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Jerkstore, I posted this in another thread. These are the Nanex recommendations... http://www.elitetrader.com/vb/showthread.php?s=&postid=2946321&highlight=nanex#post2946321

I agree with you on all points.

It seems you're taking it personal now. You've been shown serious studies which are - again - undisputed on this board or by the industry. These are cold hard facts. I can't blame you for trying to discredit the Nanex guys in a last attempt to save face but we all know they could be...

FACTS. Undisputed FACTS. FACTS that have been confirmed by the NYSE. FACTS that are being taken "very, very seriously" by the SEC and the CFTC to analyse the root cause of the flashcrash. That's enough credit to me.

Of course there is if you're stupid enough to have a simulated stop loss held on your computer. But then you should also worry about your computer stability, power outages, internet going down, your broker's server connectivity.... etc Save the headache and use native stops.

There is no relation between stop fills and the datafeed, unless your stop is simulated by your computer's trading platorm. Stops should be native and held at the exchange.

Let me rephrase, I do think both are bad for the market. Layering is market manipulation and is illlegal. Quote stuffing is a threat to the market structure and therefore it should be illegal. On these two points it seems we agree. You'll always have people whining and blaming others for...

Global Futures. GL. edit regarding the net worth requirement etc it's just basic insurance that they can come after you if shit hits the fan in the markets and you owe them more than your initial 3K. When you are long enough in this game you know anything can happen, especially the worse...

Then maybe you should have set her up financiallly for the rest of her life after you are gone. It would have made things easier for both of you. Also bringing someone who has no clue into trading is a double edged sword. Even with the best teacher and generated trading sgnals, most of the...

It seems we pretty much agree on all that layering/quote stuffing thingy. Although until I'm proven otherwise I still think quote stuffing is a serious threat to the market stucture as shown by the nanex guys. I would have to read the articles again to see if they mentioned which stock was...

Now, let's get rid off the useless noise making bots, aka quote stuffing algos. MAN 1, BOT 0. http://www.nanex.net/FlashCrash/FlashCrashAnalysis_CBID.html BATS Improvement: CancelBot is Dead (or in hiding). Publication Date: 09/15/2010 In our Initial Flash Crash Analysis and...

Agree that ZH misused the term quote stuffing on this one. Nonetheless, layering/market manipulation is illegal. About time someone gets fined for stuffing the book with fake size.

Just as an FYI, yesterday Nymex and Comex orders seemed to have been generated "which were not entered by the client"..... better to be safe than sorry and double check the trading statement IMO... http://www.elitetrader.com/vb/showthread.php?s=&threadid=206678

ATTENTION ALL NYMEX AND COMEX TRADERS! * Between 14:38:00 and 14:44:39 today, the CME experienced problems with I-Link sessions involving NYMEX and COMEX products. The result of these problems was that orders and fills were generated which were not entered by the client. * PLEASE REVIEW...

We all go through these painfull times at some point in our life. Both in friendship and in love, betrayal is the risk when you give your trust. It's part of the game. But don't worry, you will toughen up. My heart grows cold and hard as stone Time goes by and the last laugh is mine...

Odd, is that you!? I like that cow boy attitude, man... WTG!! :D <object width="480" height="385"><param name="movie" value="http://www.youtube.com/v/zGCdBsOIKYA?fs=1&amp;hl=fr_FR"></param><param name="allowFullScreen" value="true"></param><param name="allowscriptaccess"...

There are many ways to add a Stop Loss element to a strategy. Maybe that's one of the reasons you didn't get satisfying results in backtest. Personnaly I use more than one strategy, and I found that a dynamic - as opposed to a static - stop loss approach does a very good job. :) No offense...

WTF said that was a breakthrough? I clearly stated that was an interesting subject and hinted to previous discussions.... So now let's hear what this genius has to say about either the thread's topic, ie Stop loss or that particular post regarding the randomness nature of the markets? my...

Nanex published an interesting study on the flash crash and how quote stuffing is linked to the drop. They recommend a 50 ms quote expiration rule. I see some people here like WinstonTJ are well versed in networking and equity markets, I would appreciate if you guys could comment on the...