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I did not see this mentioned in prior posts, and it's been "bugging me". I know the brokers are hyping ETF's and ETF options. But given the fact that index options have favorable tax treatment of the profits and greater leverage and lower commissions , why would a trader take ETF option...

At this point, I doubt if he is still alive......seems to have absolutely left this planet....without a trace.

....and Big Bear came out of hibernation today and has said there is no place to hide: Real estate, bonds, stocks all getting hit now.

Great call for today Art.....the Russell 2000 really showed it's true face in the wake of higher interest rates....very weak. Lot's of growling today....across the board.

Did you mean 4 ticks or 4 full points ($400/contract) ? WIth the VIX at this low level, I can't imagine how crazy this contract will trade if volatility increases. It's very frustrating with many runs against "obvious" stop levels during the day. I quit trading it and moved to the NQ....as my...

totally agree Art, but I've at least made some money on the short side in NQ this week....the Russell has continued to confound and it is still very strong. The shorts, like me, are having their patience tested.

#3. Reason: eBook included. Makes a huge difference when you want to find some sample code amongst the 900+ pages. Keep in mind, despite the volume of material here, you are still just scratching the surface of the Object model and related methods and properties. MSDN and specialized Excel...

Depends on the data feed. Which one are you using ? BTW: How does the new release look ? Clean ?

I also agree with this. One concept missing here is each trade is a tick, but each bid or ask is classified as a bid tick or ask tick. Thus, you may want to consider SIZE and this structure: bid bidsize ask asksize ---- --------- ---- ---------- 40 300 40.5 200...

So if you were trading 20 lots for each trade, you made 2.31 Russell points NET then ? Wow, that's very good.

Actually StrategyRunner would not be a bad choice...they appear to have licensing agreements with many different brokers. The platform supports both gray and black box set-ups and it's datafeed is fast. The trading system interface is DLL-based, so it is very fast....however, VB6 or C++ are...

Sorry to disagree Jack...from my observations of eRL, many, many (but not all !) fast moves up or down get short-circuited when there is a volume spike. Granted, I'd have to run an analysis of this via computer, but even observing the intraday charts, I've seen it many times. And this guy...

Good question, but that would be a lot of work to build in an "easylanguage" type of facility. Best for them to work on other things now like their indicator plotting....there is no way to fix the axis...and the plots draw crazy when the markets are moving. I really like their console...

Most importantly: does bid/ask analysis really provide an advantage OTHER than scalping i.e. swing-trading ?

The reason for this is likely because high volume accompanies major moves. So you may want to look at OBV "peaks" as a place to sell and "troughs" as a place to buy. In other words, fade the volume ramp-up.

Give us the details ! Been using TOS retail platform, Java-based, for quite some time. Very reliable, never goes down. Data servers are rock-solid too. Advanced orders work as advertised. No question, their Java programmers are excellent...as it's very difficult to distinquish the GUI of this...

Exactly what are the problems you've encountered with Tradestation 8.x ?

Absolutely correct. Why ? Props have no interest in futures due to the low margins on the commissions. Interactive Brokers "leveled" that business...and the Props now stay away from futures...natch. It's a "no brainer".

With such a relatively horrible performance for 2006, no question that quant funds still have much to prove. I mean, wow, Windows/XP is at 30 million lines of code and Vista is at 40 million...and both OS's are dumb as shit. They can't talk, they can't see , they can't reason....they have no...

Wow...great deal. I'll be checking it out ! Thanks.