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Pardon my ignorance as I live on the west coast, but what is the Lincoln Park type of crowd?

I saw a food show on TV last night where the guest visited a hot dog restaurant in Chicago called "Hot Dougs". It has a reputation for serving killer hot dogs, a Chicago specialty. So knowing that serious traders take everything else in their life seriously, I wonder where some of you local...

I find it interesting that you characterize this spread relationship as having a "fair value", a term generally reserved for pure arb where it holds true for equivalent trading instruments where mean reversion works. Spread trades between two stocks like this are stat arb, where mean reversion...

Your mention of Heathkit put a smile on my face. You must be "oldtime" to remember that venerable company. When I was in high school, I built a Heathkit shortwave radio. After many hours and lots of solder connections, I surprised myself that it actually worked when I turned it on. Ah, those...

I suggest you begin your journey by focusing on modeling and backtesting. Trading is the last step, and when you advance to that step, trade very small until your performance warrants larger positions.

Mission accomplished. Thanks from a grateful lurker!

I think I understand what you're saying ... the markets should be mutually exclusive to the greatest extent possible (beyond the systemic risk asset correlation that impacts everything). This distinction makes your approach different from common spread/pair/relative strength approaches which...

Mav, your statement suggests that your comparisons are made using any combination of liquid markets. Is this true, or do the markets have to be related fundamentally or by correlation?

Sounds like a great example of Game Theory: understanding the mechanics of the process (rules of the game) to exploit an inefficiency (opportunity). Not much different than a floor trader who sees a large broker entering the pit, providing an indication of where order flow is headed. This...

Don, would you classify this tactic as an implementation of Game Theory?

Look at the Processes tab in the Task Manager. Click on the CPU column to sort by processes which are consuming the most CPU. Which process is the CPU hog?

I would place the greater importance on your trading software which provides the features and ease of use that makes your trading profitable. The computer hardware should conform to support your software, not the other way around. If you later decide to install new trading software, you...

Can you share some of their insights? If they are doing well, why not just follow them?

Need more information: Does your trading software have any platform restrictions that would limit it to MS Windows? Do you enter your orders manually, or is your trading system automated?

That's the caution I am offering. The risk of heat and laptops are something consumers are not aware of because they are not IT professionals. The consumer who consults with others on forums like this one should be better educated than the average purchaser. Even if you are not an engineer...

As a couple other posters suggested, you should consider a colocation or managed hosting arrangement where your automated trading software is running at a commercial-quality data center. They will offer more reliable internet connectivity than you can cobble together yourself at home with...

Ooops, you just slipped back again.

Your post with references has just elevated this discussion.

The ETF market makers are probably executing arb strategies continuously intraday to keep the ETF aligned with its components. Of course, they will have market maker advantages. So that's tough competition. There may be a brief opportunity at the session open when overnight gaps throw the...

Well said. The laptop's battery provides instant failover if the AC fails. And use a standard UPS to keep your modem/router going so you keep your internet connection.