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One billion dollars

Ultimately it does not matter if they stay or go. If a trader uses the specialist as the main strategy for a trade, then that trader understandably would want the status quo. Back in the mid 90s I was in the s &p 500 pit at the CME, and everyone was scared that the pits were going to die in...

Im sure the Arbs will be putting the long WEN short THI spread on. Seems like a no brainer G

Good point! Is anyone really learning anything from this thread? Does it help anyone?

I put your probability on gettting your 10-1 at 5%...still a good bet? me thinks not

yes its easy.

anyone else?

Kill what prop house did you come from? I'm deciding if I want to go solo or go back to another prop house.

yes

Anyway can we get names of the PRO firms with best rates?

Historical forex data is an average of the trades in the interbank market. Is that correct? So when backtesting I am using smothed data and is not a true representation of possible slop/chop and stops. Is there a way or other feed ( Using CQG right now) to get the actual historical data...

riskarb knows exotic options....check his thread or ask him directly thread here http://www.elitetrader.com/vb/showthread.php?s=&threadid=52298

great post mokwit.

you really think that? I think that is the bottom requirement

A successful equity trader?:)

yes its easy:confused: whaaat?

yeah we need the pro firms not retail.

The price is based on what happened in chicago...look at valuation of BOT (chicago board of trade) and CME. A seat at he BOT could have been bought for less than a million last year. I think they got something like 28000 shares for each seat, worth over 3mil now...same thing happened at the cme.

is that for retail only? We need super dot or whatever nyse is using now and real time level 2s on nasdaq. Can we get leverage at IB? intraday? overnight?

How does a MM in the grains hedge his position? Usually the speculators do not. The hedging will be the land banks and homebuilers. The locals will take on the risk. The options MM will hedge with the futures product. G