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This is complete crap. What you're saying is that markets trend. There is no other way that a rule using random entry can work unless "up gets more up", and vice versa. So, if you want to talk about markets trending, let's see some autocorrelation stats and runs tests.

Frost, you're getting real knowledge now. It's not about your backtesting results. Here's the lowdown on successful automated trading, which I've been doing successfully since 2002. You only need to know one thing. *What's worth testing?* It takes a very, very long time to figure that...

And of course there's no way that this inventory number could be completely irrelevant. Especially in December. Especially with bonuses on the line. Especially with nice fund gains to be defended. No, it's the government!

Consider these bibles, if you're really going to go this path: http://www.amazon.com/Market-Models-Guide-Financial-Analysis/dp/0471899755/sr=8-1/qid=1165369902/ref=pd_bbs_sr_1/104-2610457-5195137?ie=UTF8&s=books...

Winner!

What is it about "myminitrading"'s posts that is so good? All I see is a bunch of unsubstantiated garbage conspiracy theories and doublespeak. This one is perfect: he's got both sides covered. We *should* get a draw tomorrow, and he's provided a reason. But he bets we'll *actually* get a...

And my point is that you have no idea what they're doing, nor have you (most likely) run a large pool of money. Therefore, you are not qualified to comment on what is conservative in that situation, or not. No one claims Citadel owns a bunch of T-bills. The point of a hedge fund is to TAKE...

I love how people with accounts of MAX six figures have perfect foresight wrt operations like Citadel. You guys are right, they're idiots. Clearly.

I don't understand ... YG can be "tight" ... you say you want to hedge against big gold ... meaning you want someone to bid higher than the bid in the ZG, or offer lower? I don't follow you.

You need more / better liquidity than YG? ...

Where "World's greatest stock trader" means "Guy who shot himself because he couldn't make money without cheating after the SEC reforms."

How are you doing big and mini gold?

Unless you're a COMEX member or have existing positions, trading Globex will be silly. It will be MUCH more expensive. However, arbs will keep Globex and eCBOT in line, so some of these moves will be damped.

Thanks. Like I said, been a while.

ET bullshit meter still pinned at 10. I think it might be broken.

I haven't traded bonds in a while, but the last two days h07 is more active than z06. They used to roll the Weds before expiry .... Anyone have an explanation?

Last time oil broke thru $64 from the downside was August '04. The SPX is up about 25% since then. Thank you for playing.

WinDiff, you are very dumb. "Cornering the energy markets"? wtf? Citadel made roughly $2B taking down Amaranth's book. They'd monetized half of it in the first week. You don't do that unless you're a) very technically sophisticated, and b) very savvy traders. They're not some dipshit...

lol That's the single best post i've seen on this board. If you know anything about Citadel, you know it's spot on. Enfinity, thank you for (however briefly) raising the average post level on the board.

How do you measure latency from a quote provider (for example, Tradestation) if their servers don't respond to ping requests? I killed traceroute when 14 gateways in a row gave me * * *. The last named server I get is a pnap.net (Internap) box. Any help?