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How will you know if they are "worth their salt"? You need way more expertise to check others backtesting than to back test yourself.

Equity index spreads. Intraday. Systematic with a little discretion. Neither fundamental or technical apply. Reversion more than momentum.

Never. Started over a decade ago. Couldn't find any patterns that tested as significantly positive so never saw the point. Had a mentor. He used charts slightly more than I did. Meaning weekly to trade intraday.

I have never used charts in my trading.

Not sure what micro lot is. Cme offers minis. 10k or so.

There is no such thing as a tape in fx. It is otc. Unless you have all venues and counter parties, you will ever only see a piece of the market.

Unless you are a $100 million corporation I wouldn't start. That is who you would be competing against.

Got it. Thanks. I trade a system in futures where I take some of the trades pre market. I was curious how transferable it would be.

Interesting thanks. If you put in orders mid market do you believe you would get filled pretty quick or is there just no interest premarket? 7-8 cst.

How active are etfs pre market? Are the markets deep? I'm looking at smaller etfs than the qqq and spy. Can someone put on 5-10k without real slippage?

What am I misstating? "it is an offense for any party to fail to diligently supervise its employees and agents" "For avoidance of doubt, agents include any automated trading systems (“ATSs”) operated by any party" Not supervising the agent/ ATS. The article never said anything about HFT or...

Has nothing to do with logging out or not. Time when the orders goes in is what they look at.

I understand what automated is. The cme doesn't allow anyone to run an algo unsupervised. If it is putting in orders around the clock you will get a call on day two asking how you have been up for 48 hours straight. This is a rule they take seriously.

Exchange rules is someone needs to be monitoring any algo that can place trades. Just limit to regular trading hours and monitor yourself.

Because he is dead.

I would not sign up for that equity curve if you were paying me!

Yeah, I would definitely work the body while waiting to hedge on the wings.

If you do a double fly by spreads, it should only be 3 legs. Get to know the spreader using two legs before increasing complexity. I have found it pretty useless at greater than 2 legs.

Look at the prices that that are being quoted. A 4 legged spread is going to so far off of the market to be useless. Try running the spreader on the individual flys. Meaning buy one and sell the other.

Also the more legs you add, the harder it is to get filled and the more inaccurate the ladder will appear.