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Good insights. Thx.

Even if your thesis that the market is just repetitions of minute scale patterns (and this may be true), is HFT the way to exploit this? Is HFT still a viable proposition given the high risks involved and the very high transaction costs. HFT seems intriguing because of its novelty, but it...

My concern has always beenwith the issue of transaction costs. How can you make money given the high transaction costs and the small margins you attempt to capture? In addition, what is the 'edge' in this so called HFT? I can't discern it. Furthermore, I think HFT and many so-called "arb"...

Hilarious but true!

High Frequency Trading (HFT) seems to be the new rave on hedge fund street/wall Street. Is there really an edge in this strategy or is it just lot's of the typical Wall Street hype? All comments, experiences, insights, will be much appreciated. Many Thanks.

Thanks for the comments. Any more comments, ideas?

An issue I have debated with for many years is what is/are good risk metrics. Sharpe Ratio, Sortino Ratio, etc all have their disadvantages. What do you feel are good risk metrics for a trader/fund? How do you assess a trader/fund for "riskiness"? How do you determine that a trader...

What problems did they find with RefcoPro/Currenex? Could you be specific? Thx.

That thesis had been invalidated. Electronic trading did NOT drive away business in the stock indices and interest rate complexes, indeed it enhanced it!

True - comms enhance the volume for specs and vice-versa, but this does not mean, either side ABSOLUTELY NEEDS the other side for a viable market. At least this is my thinking.. I'm interested in hearing the opinions of others who are more experienced.

XP on both PCs. Outlook on old PC; OUTLOOK 2003 on PC2

I recently installed Outlook 2003 on a new machine and wish to migrate my Outlook settings/folders, accounts, etc to my new machine/Outlook 2003. How can I efficently and quickly do this? So far, I have done a quick and dirty migration, by copying some outlok files (outlook.pst, archive.pst...

NYMEX locals/market makers are overrated. It's very simply a basic economic question of supply and demand. I estimate that at least 40% of trading activity in crude/natgas is purely speculative. If EurexUs lists these products and attracts even 80% of this speculative traidng volume...

csidata.com

It seems you assume that all trades in energy products are by commercials. I would guess that over 40% of the energy volume is purely by specs who would frankly PREFER cash settlement. In sum EUREX US should launch cash settled energy products for the specs and the commercials can stay at the...

Good Stuff! Now launch energy products!

However, the liquidity seems low - typically 3m by 3m compared to about 15-20m by 15 - 20m on currenex. Have others noticed this? How does IB plan to address this?

Many so-called "arbitrage" strategies are actually stealth negative gamma, negatively skewed startegies - convert arb, stat arb, fixed income arb, soem relative value arb, etc. But of course most investors love these strategies because they have high Sharpe ratios..and that lead's to...

I think EUREX US should: 1. List all the CME FX products - majors, minors, crosses. 2. List crude and natural gas. 3. Waive all exchange fees for an intro six months period.

Any thoughts on this?? ===== Eurex move on forex signals clash with CME By Jeremy Grant in Chicago Last Update:4:05 PM ET June 9, 2005 Eurex plans to offer foreign exchange futures contracts this year, as the Frankfurt-based derivatives exchange tries to boost its fledgling US...