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His performance history is on his own website if you take the time to look.

responses are lacking because your question makes as much sense as asking for ideas for making $100 from $1000 by buying a stock.

Just submitted an order successfully. Hopefully that's it fixed.

Anyone else getting orders rejected on IB this morning with the message 'we are unable to compute the value for this contract'? Been like that since Bund opened.

On my TWS all the US ETFs I track (but have never traded) have red marks against the tickers and the "unavailable..." message pops up. FUT/FOPs on CME, CBOT, Eurex, COMEX, NYMEX seem OK.

Hmm... First be more precise, edge over what and/or whom? An edge in HFT is not the same as an edge in stock picking. An edge allowing you to lose less filling an order? An edge to make more than treasuries? More than index fund? Be positive at all? Start with the simplest edge in financial...

I'm pretty sure their mandate was to harvest the vol risk premium while not going out of business. Dual mandate, so to speak...:)

Right. But it's the right thing to do and would have gained them enormous credibility had they done so and survived.

They could have reduced their position sizes relative to their equity given the extreme lack of volatility seen in 2017 and early 2018. The all time low VIX readings should have been a warning. It's easy to dismiss these though when you're making lots of money!

Median is probably higher at Winton.

RCM cover this nicely here.

The post prior to yours gives some clues. If that inventory is typical then they were buying a few puts near-the-money and selling a LOT of puts out-of-the-money, ie a ratio spread of sorts. This suggests to me that it was the sheer directional speed of the S&P500 coupled with the extremely...

People love this stuff but for example "Despite being the bank that Mexican drug lords had funnelled one billion euros via a Mexican subsidiary, the bank was continually able to evade proper investigation." is just nonsense. HSBC paid vast fines for this in 2012 or so and was until fairly...

I mean if you are short gamma you should expect your delta-hedges to lose money on average. The amount you should expect to lose is the premium established when the option(s) were sold. You will need to adjust your delta-hedges as the underlying moves. Each adjustment would normally lock in a...

The critical thing to remember about IV is that it represents the cost of manufacturing an option via dynamic delta-hedging. It does not represent the expected move of the underlying. So if you bought a call and delta-hedged it, the p&l loss on one side is expected to be offset by the p&l gain...

fair enough. HG is not particularly liquid at that time of day though so easy to get stopped at as he was a few minutes later.

A 4 tick stop loss?! :confused:

So if you buy the straddle slightly above ATM (and so be slightly delta short) and the price of the underlying rises, all else being equal you will lose on the delta but gain on the vega (as the vol rolls up). Reverse if you buy the straddle slightly below ATM. Don't think there is a locked in...

Wake up man. That you have no narrative, is your narrative. There is no "outside"/objective place to stand in the world. You are always inside... On the topic of car hire. Avis have always been good for me. I recommend them.

Wouldn't you just love to be there in 10 years time to watch TDMA look over his old ET posts.