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You need a solid run up in a short amount of time and no decrease of volatility for this to be profitable. Otherwise the option premium is going to eat a lot of your profit.

Protective put.

Climb the ladder from back office to middle office to front office in a bank with prop desks and then maybe you'll get a shot at it? If with your degree you manage to get a decet pay at doing something else it is not a bad option to do that and trade on the side. I know this is not what you...

diego, you should clarify what type of prop firm. Some prop firms have a base salary + bonus but others dont have a base salary and only bonus. Also, there are places where it is your initial capital deposit that is at risk and not the firm capital, they usually give 100% payout. On the other...

IMO an accident was waiting to happen. It's going to be intersting to see if the for entertainment purposes only line and a down the page disclaimer will do it.

This is the place where you have to lie ;-)

I used to work as an engineer in the manufacturing sector. One thing that was always there was the panic button. Softwares can have flaws and mechanical systems are not always reliable so there is a need for a safety exit. When I was doing the OPG I had a panic button. If I hit my space bar it...

Maybe it was true in the 80's. There is a lot of gimicks with programs that cancel and resend orders. This is 2010!

Why not start by limiting exposure to sectors/industries :eek:

Screening in real time for P/E ratios and things like that wont make anything tradable. You could look at trade-ideas or madscan. They are real time technical screener, maybe you can even sceen for fundamental data, I dont know. Real time is clear and un clear. Assume it's something like once...

Order type: limit Time in Force: OPG (Opening) SMART routing is fine, no need to specify NYSE. A stock listed on the NYSE!!! The order will cancel if not filled in the auction. You may need to install the OPG feature if it is not in the drop down selection list. That's it.

You can leave them there nobody cares, not even you. If you close the account IB will convert them all back to your account currency (I dont think they charge the comish). And yes, to close them by yourself you have to trade on IDEAL and pay the fees. It seems bothering but the IB universal...

This is not my experience.

Correlation is a time varying number. Also, you calculate correlation over a specified period of time. So they maybe using a different lookback period.

If you place an order with a FV that give you no statistical hedge over the long term then you should lose. You are missing the fact that you get an hedge when you get a fill at a good price, that is away from the stock FV. All things being equal (no news, bla bla bla). And it is caused by this...

Unlike most other fx providers (IBFX, GFT, FXpro, ...), IB is not a market maker. Therefore, the spreads are the market spreads and not IB's spreads. They make their money out of a comission of 2.50$ per trade, not the spread. For the minimum, it's about 25k USD. That is like 2.5 mini lots...

Are there backtest performance data for this fully automated alpha generator?

Under the radar: IXC:GCC

Under the radar for tomorow BND:AGG Comments are welcome

lol, no. I already knew C++ and had a lot of code already built. But to start from scratch is an enormous task. But a good alternative may be to use Excel if one is good at that. I am sure I would find a way to get all the 124750 pairs.