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I'll give it a shot. jonp: noobs who don't know enough => bad results people who blindly apply the 'optimize' button, and 99% of people who write books => bad backtesting => bad results people who have studied and understand robust, reliable methods => good backtesting => good results

I *am* one of those people. Who needs to learn things? That's "peek". Perhaps the disparity between our relative market accesses can be partly ascribed to grasp of spelling and grammar. HFTs, except where flash and related exchange technologies are involved, don't get to see anything...

At the moment I'm long oil and gold, and short EURUSD, all via futures and ETFs. By the time you read this, likely at least one of those has changed.

That has nothing to do with HFT. Nothing. High Frequency Trading high = a lot frequency = in terms of time trading = exchanging risk at a time and price Not frontrunning, not gaming some retail joker's 1000 lot. Jesus can you people read?

So you've never posted a bid or offer and then deleted it? You've never looked at the depth when determining where to place an order? If you think Citadel is showing people order flow you're truly a moron. Apparently a 5 year old wouldn't recognize it.

Post my trade numbers? Have you even looked at the other posts I've made? I've done just less than 4k roundtrips today. What I posted BEFORE IT HAPPENED was that CL was driving ES. Then I showed AFTER THAT what I was talking about. I'm not interested in giving entry points to pikers like...

If all HFT players were "just outside the bid/ask spread", what would the bid/ask spread BE? You're wrong. The dominant HFT strategy is liquidity provision, where pricing is done in many different ways, including with full knowledge of the execution mechanics of the routing destinations. But...

Why would I ever accept the rationalizations of someone who obviously has no relevant expertise? I've forgotten more about HFT than you've ever known, and I'm telling you straight up your statements are naive. 99%+ of active algorithms do nothing new. They are just faster implementations...

No.

YMM0 top on 4/26 = 11206 YMU0 = 11140 $INDU = 11258.01 $INDU close today = 10359.31 your stop = 10310 your add to EXISTING short = 10453, 10654 What the hell? I mean, do you have a chart cached in your browser or something? Also, do you have any idea how the DJIA is calculated...

Nothing at all wrong with studying historical data. 'course most people have no f'ing idea how to do that. (hint: a TradeStation equity curve isn't it)

I don't disagree with any of that. Nor do I think it is counter to what I posted.

Goldman always wins! </thread> On a more serious note, what a bunch of useless pussies the SEC is.

CL and ES, percentage change anchored to 9:30EST today. Easy trade today, wish it was always like this. Stick that in your voodoo doll and smoke it, "son".

It is said that the true measure of a chef can be taken by asking him/her to fry a single egg. For me, the acid test should be pancakes. So easy to make too sweet, too doughy, too chewy; the first one is never cooked enough and the last always too much. Luckily cooking pancakes allows one...

Blueberry Pancakes Ingredients: 2 eggs, separated 1 1/2 cups sifted all-purpose flour 2 1/4 teaspoons baking powder 3 tablespoons sugar 3/4 teasooon salt 1 cup milk 3 tablespoons butter, melted 1 cup fresh or frozen thawed blueberries, rinsed Preparation: In a small bowl, beat...

Did you really just use John Murphy as evidence that you know what you're talking about? Here's a hint, SuperstarVoodooGuy: the equity market may well go down, but for right now it will only be if crude does, not because you drew some lines on a chart you found on the web.

SUPERBEARISH