Search results

Basketed pairs across equity indexes / interest rates / fx / commods & related broad ETFs.

nonsensical drivel from failed retail "traders". tragic & a little bit hilarious.

wow .. this is like reading a trader arguing with a paranoid housewife. no offence intended to housewives..

I think it could be rephrased as "I am taking some data samples. Where should I take my samples?". To which I would say .. in the absence of transaction costs .. it doesn't really matter. * Note the IB does not supply real ticks. They are snapshots. But again .. that probably doesn't...

"What strategies do you guys use?" Macro basket mean reversion.

It really depends on how much you want to spend, and what your minimum requirements are. * May be worth having a go yourself using Excel macros first -- which is not really programming. IB provides an example spreadsheet that hooks into TWS. It's somewhere in the API section of their website...

IB has an Application Programming Interface. That means that a programmer can hook into IB's TWS, and automate the orders for you, just like you were entering them manually. No extra software cost. You just need to find a programmer. Failing that, IB can also hook into Excel. If...

Right .. so, 1 tick divided by a small premuim = a wide spread. I'll assume you're not a dick .. but rather that you're exclusively trading deep in the money .. which is the only way your comment would be correct.

Lower overhead. Ability to chase smaller scale overlooked strategies. Access to any market in any timezone, without treading on the toes of another desk of gorillas. No list of excluded names.

I think you're looking at it backwards.

That the spreads will gradually destroy you, like anywhere else. Charts work just as well as anywhere else, and, that’s not a positive statement. Market Makers love Korea.

Yes there are trolls .. but there are also very annoying “traders” with obviously losing strategies, passing themselves off as winners here. Quite lame & pathetic. Needs a clean out.

Taking into account retail transaction costs, even 50/50 is optimistic. The longer term bias will not help you beat the passive market return. Accuracy of entry is not really a problem when a strategy is automated. Trend traders .. sigh. Never mind. Better than random entries assume...

No profitable trader sees delivering courses or writing research as an opportunity... These are jobs for failed traders.

Ok .. but there are some numerical details that should probably be discovered one's self.. not to be given away err .. for free.. Wouldn't you think that pairs should revert to a mean on a timeframe known before the trade? Otherwise, it might not be mean reversion - more like mean chasing ...

If the 50/50 problem is not solved, then all else is irrelevant .. "money management" or not. No one wins a coin flip game.

+1 You will go far.

It's all relative. Perhaps there's a weak dollar related manufacturing boom coming to the US. Got a trade certificate?

Based on recent posts, I would have to say -- why not just take single stock directional punts.. This is not mean reversion.

Why not say: "2 stopped at +1000000 cents each (+2000000 cents)" Same logic.