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  1. J

    Whats best for serous ATS: lightspeed vs rithmic vs DAS

    IMO, don't put colocation on such a high pedestal. It's not as expensive as people think, just do it.
  2. J

    Algo/Auto/HF Trading

    Prop traders generally have a risk check the Knight scenario is fairly unlikely. A firm that doesn't let you trade outside the office is really strange. I trade colocated most of the time but I'm usually in the office. A lot of guys trade from home too. You should be able to do what ever you...
  3. J

    IWM close

    I'm seeing the same close price. I believe the options are settled based on the arca close, but it would show up on a chart
  4. J

    The Shorting of Frauds, Overhyped and Bankrupt Stocks Journal

    I think to be an aggressive short seller you need a high pain tolerance. These things are whippy.
  5. J

    Grinding it out, day after day

    It would be great if you continued posting. I learned a lot from the journal. Hope you're surviving the low vol
  6. J

    Trader P/L 2013

    I think I've heard you say you're almost always a touch long vol. It seems like a good idea
  7. J

    News Feeds

    Can anyone recommend a good news feed? I've tried flyonthewall and briefing but they seem to be really slow, as in stories are late several minutes or not even shown. Is bloomber/reuters the only the way to get stories in a real time fashion?
  8. J

    VIX as a stock?

    I'd also be interested in a similar etf for interest rates
  9. J

    The Shorting of Frauds, Overhyped and Bankrupt Stocks Journal

    imo MDBX is a totally different story since it's OTCBB where 100% moves aren't too uncommon. I've been eyeing an UNXL short. Looks a little dangerous though
  10. J

    Can it be done?

    Does that really work in futures? I think it's an almost dead game in equities.
  11. J

    Does anybody use the common indicators in their algo?

    I don't use anything resembling a chart, but I do pay attention to the clock sometimes
  12. J

    Strategy per day

    What do you mean by different days? Many strategies don't apply everyday or all the time.
  13. J

    Directional edge testing

    I think he's just testing percent profitable if the targets and stops are equidistant. I think flatline means no longterm directional edge.
  14. J

    Directional edge testing

    I think he's just testing percent profitable if the targets and stops are equidistant. Doesn't it make sense that the chart should flatline? Isn't it charting number of trades and % winners?
  15. J

    Delta Hedging long vs short

    Isn't it more difficult to maintain a short delta neutral portfolio than a long portfolio? Say you have a long straddle. It seems like it can be dynamically hedged by posting passive limit orders on the underlying meaning you can hedge as fast as the underlying trades. While a short straddle...
  16. J

    Trader P/L 2013

    Sorry, meant the specific edge, not your trading capabilities in general
  17. J

    Trader P/L 2013

    If the edge is lost would you mind enlightening the uninformed? ;)
  18. J

    Trader P/L 2012

    A couple guys talked about that. I don't understand why short ETN, long CBE would be better than short CBE and cover.
  19. J

    Trader P/L 2012

    I'm guessing you weren't long CBE
  20. J

    Backtesting of HFT strategy - Limit Orders

    Yeah just trade. Estimating back test fills is a pain so just do it for real.
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