 and there are 50 lots on 900 at that time you have 50 ahead of you in the queue at 900 If over time, price moves down to 900, and no one in that 50 bidding 900 has cancelled, then there is still 50 ahead of...

there is a queue on every tick they are each independent where you are in that queue depends on what was there before you arrived, and then what cancels in front of you

Recon keep it anonymous, but run an entry questionnaire. Couple of bond pricing questions, vol questions, forward rates etc to sort the recreational punters from the traders.

ditto

If you are considering a queue that is longer than a single tick, then how many ticks long do you think it is

I dunno Mav. There's a lot of funny business in the fx world. Insane leverage, poor funding rates, and every customer pays the spread. But great to be a broker, I'd imagine.

With your account size and position sizing, maybe sector ETFs are worth a look. Over weight this sector, under weight that sector & play the correlation or lack of. Maybe outright short a sector if you're feeling courageous.

Nice work James. I am impressed.

v. true. Local colour goes something like this: "Australia now has 4 of the strongest banks in the world. So strong, it seems they'll lend a million bucks to just about anyone." For the application process, I'd generally can the trading results, and mention it only as a hobby. Focus...

Yeah, you're right. Not a finance person. If I were, I'd know that to fund a significant trading book and setup efficient stock loan is a bit more complex than borrowing as an individual to buy residential property. Irrespective, a monkey with a web browser could figure out all the answers...

Lol. How to make this into a banner ad .. :)

Perhaps they would think you're full of sh1t? "I trade tens of millions of dollars of stock, but humbly struggle to borrow $xyz for a house" No acute offence intended, just saying wtf. Like how did you get borrow for your trading.

Agreed. For retail, there's no point competing with the cool kids. Stick to chasing the overlooked "chubby chicks" in the market. Put some runs on the board, without forgetting your pay grade.

Nicely put. May use that myself if you don't mind :)

Building cointegration tests is hard for mere mortals, and non-phds, despite what calvibrator says. One way is to hook into R, and re-use a Dickey Fuller test there, as a batch you can call from another language. Calculate your relationships offline, use the results online.

execution cost vs tracking error

Buy a lot of A. Sellers have capitulated. Sell some C. Trend continuing. Sell more B. Trend accelerating.