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i could be interested. i am running a grey box on the eurex that is scalable up to 100 mil euro with no liquidity issues and has maintained its edge over time. do you have any contact? pm me you'd prefer. thanks.

ohh i see, it is the MMM - maid money management.:D

succesful trading is like any other business endeavour. the risks and pitfalls are so high that the vast majority fails along the way. the fact that you feel that winning is almost impossible is the reflection of the market dynamics. billions of ideas and strategies changing in real time in...

the vega crush impact on all expiries is equal (on a $ amount), otherwise an arbitrageur could automatically pocket such difference. this fallacy arises from the fact that a front month could lose as much as 100% of its value when iv crush happens, while the back month might only lose say 50%...

there are some problems with the spread approach when applied to your strategy. first, you are not sure of when the price move will happen. with spreads, either you chose hi leverage bets in front month or low leverage bets in back month. since you'd like to have both (that is, hi leverage and...

anton a couple of questions re openquant if you dont mind. can i program quant strategies based on real time and historical bid and ask data rather than in last data? can i model complex products ie option combos, future spreads? does the tws api connection offer robust and reliable...

a put or call vertical has 2 main advantages over an outright option contract. the most important is it doesn't carry vega risks. in addition, if the spread is either atm or otm, it also offers a positive theta. these two made this kind of spreads one of the most used option vehicles for...

the 100 point DD is the max DD that your account could suffer, and it is an estimation off the top of my head. it all depends on your long term win % and win/loss ratio. like i said, in the long run, all systems expectancy revert to zero. this means you'll have to sustain extreme (positive...

quite different coach. liquid instruments such as hi vol stocks or emini's trade at one tick slippage, in most cases one tick is just a small fraction of the instrument daily trading range. this allows to approach these products as they are a fair gamble (zero expectancy). that's why there...

averaging 1-2 points per day on the ES is possible provided you're able to cope with DD's of 100 points or so. trading is not about finding a secret formula that might turn out to be a cash cow, but rather, understanding how to deal with draw downs. in this world, your long term expectancy will...

Quote from ASusilovic: very professional. congrats.

lol. i think it is more ricerocket loses a lot of money in market downturns by selling calls, evaporating cash while her portfolio is devastated through sequential margin calls.

you're probably right but do you have the stomach to endure a 500 points loss in the dax and calmly wait for the eventual come back? this goes back to curve fitting problem. the fact that our current trend line projection points towards that particular level doesn't have statistical...

the question is how the hell the world's richest country has so many homeless and abandoned people as % of the population?

a contract?? that's illegal at least in a country that abides to the rule of law. lol.

it falls into the waste management category. :D

i have fully migrated to gmail last year. it has everything outlook has and performs much better. it allows to store as much info as you wish and it is extremely reliable, customizable and feature rich. but wait, google calendar which comes along with gmail, is even better. it allows to share...

big correction is needed. institutional investors are pushing for that otherwise the china market becomes a huge bubble with the inevitable consequences for the world economy when it finally bursts. so the question is no longer whether their stocks are cheap or not, but rather, how to take out...

$600 - comms = $400 :) and an unlimited loss potential. actualy there are many CTA's doing just this for a living. :eek:

no risk, no risk. wtg mymini. http://biz.yahoo.com/bizwk/070511/may2007gb20070510479561.html?.v=1