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Make sure the greeks are calculated off of your realized price (i.e. bid if you are selling, ask if you are buying). Sometimes they can change a lot if you shift the basis of calculation from bid to offer. Just a thought.

It depends on the futures contract. Oil is straightforward. Interest rate contracts like ZT, ZF, ZN, ZB are more complicated because the tick size changes with each contract, and I'm not sure how that's resolved. A lot of these spreads are exchange-supported, which means they have their own...

Yes, order flow is used by spread traders, although your transaction costs need to be very low as you pay commission on each leg, and a lot of times your "edge" is only for 1-3 ticks. There is a trader @Wingz who used to post on here (and still may be on here) who talked a lot about about...

S/he's probably doing what Paul Rotter used to do to the DAX. Market is trading at "x." Plant an enormous bid of, let's call it "1000," at x-10, then feed in a bunch of offers at x+10, x+20, x+30, etc., and slowly get filled as the market trades away from the bid. Once the market stalls, or...

Go to tradingschools.org and type in whatever "trading course" you have heard of. This guy pulls no punches. Very Very Very few are legitimate. Tim Sykes and Warrior Trading do not show up well according to the reviewer. Lots of scams out there.

Trend following CTAs are probably 35%-40% win rate, average win 3x-4x the average loss. Scalpers/Market Makers are probably 70%-80% and 1/1 or even 0.8/1 win/loss. All depends on timeframe and strategy. I have heard Rentech/Virtu/HFT have crazy slim margins, like, 52% win rate and 1/1 win/loss...

Yes, it's about sales and networking, but building an online presence will help in the long term. I strongly suggest you go to Michael Kitces' website (kitces.com) and read every single thing he has written about "practice management." He knows what he is talking about. The TL;DR version is...

You seem to be right down Interactive Brokers' alley. They are scooping up a lot of small hedge funds that have been turned down by the larger primes. Great balance sheet and rock-bottom costs, but people seem to have a love/hate relationship with the firm. Clunky platform. (I have no business...

The markets that GENERALLY move the most intraday are Crude Oil, Gold, Nasdaq and GBPJPY. S&P 500 (ES) could also be on the list, but it has been DEAD. But there is a strategy for everything. A lot of people like to trade 10 year notes (ZN), despite the fact that it doesn't move nearly as much...

If you like Al Brooks' basic philosophy but find his writing incomprehensible, try books by Bob Volman or "Mack" (who has an excellent youtube channel called PATs). Same concepts, but more concise.

Optimus clears Wedbush and has the platforms you want. I am not a customer, but they seem to have very low commissions. (Lower than IB). @MattZ is on here a lot - he is with them.

5 and 15 year seasonal chart, if you're into that sort of thing.

Here is a continuation for 10 years back on GOX-GOZ, from seasonalgo.

Does ICE give size priority like CME? Maybe someone is offering 2000 to get to the front of the queue to get filled on 200.

Notional value of an ES contract is $123,600 at the current price, and required margin is $4,200, which is about 30/1 leverage. During the financial crisis, the S&P 500 dropped almost 50%, which means you would be wiped out long before you hit bottom. Even adjusting the contracts for 2/1...

Reading Price Charts Bar by Bar, by Al Brooks. It is very hard to read, but many people got value from it. Not my personal preference, just echoing sentiment I have seen around here and other forums.

If you want more excitement in your life, WTI Crude (CL), is a great cure for boredom! Natural Gas (NG) will drive you completely insane. Edit: I just remembered you said "index futures." lol. My comment stands though.

Or do what the Chinese do, and launder it via bitcoin/ethereum/etc.

Thomas Bulkowski did a pretty detailed analysis of Wolfe waves, and found them to be underwhelming. He also found some inconsistencies in Wolfe's research, and got the brush-off when he emailed him to clarify them. http://thepatternsite.com/WolfeWaveBull.html

Reach out to @fullautotrading He is active on here and does a lot of python development through Interactive Brokers. (he also trades real money profitably)