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Maddening. Also keep in mind that Displayport and Mini Displayport are two different connectors. I learned that the hard way.

There was some talk on the inter webs of FB making a small allocation available to small investors. Haven't been able to substantiate that rumor though. If you all really wanted it, the way to get it was to have someone who has access to SharePost to get 100k then split it up amongst yourselves.

If you can't sell the CDS, you could buy the bonds. Same risk position.

Do you have an ISDA? Otherwise you're shut out from OTC derivatives.

Depends on add/remove liquidity for the overall rates. I would also agree that a lot of people here obsess over rates without regard to execution quality or fit to their strategies.

I'd happily pay the extra .003 if I got better fills on some of the small cap stuff I trade. But it seems SMART polls CSFB as a route anyway.

Has anyone found any value in routing to the various CSFB algos instead of just using IB SMART?

When people here say that "nothing works," what they mean is that either they lost, or were unable to find something with a Sharpe ratio of 10 so that they could leverage up a piker's stake into a living.

FIX is the api.

What do you guys think is behind the recent selloff? Index Rebalancing, Hedge Funds selling due to risk constraints? No one else left to buy?

I think the order references show up when you download trades to Excel. Maybe you can track them like that? Manually mark each order with a strategy name then sort them that way. I don't think this is something you can do in TWS.

The OP doesn't understand that the SPX and SP500 futures/options are different products and trade on different exchanges, even though they are all derivatives of the SP500 stock index.

I wonder if everyone used IOC orders exclusively that there would be no latency mismatch for the HTF to use against us. Of course with the quotes being 500ms or more away from the real NBBO, how do you know where the market is?

One massively diversified ETF? VTI? What other assets are in your overall portfolio? You should treat them all as one. It doesn't really matter what accounts they are spread over, other than taxable/exempt.

None of the above fit. Event-driven.

Anyone can enter orders. Could be people opening positions in expectation of next day follow through, or people with positions who were wrong and want out. Or firms making markets to capture the wider spreads. There is also more to react to than just the printed report. It moves around based...

The OP is going to do quite nicely trading his own funds if he can continue to put up those kind of returns. Do it long enough and the outside money will find you.

Did it occur to you that DHS has a number of agencies under it's umbrella now that are allowed to carry weapons and dispense deadly force if necessary? Think US Secret Service and Immigration and Customs Enforcement.

There's a pretty good discussion/overview of it in "Algorithmic Trading and DMA"

Related question, where in TWS can you see your overall portfolio greeks?