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  1. syswizard

    ES Algo 10K - 20 K positions / day

    Considering the monthly co-location fee and then the CME membership lease, you better be netting at least $5k per day.
  2. syswizard

    About Order Book Models

    I have some interest in this thread since I married a Brazilian. My research indicates: 1) DTN IQFeed supports the B3 exchange....they call it BMF 2) Interactive Brokers does NOT support the B3 Exchange. I was very surprised at that. 3) Rithmic does support the B3 Exchange....they call it the...
  3. syswizard

    CME Micro Fees Going Up Already! 10 cents a RT! 2021

    @tiddlywinks : Thanks much for that.....very cool publication. So, the CME volume was actually dropping YOY as of Sept 2020. And both the Indian exchange and the Brazilian exchange moved ahead of the CME....and I see the numbers only reflected futures and options.
  4. syswizard

    Nashville terrorism

    I am definitely interested in that issue. Was it C4 ? If so, how much ? 40 lbs, 80 lbs, +100 lbs ? If not C4, then what...and what was the C4 equivalent ? Also, how did he acquire so much explosive ?
  5. syswizard

    CME Micro Fees Going Up Already! 10 cents a RT! 2021

    Not sure that is true.....as was mentioned in this thread, India now surpasses the CME: "The National Stock Exchange of India grew 58% to 6 billion contracts traded in 2019, surpassing CME Group to become the world’s largest exchange. CME's 2019 volume in 2019 was 4.83 billion contracts, roughly...
  6. syswizard

    About Order Book Models

    Wow....what a combination: 1) AQR sucks at trading 2) AQR owner is a douche-bag 3) AQR big and well known
  7. syswizard

    Nashville terrorism

    Count me in Dude. Big monolithic entity....lots of bureaucracy...tons of overhead....all resulting in exorbitant fees to the customer. That being said, the latest word is that the perpetrator was focused on AT&T's 5G roll-out...some sort of conspiracy theory. The guy was obviously wack-o.
  8. syswizard

    Nashville terrorism

    Without question and there you go...and so a message has been sent to other companies: Don't make me wait 1 hour on the phone for customer service....or else.
  9. syswizard

    About Order Book Models

    That's not the point. If it were more than 3 letters....then maybe. Example: Why don't you goggle this: "ABC", then try "123" ? For the original poster not to provide even 1 link ? How f*cking lazy is that ?
  10. syswizard

    About Order Book Models

    Welcome to the dumbshits club in this thread.
  11. syswizard

    Nashville terrorism

    Simple: they're pissed-off about their huge AT&T wireless bill. I know I am....LOL.
  12. syswizard

    About Order Book Models

    Yeah Zandty...you and I are just dumbshits in this thread. There are so many "intellectuals" here that know it all. I say that especially after reading that e-book on play theory.
  13. syswizard

    About Order Book Models

    Dude - this may possibly be one of the most incoherent posts this year in ET. Do you want to clean this up ? How about some links ? Who's AQR ? Who's Kukanov ?
  14. syswizard

    Sanctions - where were the previous administrations ??

    Trump Set Record Sanctions Use That Biden Is Likely to Keep December 9, 2020, 2:00 AM EST Updated on December 9, 2020, 5:53 PM EST President issued sanctions about three times a day since 2017 Biden team has signaled it sees value in the sanctions tool The Trump administration has imposed...
  15. syswizard

    Nashville terrorism

    You are right Zandty. And there are many more incidents coming up in 2021. My advice to AOC, Chuck Schumer, and Nancy Pelosi: HIRE MORE BODY GUARDS.
  16. syswizard

    CME Micro Fees Going Up Already! 10 cents a RT! 2021

    Well, this thread has now evolved into several issues....and made them a f*cked-up "mash-up" of sorts: 1) Micro vs. full contract commissions and fees as a percentage of points 2) Margin requirements of Micro vs. full contract 3) Slippage differences between Micro vs. full contract
  17. syswizard

    About Order Book Models

    Well, at least you are starting with SOMETHING. When Jim Simons https://en.wikipedia.org/wiki/Jim_Simons_(mathematician) of Renaissance fame started building automated trading models, they had nothing and ended up writing over a million lines of C++ code. Keep in mind that you are tackling an...
  18. syswizard

    About Order Book Models

    And not to mention two important issues: 1) Fees and Commish: you can create a winning trading model/system that is profitable BEFORE fees and commish...and shows a great equity curve upwards. Then, when you apply fees and commish, the equity curve is ....STRAIGHT DOWN. A loser. 2) Using Level 2...
  19. syswizard

    If I cancel level II and just have level 1, will it be enough to get real-time data?

    Well you guys are much better than me at that level of analysis. To me, Level 2 is like playing a video game. Of course, traders like Navinder Sarao were pretty successful at it. Of course, he got "fed up" with all of the spoofing and fake orders....then he effectively got arrested....and now he...
  20. syswizard

    CME Micro Fees Going Up Already! 10 cents a RT! 2021

    Yeah.....I guess I can't do basic math. Nobody is paying attention because we can't see the numbers and the assumptions. Here you go: Clearly when you multiply the micro fees by 10, they are way above the regular contract. ES, NQ, RTY, CL 0 - 2999 $1.23 $0.02 $0.75 $0.25 $2.25...
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