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Never had much problem at 10ct to 20ct Almost never get partial fills. I expect that at some size point you have to either pay up the spread or risk incomplete / failed execution. Don't know where that point is though ....

... always makes me a little leary. I like systems that show that they can work well within a range around the optimal parameter. Also, I would worry about stationarity - the results should be broken up over several non-overlapping time frames and analyzed. Just analyzing over one large...

Thanks for the comments - hope they helped others as much as they've helped me. Does anyone know if 3 months is the normal time for NFA approval if you set up your own company?

Do you use any system?

yes, but I believe for the 3, you do not need firm sponsorship.

Brandonf, thanks for your suggestion. Will look into it. fyi, for some reason, the people at Amazon seem to disagree ... http://www.amazon.com/exec/obidos/tg/detail/-/079312865X/102-1391948-4488956?v=glance

Anyone have any experience taking the Series 3? Just wondering what courses/materials are good ways of preparing for it.

Another way of saying this could be - if your results are too sensitive to the tuning of the parameters, perhaps the model doesn't really work and all results are really random. I would prefer to see profit results that curve away gently when the parameters are varied slightly. That's a good...

... can't believe it hasn't been mentioned yet.

Could you elaborate on the 9 - 5 sequence. I'm not sure what point you are making with it. FWIW, I think the S&P 500 is a little harder (or easier) to trade because it is a workhorse instrument for so many different trades - index arb, basket trades, portfolio hedges etc. So many different...

... the US is the world's biggest consumer of oil exports, oil will be priced in US dollars. You don't try and sell your products to your biggest customer in a foreign currency now would you? :D

Thanks!

Wonder if this contract will trade with any consistent relationship to the underlying. After all, you can't easily hedge the VIX against the future ... or can you? :D

Lindq, I am not familar with CCI - what does that refer to? Buying on extreme fear is an acquired taste - I enjoy it myself but standing up against a speeding train has often proved to be very painful.

.. thanks for the input. It's good to hear from someone who has lived through hyperinflation. the nearest I ever came to it was holidaying in turkey 1998 and watching the USD-Lira rate go up and up every day at the bank. it was so disruptive.

... from reading some accounts of both the Weimar experience (which was before Hitler as Diode pointed out) and the more recent Yugoslavia breakup experience, I think one overlooked factor is that with hyperinflation, the effectiveness of business planning breaks down. This means that an...

FWIW, I found your exchange to be more of what we need on ET. Lindq, I wonder what your experience buying pullbacks under bearish conditions - the profit opportunity for bull reactions are very limited in time. Would you sell pullbacks with the general trend or would you do something...

lindq I'll be interested in your intuition on reversals against the trend - especially in choppier markets like the ES.

Sometimes trading the ES feels like various scenes from "The Passion of Christ".

Perhaps we're talking about two sides of the same coin. Take a series of corporate defaults - this causes volatility because everyone wants to get out of a long exposure to the credit and equity or go short and nobody wants to take the other side. If instead we insert a market maker in...