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the pegged limit one.

Woah... I never heard of that. That would be very beneficial, I wonder if IB has such a thing

If you trade stocks especially during the morning hours you'll find that the spreads on these suckers unless your trading the most liquid of liquid stocks are huge. Therefore you can not afford to enter MKT orders or marketable LMT orders. So you have to enter LMT orders or else you have no...

just wondering if anyone knows the name of a real good news wire?

Truthfully if you demand that the program have ALL those features really the only way to do it is to create your own ATS from scratch. I have looked at them all, but decided to build my own in straight C++ It's one hell of a process, but you really can do ANYTHING, everything you mention...

Say you have been trading for 5 years. You're profitable, but not extremely and are thinking of doing something else. What can do you? I can't imagine you can get any job worthwhile with a 5 year gap on your resume.

actually what I'm really looking for is an order that is 100% not visible. like if I bid @ .50 100 shares. and 0 shares are still displayed, then someone else bids 100 shares @ .50, it displays 100 shares, but there really are 200 shares there. then a sell market order comes in for 100...

for futures? for stocks?

Hi, so are you saying that your hidden liquity order will be filled first and saying that you can place hidden liquity orders on ECBOT and GLOBEX?

First, can you place a bid marked "hidden liquity" for the YM / ES / ER2? And here's the other question. Say I bid 1 contract for 12000, and make it hidden liquity. Then someone else bids 1 contract NOT hidden liquity for 12000. (so I'm there first) A sell market order comes for 1...

I don't keep the greatest records, but I do keep some as I'm trying to find this out. If on paper your edge for a strategy is .15% with no commissions and slippage, what would have been your edge had you traded it live? Is the spread of the stock a function of the cost of getting into the...

actually I use std deviation, but yes std dev neutral

mech. market neutral as in = $ long, = $ short

Just wondering your comments... - The x axis is num trades, and the start date is nov 8th 2007. - also, this strategy is MARKET NEUTRAL! I use no stops or Profit targets

Don, is your web site going to be up anytime soon?

I understand that the difference between the futures and the cash is dependent upon the interest rate (for the cost of carry) but does volatility have anything to do w/ it?

NYOB, do you read the accumulation of all the tapes or do you read just a certain tape

If you are trading a NYSE listed stock and you see for example 100 shares @ 50.75, say from a basic data provider, like IB or IQFeed. Is this print a combination of all the exchanges? ACRA, ISLAND, etc so you really don't know which exchange it occured on? or is this a print that occured on...

if you have a profitable system would IB ever piggy back your trades or would they never risk such a thing?

say you have a winning strategy that holds for 3 to 4 hours. Situation A: You join a prop firm that is an actual broker dealer. Situation B: You join a prop firm that is a sub LLC of a broker dealer. Would the people who are in charge of monitoring your trades or anyone who has access...