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Does Linda Bradford Rashke still let people enter her chatroom for free on the first of the month?

Great. Thanks, Shyhh.

Thanks Robert. And good trading to you!

Robert, Thanks for the excellent dissection of a FOX trade. Not many people can read the tape as well as you. Question... I would have thought that 10-15k shares on the offer near the open (when there is a lot of liquidity) is nothing in a stock that averages about a million shares...

You're welcome, ChrisM. Please PM me if you invest in one. I'd be interested to hear who you pick.

www.barclaygrp.com and iasg.com come to mind. Also autumngold.com, hedgefund.net, investorforce.com, cogenthedge.com, ehedge.de. You might have to wade through some equity hedge funds on these sites to find the managed futures funds.

I say it doesn't matter unless you are going to try to arb them. All three are going to move together. A more interesting question -- one that you can actually make use of and profit from if you can find it -- is what market leads another dissimilar market? Does the Nasdaq lead the S&P...

I agree. But all it takes is one good one. Not sure how you evaluate trading books without any trading experience, though. I guess the thread in the Resources Forum on good trading books is a good place to start.

How are you measuring volatility, thunderbolt? Most implied volatility and historical volatility measures are much higher now than they were in May. See the attached chart for a plot of the SPX implied and historical 30 day volatility.

Yeah, good observation, Stock777. I was surprised when I first noticed this myself. My best guess is that it is automated arbitrage orders that are quickly pulled if the arbitrage disappears. And they have to be automatic and computerized because no human can be entering and pulling orders...

I don't know about equities, but for futures they recently upped the refresh frequency to at least 10 times per second. If you watch the e-minis the prices are flashing pretty fast. They might be sending every tick.

You think you are going to outperform $10k into $1M (or whatever Larry Williams did)?

John Lothian (of the Price Futures Group) indicated a November launch at a talk he gave last night in Chicago.

Nice arrangement you have. I agree -- the first thing I missed when I started trading on my own was the office comraderie and lunchroom visiting.

What does "slamming down the gutter" mean? I'm guessing it must mean something other than taking a piece of house gutter and putting it down with emphasis. Is this Gann terminology? Would you consider institutional traders who have a salary but get a bigger bonus if they are profitable to...

"Hedge fund" isn't a legal term and isn't a well defined term. Generally, hedge funds are companies whose primary business is investing in and trading securities. Most, but not all, people include managed futures funds under the "hedge fund" moniker. Some people would call venture capital...

Yes, tomorrow the Dec contract becomes the front month contract for the ESTX50 and DAX. Tomorrow, if you are in a long term position in the Sep contracts you should roll into the Dec contracts and if you are initiating a new position, you should use the Dec contracts.

Thanks for the chart and war story. The chart looks really nice. You'd make a good illustrator for a trading book!

There is already plenty of liquidity in the Dec Euro Stoxx contracts. In fact, if you are going to hold your position through the weekend, I would suggest the Dec contracts anyway. Today 636k Sep contracts traded and 270k Dec contracts. That's probably an unnoticable difference in...

Thanks for the chat file link, Brandon. Excellent!