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At a glance - filter.m_symbol=”GBP.CAD” ;

+1. (The donkey dicks bit).

More so in the context of multiple venues.

If the market is bid 40.00, ask 40.01 and: you buy with a market order, you pay 40.01 at the ask. you sell with a market order, you receive 40.00 at the bid. Net: - 0.01 Don't over think things.

Come on Steve .. wait, do you really live in NYC? If so, you should get-it about dogs. Also, maybe check the cv of whoever you're abusing.

Can't really see the top end sustaining itself over here, but the effect has been somewhat similar. Intellectual curiosity here as to what made last year "good"? Generally unhappy campers on my side of the world. Decreasing flow the main blame. Equities that is. Re a,b,c - yes. Sets...

+1 :D & you're right about the dogs vs Aston Martin. Funny old place NYC..

$350K dude just has to wait a while. Prices will adjust & Manhattan RE sales people will be the next to whine. Trickle down works both ways.

Maybe, maybe not. Not sure the wall street crowd is exactly the 1% brightest on the planet, other than the exotic derivs guys of course. Lots of average intelligence but awesome sales traders out there, making big bucks. Oh, and shhh, don't tell anyone that that smartest people work in the...

:D This sort of leads to a conversation about queue jumping crossings, and the resulting adverse selection for retail orders. You'll get filled, but you're *last* at that price level.

Similar in Asia. Seems any city where an IB sets up front office, the pay is uncomfortable at VP, and just "OK" at director level, relative to living costs.

sle -- I think this becomes dependent on the level to which the strategy is supported by favourable microstructure as opposed to lumpy distributions. Apples and orages in my world. garachen -- Going out on a limb here, but care to comment on any relationship between tick size, commission...

I get -25%. Either way, time to close this thread.

Hold on a sec .. I thought we were talking unhedged outrights in this thread - flow, passive orders that kind of thing.. If we're talking rates spreads, then, well that's entirely different.

lol .. seems every profitable shop is into virtual or actual market making in one form or another.. with varying degrees of intraday dirty hedging.

Are you saying that your "bread and butter" every-day-trading is not mean reversion? :p Because that would be interesting...

If my account is moved to the "asia server", does this mean that I will lose connectivity to other markets, at another time of the day? (This probably would not be a big problem, but I would like to know ahead of time.) Also -- How would a server move affect my latency?

Ah, still hope for the nimble fingered click trader then :D Imho it's getting pretty instrument specific these days, toward the less liquid end of things.

Boring but effective is nothing to sneeze at. :p That's why ET's here, for intraday entertainment interludes.. Where'd you say the majority of your P&L comes from, algo/manual (after costs) ?

Thx :)