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Good points. Thank you.

So how do you regulate this?

Please PM if interested.

Is soy milk bad too???

Thank you very much. This is very good! I wish a similar thing existed for futures.

Can someone please provide advice regarding NASADQ MOC/MOO orders?? Thank you very much.

Thank you speculatus

Thank you. A few questions please. 1. Will my fills be at the open and closing price. 2. How do I route this order via the electronic platforms to ensure proper fills. 3. What do I do for NASDAQ orders?

How can one achieve on a guaranteed basis the open price via a MOO order and the closing price via a MOC order in USA equities. In essence if iBm opens at 100 and closes at 101 and I place a Buy MOO/Sell MOC order I want to ensure that I get filled at 100 for the buy side and get filled at...

Some people will never agree to managed accounts (e.g. some quantitative traders) and managed accounts can also be prone to fraud if done incorrectly a la Madoff. If the managed account is with a broker controlled by the trader as in the madoff case.. where's the protection. The ideal HF...

Hello Friends: I've been thinking a lot about the current state of the HF industry and complaints about compensation/fees, etc. So I want to open this thread to debate. In your opinion what is the best HF fee structure that balances the needs of the investor AND the Hf manager...

Sluggo's post is insightful in some ways but doesn't address the dilemma. My philosophical belief is that truly robust systems work on multiple markets, multiple sectors, multiple regions and are truly a "suite of systems". It is very difficult if not impossible to achieve robustness and good...

Quant/Quant-Discretionary Trading Dilemma I have a fully developed and back-tested multi-market multi-strategy quantitative trading program that I have near 100% confidence in. Additionally, I have a quantitative strategy with a substantial discretionary overlay, let say 70% quantitative...

One room office (approx 400 sf) in two room office suite immediately available in midtown NYC. Office is fully furnished and includes all utilities ex telephone. If interested please send PM. Thank you.

I agree; that was my point....consider Excel as your prototyping vehicle. Then use your trading platform of choice for loading data and historical backtesting. I wish Excel could handle the data loading and historical backtesting but unfortunately that capability is not yet in Excel.

Excel has super in-built array handling via the row/column cells; far better than most trading analysis platforms. Again, Excel's weakness is in handling the historical backtesting

Murray is correct in saying "look at programming problems as 'word problems' ". Droskill is also correct in saying visualizing the problem leads to good solutions. I find that Excel is the best tool for quick testing/programming. You can "visualize" your problem and its solution in a...

I don't think so...because with a vanilla front-month strangle - the market can go to my UP or DOWN target and I can still lose money. So I can be right but still lose!! Or am I wrong in this assessment?

Thinking about this further I know what I want is really a clean 'Up or Down" bet. Using my example on Nov 25, 2008 ESZ8 is at 856. I expect it to go UP to 965 or DOWN to 790 within say 14 days. I want to make money solely on the basis of this up or down prediction. I want no vega exposure...

So in sum: A. If I want to participate in market movement (i.e. long gamma) with vega neutrality, I can do the ff: 1. Reverse Double Calendar in a ratio that achieves vega neutrality i.e. Buy a front-month strangle/sell a back month strangle in a vega neutral ratio. So in my example I...