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Portfolio margin would help, but probably not the OP's case. Correct me if I'm wrong, but I don't think PM offsets futures against stock just yet. You'd have to hedge with index options or SPY. So 1 MM in stock and -1 MM notional in ES would still get you in trouble over the variation margin...

Might we ask what level of leverage you were using? Or are those cash-on-cash returns? I'm still looking for strategies, and I think the sweet spot is exactly what you mention.. high Sharpe stuff that lacks the capacity for institutional money to be interested in.

70% CAGR is something to be quite proud of. Way to go, and thanks for the advice.

It would seem like if there was a big edge to entering on the opening, it would be profitable to exit on the very next print. Holding for 15 mins and tape reading would imply that the edge comes from the tape reading rather than from getting in on the opening imbalance.

So the HFT guys are basically using flash (fill or kill) orders to look to see if there is hidden liquidity out there, then jumping in front of it? But much faster than anyone not colocated could do? One solution would be to level the playing field for quotes. Colo all you want, but we are...

You are comparing a temporary choice of sexual partner with a permanent overall sexual orientation. Do you think the guys in prison would be hooking up with each other if there were women available instead? A similar situation is a gay man who is closeted and afraid to come out due to...

There is a very clear difference here. Incest is prohibited because of potential birth defects in their inbred offspring. Again. Very clear difference. Dogs are not human adults. Like children, they cannot consent to sex. Yes, I'm gay. And by the way thanks for comparing my sexual...

Find the instrument in TWS and sell it. I got the impression most bonds were hard or impossible to borrow for shorting though. Might be easier to short TIP etf.

Watch out when looking for a hardwired ethernet connection. In a lot of hotels, they have the hardwired ethernet hooked up to a wireless bridge, so it's not really a home run to anywhere. You can spot it if there's a little antenna on the box the cord is plugged into. If your strategies...

If you're really trading a robust system with a Sharpe of 2.5 the money will eventually find you. I'm assuming you're already trading it with everything you've got?

Interesting question. Wonder if there is a prop that has access to and can sponsor you for cash bonds and OTC derivatives? Most ET prop guys aren't going to have the money to trade in large enough lot sizes for it to work though.

Could you get a job working for your hedge fund friend? Even for slave wages it would be worth it for the experience.

Sell volatility and pray.

I found a book at the public library. It doesn't look that hard to me. I scored over 70% on the practice test without reading the book. The stuff I missed had to do with fixed-income and broker-client specific stuff.

I don't think anyone's talking about the government taking over medicine, just the payment mechanisms for it.

the .14 is probably because the underlying is hard to borrow, or there is some kind of dividend declared. make sure of your costs on the short before you put this trade on.

Why do you need prop at all for futures options? Doesn't everyone basically get the same SPAN margin, even retail accounts like IB?

Uhh, shouldn't the OP just use a quality data feed that has been adjusted for corporate actions and dividends already? Such as CSI? You can also have the database include delisted stocks too, but it's pricey. Or is he running a strategy that needs both sets of data and a list of when all the...

A million dollars in assets isn't that much money anymore. Most joe sixpacks are going to be lucky to get a 4% real return long term, so that's only 40k a year. I can't image retiring, having a ton of free time but no money to spend living the life of leisure. At least the successful traders...

I didn't know ML is married to Tabitha Soren former MTV anchor.