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A few things: 1. If you're new to futures, they don't work like stocks...you don't have a "Sell" and "Sell Short" option. It's just "Sell"...so you you either "Sell" your long, or you "Sell" to get short. Therefore, like everyone else has posted, you will be net flat if one system is short...

I assume when you say "REAL prop trading job" you're referring to bulge bracket i-bank trading? Three words for you: Old Boy's Network Why hire anyone else when you know these people are going to be smart? It's kind of like trading...you put the odds in your favor. The odds of...

For those of you poll responders who stated you throw around 100 contracts. What's that like? How long does it take you to get filled? Do you "work" your order or just throw it at the market?

candletrader, Is there any noticeable slippage with 30 contracts, or are your fills fairly instant?

Here's a thread to get a feel for people who place large size on the ES, either on a regular basis or have done it on a one time trade. Here are my questions: 1. What's the largest position you've ever swung on one order with the ES? 2. If you used a market order how much slippage, if...

Lincoln Park is in the house....I swing trade futures mechanically from home. Anyone else from Lincoln Park?

Make sure Scaling>Same as Symbol is selected in the Format Indicator box.

C_Robinson, Thanks for the reply. What is the "typical" life of a conversion that you implement at Echo and how much (ballpark) does this cost? Thanks, MYD

Yes prop and DA are different. At prop you use firm's capital for leverage or all firms capital with a payout split. Seriously, look at interactive brokers. Their comissions are probably the cheapest you'll find. They are "Direct Access" and good for a swing trader like yourself.... I...

I may completely misunderstand your question, but have you looked at interactive brokers?

c_robinson, I guess my question is relating specifically to the bid/ask spread. While carry cost does determine option cost, how does bid/ask spread affect conversion cost. In other words, as bid/ask spreads widen with lengthening expirations -- do conversion costs change? Or, are...

bundlemaker, do it is an indicator instead, this will plot a line in a subgraph keeping a tally of inside days (or whatever criteria you are looking for). A show me is generally used to point out conditions that occur around a certain bar (doji, hammer, etc.). The indicator will hopefully...

Don, How much do conversions cost and how long can you hold them for? I mean, could you put a conversion on for several months? Also, when you guys initiate a conversion, are you buying the options at ask, and selling at the bid, or does your relationship with SLK help you sell at ask, and...

Here's another: http://www.etfconnect.com

I missed the news, who is prosecuting her? The IRS or the SEC? Seems like it would be the SEC, no?

Thanks nitro. I've read through that thread before, and like you, wasn't too impressed. I'm trying to build a mathematical framework for spreading that factors in the volatility of each side...so that I remain volatility adjusted neutral. Trying to see if there is a mechanical approach to...

a5519, are you a CFA charterholder? MYD

If you're looking for market related economic material here are some resources: George Soros - Alchemy of Finance Mark Boucher - The Hedge Fund Edge Peter Navarro - If it's Raining in Brazil buy Starbucks Ludwig von Mises - Human Action Ludwig von Mises - Austrian Theory of the Trade...

I second nitro's suggestion for an ET chat on spreads featuring backwardation....I think that would be very helpful for all of us who are interested in learning more. Nitro, What are some good ways to learn stat arb? All the models I've looked at, I've found holes in. Is there a...

baggerlord, Let me get this straight, you did not include a stop loss portion, but only a profit (1%, or 3%) on your test, is this correct? If so, what happens to the position if it goes down and never looks back. Do you have a mechanism in the system to take you out of the position...