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Sorry, I don't quite "get it". With this stellar performance, you should be running your own hedge fund. Couple that with the $500k per year you are pulling down, and it's a no-brainer. Start trading your own money with an Interactive Brokers or other discount broker. Shop around.

This is all good research and testing....but what strikes me the most is how far Tradestation has fallen behind. It was hardly mentioned here....and I presume, it's mostly because of it's inability to do portfolio-level testing. This product was once far, far, FAR ahead of anything in it's...

Well, ANYTHING can happen...but the point is: In a prior post (about 2 weeks before the shutdown) I asked Frosty where his current drawdown stood compared to his historical drawdown average (from backtest results). I never received a response. This tells me he is either not looking at this...

Once again, got my head handed to me in eRL futures...expected some profit-taking around 3:45 pm and then WHOOSH, it was like a tsunami wave of buying. Thank goodness I use stops religiously. Boy, does this period of time ever "feel" like late 1999....with the bears totally demoralized....and...

Hey Art, since the Dow made new record highs yesterday, some traders may dispute that "sell mode" analysis ! However, I do see the Russell 2000 indicates weakness with that score of -4. ER2 futures have gotten pretty wild lately.....a sign of a top forming ?

What measure do you employe ? Daily range appears to be only a bit more percentage-wise than the YM and NQ futures.

Interestingly, you've got both RUT options and the IVM options which are ETF-based to hedge against ER2. For the Dow 30, you've only got DJX options. So the strat would be to purchase enough options in-the-money to offset the leverage of the futures contract.

One more nail in the coffin for prop trading firms.

Random entries and an equal points of profit-taking, stop-losses.... Sorry, I don't see the "point" ? Isn't this like flipping a coin ?

Bill - Can you scan the offer from SAC into a PDF file so we can all see it ? If I were you, I'd frame it.

If you are talking about multiple independent variables to derive a price proxy or expectation, then you are right. If you are talking about just using Linear Regression on the actual price as a smoothing tool, you are totally wrong. LR is terrible at smoothing because it has a huge...

Look...this is all "good stuff", but for each strategy and approach, it will produce drastically different results. There are two sides to trading: entry and exit. In general, I agree with you....but each system/strat stands on it's own.

This is all TRASH TALK unless you've got the back testing results to prove it. Can we see them ?

This is a good strat....as long as you've got a stoploss already in-place. Very similar to picking bottoms and tops in eRL futures....each entry order has a contingent stoploss order that fires immediately upon the fill.

Wow...right on ! That happened to me recently. Luckily, I walked away...it was the right thing to do.

This was right-on-the-money for the Russell 2000.....both longs and shorts could have made money today with decent timing. 3 pm and later was wild in the futures. I was short and made some bucks.

GOOD CATCH....Wow - you picked-up on a really subtle point....and this is definitely a possibility for one of their strats...an arbitrage of sorts of the major components of the QQQs vs. the QQQs themselves.

Sorry, that's not what the one article said...they appear to be using bid/ask ticks and volume to determine their entries/exits. This is similar to what the Penn-Lehman project had done successfully....and AFAIK, it's been a winner for Lehman. I asked the professor about a year ago, and he...

No, that was 50 SIDES, not R/T's. Also, the fee went from $1000 in 2006 to $1750 in 2007 ! wtf....love these exchanges...oh wait, soon there will only be one as the CBOT and the CME are merging. That's great for competition, right ?

Has anyone obtained this status with the CME ? http://www.cme.com/files/ECMQ&A.pdf Just wondering what would be the total R/T cost per contract including the clearing firm fees ?