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Yea they do. The main difference is you can buy short term options cheaper because the probability of the move is lower and and there is less time value baked into the options price. For OTM options, the price is purely based upon IV and Theta(time) . For far OTM options, you are basically just...

If you are at all technologically inclined... consider building one. It will save you money and you will get exactly what you want. Here is a decent reference build: http://pcpartpicker.com/b/gPd6Mp

It depends on the implied vol and how far out of the money the puts being purchased are. For example, the AAPL is currently trading for about $107.30. You could buy a jan 8 105 Put option (thats about the 2% move you listed) for $57 a contract (IV of 21%). If by jan 8, the price is 104.. your...

In your back tests, how are are you modelling limit order fills? Have you done any analysis to try to determine why the 15% of your limit orders aren't being filled? It is to be expected that in some situations, the market will move away from your limit order... your algorithm should be robust...

I don't feel too strongly about undergraduate thesise, myself. Mainly because you usually don't have enough time to perform the research to make it worth while if you have full course load (as you would with a Masters/PhD thesis/dissertation). That being said, it could be a good job interview...

That's easy enough to do, but it would be illegal (need an FCC permit). You could just emit noise (instead of coherent bits) at high power and the correct carrier frequency and angle into the receivers. I'm sure they've thought of this though... and have various redundancies. Same goes with...

I would guess the only papers that contain something REALLY valuable and SPECIFIC would be PhD Dissertations (even than... its unlikely). Once the author is actually practising and not dabbling in academia, it isn't in their interest to disclose working strategies/methods in detail because a lot...

And they have been for a long. The way people reject concepts they dont understand astonishes me....i just wish there were more of them.....

There are algorithms the can interperut textual streams. There are plenty of people out there that algorimically parse twitter for trading signals

Oh, okay...

It seems a lot of you are making the assumption that the computer can only do one thing, and are forgetting that modern computers have far more memory and far faster processors than any human..It isn't algorithms vs human...its human with algorithm against human without. My money is on the dude...

...or use a different computer.

The key is the computer must be adaptible. Any static system will eventually lose

I used to play tournament poker myself, relatively successfully, and I found poker had more to do with patience and self control than anything else...computers beat the hell out of humans in terms of patience and self control

If given the same information as the human, there is no reason the algo couldn't come up the same or better conclusion a human does. This is where practicality comes into play...its hard to program the machine, and its hard to supply it with enough data...but it could be done

In theory, no. In practice, yes....youve just opened a massive can of worms...

Buy out of the money 6E put options perhaps? Admittedly, I'm not familiar with how margins work on futures options, but I suspect they will end up being your cheapest hedge

Based on your trade frequency, I'm guessing you're trading ~1 minute charts?

Great trading Shizo, forget the trolls!

Yup, that's what my plan is