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  1. J

    Which setups are more attractive?

    I agree based on my poker experience. I think the first will have less swings meaning you can bet much bigger.
  2. J

    High-Speed Trading No Longer Hurtling Forward

    How can you think they spend 75 million on technology? That's an absurd number.
  3. J

    USO vs Crude

    Sorry you took a good loss, but this is pretty funny
  4. J

    WFC and JPM

    I heard they missed on revenue, which is bad for some reason
  5. J

    are there any day trading funds?

    By day trading fund, do you mean something like a proprietary firm? I think they would have fees higher than 10%
  6. J

    ONE HFT algo made up 4% of all quote traffic last week.

    yeah I'm sure these guys are spamming marketable orders
  7. J

    NYSE Retail Liquidity Program

    How come NYSE never has subpenny prints? Are the RLP trades reported differently?
  8. J

    Trader P/L 2012

    look for Don Bright's posts. He used to trade them like 5 years ago
  9. J

    Trader P/L 2012

    Everyone in our shop used to trade them a while back. Just wondering what shops have everyone trading the same strategy
  10. J

    Trader P/L 2012

    Do you guys trade imbalances at all?
  11. J

    making market

    inventory as in trading high volume but never taking on any significant amount of shares
  12. J

    making market

    Yeah all the other orders are definitely automated. It kinda seems like they are just flipping from the bid to the offer not taking any inventory.
  13. J

    making market

    Any of you guys make market by hand on the larger spread equities? It seems like it could be profitable but I haven't really heard anyone talk about it.
  14. J

    TZA is a buy now for a 15% profit in less than a month

    You know all the indexes are almost the same right?
  15. J

    Bull etf or Bear etf, which one to use?

    A couple of months ago, I saw it costs about a dollar per share to borrow TNA for the day
  16. J

    atticus' "ship it" vol trading journal

    So what does posting an offer of 12.00 do if you aren't posting offers in individual contracts?
  17. J

    atticus' "ship it" vol trading journal

    Not to derail your thread but I'm guessing 10.95 11.58 12.20 is the bid/mid/offer for all three components of the fly. How do you post an offer of 12.00 when you are trading different contracts? Or does it just cross the market on all three when you can get 12.00?
  18. J

    Bull etf or Bear etf, which one to use?

    Most leveraged etfs cost a fortune to borrow. Just trade the SPY
  19. J

    How do you emulate slippage in a backtest?

    Take the size of your order. Small orders will be simpler. Look at the depth of book and compare to what kind of order you are sending. If you are buying 1000 at market of ARCA with a proactive order, first you will buy the displayed size at the nbbo, then your order will go through the arca...
  20. J

    Intraday data

    That data is free, you can do anything with that. In terms of distributing or selling historical data, I believe there are a couple hoops to jump through. A lot of people do it though; it is not impossible.
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