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I don't trade options but i got a lot out of reading the vanilla part of 'Dynamic Hedging' by Nassim Taleb...

Not sure about this. If you mean the ND quote lags the NQ quote then yes, of course it does. But if you listen via squawk to the SP v the ES they move in tandem so no reason why ND and NQ don't move together. At the end of the day the ND has to lead because that's where the size gets traded.

Head back...open mouth...here it comeszzzZZzeeeeeoooooommmm..... Qcharts no; Esignal yes GB M2-DT; 10year bond future tick value 10 euros; tick size 0.01 IB trade Eurex so yes aaaaaahhhhhhhhhh....was that nicey-wicey...? spoon feed maybe but I draw the line at burping you too...

they don't come any more liquid than the bund on Eurex. average > 500,000 per day...some days 1,000,000+...range average in the region of 25-50 ticks in your timezone too! margin is 1600euro per conntract i think

That's not my experience. I have been in an environment where we had Bloomberg, Reuters and MNS. The LEAST reliable news service was Bloomberg. Reuters was the quickest/most reliable followed by MNS.

Strangers and acquaintances every now and then comment on how "quiet" and "peaceful" I appear. Most of the time its said condescendingly, but sometimes a compliment. It kind of sums me up.

Nic, Stepping back from all this for a moment. You NEED to keep on with your maths. Its your technical prowess that will make you bucks in the City not this politico-economic nonsense. The guys you see on TV and in the newspapers are just the "salesmen" for the IBs. The money makers are the...

Such places do exist (sort of). LIFFE has a list of those that trade its markets: www.liffe.com, under How to access the LIFFE market and click on Trading Bureaux. Generally you're look at 1000gbp+ per month fees for desk space, PC +screens plus execution software. Futures commissions are...

www.cqg.com carry EUREX and LIFFE futures and FTSE350 stocks (top 350 by market cap) and at least 40 German stocks. datafeed speed and reliability is excellent (for futures at least, couldn't say for stocks) for EUREX, side-by-side CQG was generally faster than eSignal by up to 10...

On this general subject. Does anyone here use GNI to day-trade UK/European/US stocks via CFDs? Their initial commissions: 0.25% per side GBP UK or 0.08 per share USD per side US seem way to high for this...anybody getting lots lower?

www.patsystems.com woud seem a good bet :p

re gaps: don't forget the rest of the world trades stock indexes too and the open of the US markets can (yes I know its shocking :D) be gapped by moves in Europe. a typical scenario might be post-close US news which is moderately bullish but when Europe opens the follow through just isn't there...

The classic alternative is to put a scalp trade and a longer term trade on at the same time with same stop. Another way of saying this is to scale out of your trade in tranches, say 1/2 at scalp profit target, 1/2 a higher timeframe support/resistance. Its not as profitable but it helps the...

yes firms capital payouts determined by market etc etc risk control should be somewhat automated for vanilla products - what the "risk" department does will vary from place to place.

www.macfutures.co.uk take on graduates and others and train them up to trade on EUREX, LIFFE etc. Last I heard they were going to do forex too. They are probly similar to the prop trading firms you hear about on this list. www.curvalue.com/co.uk same idea but i think the guy who set up...

Read the article(s) on Japanese banks at today's www.ft.com (22.11.2001). They seem to have trouble getting access to the foreign exchange market never mind trading well in it. IBJ are probably small sized in almost everything non-Japanese. Check out if the won any awards from Euromony, Risk...

I have a follow-up question for any PATS API programmers. Has anyone coded up a COM (VB compliant) wrapper for the API? My preference is to code in VB/Excel VBA and writing the COM wrapper myself in Delphi to enable me to do this looks like a pain in the ....