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Even though the slippage amount is $0, the commission amount is set to $25 per contract -- pretty high. I think the combined transaction costs (slippage plus commission) is a pretty fair estimate. A large part of the diminishing annual returns from 2000 on is due to the drop in the value and...

Thanks for the Handelssysteme link. Nicely profitable strategy! Looks like an intraday trendfollowing strategy with a profit target and stop loss. No trades before 9:30am Central European and exit all trades at 6pm. About 40% of the trades are profitable with winners almost twice as large as...

Here's a suggestion... Take a look at the results for the managers posted at IASG.com. It is a relatively stable bunch of managers who post their results even when they are doing poorly. Here on ET, if you ask how profitable people are, you will probably get a lot of people saying they are...

SUPREME COURT OVERTURNS GORE’S ENDORSEMENT OF DEAN Transfers Nod to Bush in 5-4 Decision Just moments after former Vice President Al Gore endorsed former Vermont Governor Howard Dean for President in Harlem yesterday, the Supreme Court overturned his endorsement by a 5-4 margin. The...

Well said, pspr!

The foreign stock index futures you listed are regularly treated as 1256 contracts because they have CFTC Rule 30.10 approval to be offered to U.S. citizens. CFTC Rule 30.10 relief is, in practice, the same as getting approval by the Secretary of the Treasury. Approval by the Secretary of the...

Check out the Margin Account Calculator at http://www.users.globalnet.co.uk/~ibrant/index.htm. It is designed for futures traders, but it looks like it could be used for equities just fine.

How about testing your strategy with your limit price another tick away from the market? Tradestation will indicate a fill when the market has traded through your original price and hit the next price.

Well, you're starting off the week well, Harris! The SOX index is down about 2% so far today and gold is in the green. Keep it up!

Thanks Praetorian. I don't currently look at insider buying for my personal stock picks, but will start doing so.

I would like... Interactive Brokers to have a lower commission rate for high volume futures traders. Tradestation to offer direct access to the European exchanges and to actually live up to the 20 years of intraday futures data they have been advertising for a year. eSignal to provide...

Praetorian... You target microcap value stocks? Do you use a stock screener to narrow the field before you start researching individual names? If so, what does your screen look like? I'd imagine you have a max market cap. And then, since so many tiny stocks are thinly traded, you must have...

Does anyone have any code they've written that executes through the X-trader API? I'd be interested to see what it looks like. Can you cut out your strategy specific code and post the implementation of a basic moving average crossover system? Where do you get your data from? Through the...

You can already read about Harris: http://www.thestreet.com/markets/marketfeatures/771116.html His hedge fund isn't the first time he's done well trading. :)

Thanks, ktm. It was only a couple people who were harsh -- not the general membership. Under the cloak of anonymity some people can get rude. I keep in touch with Mr. Kupperman and he is having a great year. I'd suggest PM him (praetorian2) if you are interested in the details. Thanks...

How bizarre! That's the biggest IRS examiner flub I've ever heard of.

Ah, very nice! Thanks mmillar. It looks like there is about 15 or 16 points of premium in the futures. So take the GERMAN30 Cash number and add about 15 to get the approx. futures price.

What "time and sales" are you looking at for the big S&P? All there is is time and price -- the exchange data recorder person (what's the correct name?) that sits in the pit can barely keep up with punching in the price changes. There is no way he or she can punch in the size of trades also...

Do you know what the Lynx method is?

I talked to Thomas Stridsman recently and found out he's now head of research at Rotella Capital Management. He's a system trading guru.