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I've been with them for 16 months and have received excellent treatment. AF, X_TRADER (platform) and GHCO (clearing firm) is a highly professional combination.

I stopped by and chatted with a gentleman from CBOT at their booth. I can't recall his name but after answering a few of my questions, he gave me a CD on bond trading, a CBOT T-Shirt and a reminder that a Jeff Campbell from CBOT will be giving a presentation tomorrow (Saturday 11:00am) on "Key...

I didn't see you or anyone else wearing an ET T-shirt. Pity, we must have just missed each other. Don told me that you, Baron, AMT, astocktr8r and other ET-ers would all meet up at 4:00pm near his booth. Well, I was there but no one else showed up. The waiting really pissed me off, and at about...

Yes.

Usually I lie on a bench, pump up my 19" blow-up doll and do 385 jerks.

Harry, I think variance is covered by the following 2 quotes :

Before you thank me and "change the way" you "do things", be forewarned that, while it is simple and far from earth-shattering, this is something I didn't find in a book but which I developed for my own use. Having said all that, you're very welcome.

Sure. Take a simple case of doubling your money in one period of time, say a year, which we know is a 100% return. The formula for the rate of return is : (1+1)^1 - 1 = 1 To convert this to a percentage, we must multiply by 100, giving us 100%. So my friend, you forgot to (1) subtract...

You made 2 mistakes, Thunderdog - it should be 1,677,721,500%.

Actually, the annualized return after compounding is 16,777,215% - you forgot to deduct the principal.

I find that this data uniquely identifies the bid/ask for my purposes. Where there is room for ambiguity, an A (ask) or B (bid) appears in column 30 (Ask/Bid Indicator) of the CME file - during RTH, there may be 3 or 4 occurrences of this per 1,000 records. Why do you say 70-80%?

Let's take today's (November 17) CME data file, gx031117.iom. The format of this file can be found on the CME website : http://www.cme.com/dta/hist/ftp_gtimeandsales3098.html Suffice it to say that the 5 digits immediately preceding the last E represent the quantity traded (4 for first...

This may be true for a thinly traded instrument but for something as "viscous" as ES (or NQ), the absence or presence of bid/ask has no bearing on the transaction costs when testing on tick data - they are the same in both cases. I say this because it is a simple exercise to determine the...

You are to be commended for your perseverance in keeping up this and other journals so consistently. Could you please reconcile the above +5.7% figure with the following quote from September 30: Since that last quote, you have made at least 2 week's rent plus 23.50 ES points on your ES...

Good point, but we're traders and take calculated risks. (Where on earth could he have picked up sooooo many pop-ups? :p :D)

almotor just answered your question about 10 minutes ago on this thread : http://www.elitetrader.com/vb/showthread.php?s=&postid=371785#post371785

I can't explain why, but I'm reminded of an old but true story I read in the great British comic Spike Milligan's book "Adolf Hitler: My Part in his Downfall" (1971). Milligan kept ignoring his call up notices for World War II, till finally he had no choice but to enlist: Officer : "I...

It's OK, Pabst. Just right click on the link and Save Target As...

The CME has amended yesterday's gx031113 file to include NQ data. They didn't see fit to do this for the file of October 8 which also had NQ data missing, despite an email from me. (Sniff, sniff, I smell Eurex.)