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Add a strategy that sells VXX/VXZ to offset whatever it is you are doing in the Qs.

This is kind of what I was thinking also. But I visited the site and the first thing that stuck out was that you click on this shadow-profile of where you are in life with your money -- and one of them was "Money Trouble." When I clicked on that, the face they associated with money trouble was...

My understanding was that the rebate game itself was rather competitive. I'm not making the connection between slow and rebates; if you could elaborate that would be helpful.

For all you know, they are using the Jack Hershey method and just got really, really lucky on a large bet.

Point taken.

I find myself wanting to be more like a Hindu God and need more hands to manage exploding complexity.

I could do that, but there are other scenarios that need addressing. Cross-strategy communication has more issues than just routing interacting with risk management. Hedging problems fall into this domain as well. I suppose it suffices to say that one hand needs to know what the other hand...

No. That generally never happens for me. All of my forecasts tend to align. A better example might be something like choosing to remove shares on one exchange vs. another, but only letting one system take the shot instead of both. Perhaps EDGA and BYX are both showing shares, but maybe my...

This is another opinion question. I have multiple entry and exit signals, but some signals are disabled when other signals are in operation. But the way the communication works between the signals, I have a sort of common structure that has a set of boolean variables, flipping on and off...

And by harder, I'm also including the costs for infrastructure. With futures, you can pretty much focus on just a few exchanges, but with stocks it seems like you need infrastructure for multiple exchanges, multiple fees, and have more routing decisions to make, more communications...

He's not advocating a gold standard; he just wants to legalize competing currencies (commodity baskets, gold, etc.). This makes sense, since people will just gravitate towards the currency that protects their purchasing power the most.

I'm looking at some highly traded NASDAQ stocks and notice the bid/ask changing alongside the direction of the ES (or NQ), like I see the ES go up and see the bid grow larger slowly, etc. I want to answer my own question and just say they're reserving an order there for the off-chance...

You are the best. Please continue this tradition.

Can one of you ES pros explain the price action when the ES is at the bottom of a trend and there's a volume spike and it reverses? Is that what technical traders call a pivot? Let me give you an example time -- ~14:30, Dec 16, 2011. What is happening there? Just someone buying while...

Good post. To answer, I have a dirty piece of code that I like to tweak a lot. Sometimes the tweaks aren't obvious to me and the script goes through several iterations, edit, run, edit, run, edit, run. But since the runs happen on a large dataset, the "quick and dirty code" ends up loading...

I have been auto-paper trading the ES and my performance is mediocre. I'm wondering if you guys could spare some links to good ES trader blogs that I could casually browse as I tinker with the ES.

Slippage is always a factor. If you carry 10k shares but the book only offers 200-500 shares at a time per level, it's going to be a real challenge to get out unless you have some smart algorithms and a lot of connectivity to a lot of exchanges. Even if you're the fastest gun on the street...

To explain that C++ comment: Well. in C++, if I put it in a flat binary layout I could just cast a pointer to shared memory and re-use the data. But in python, I really have no idea how the interpreter works or how I could use the data in shared memory. But otherwise, yes, this reload...

Yeah, I thought about it. This sort of stuff comes to me in dreams at night, but when it comes down to it, for a one-man trading operation, it takes a lot of time to do this properly. I'm workng 16-17 hour days as it is, with delusions of trading grandeur. ;-) As much as I love complexity...

So currently I have these massive csv/txt files with lots of tick data. When I run a python script, they always have to load and parse these massive files. It takes a few minutes just to bring up all the data. I would like to do something like load all of these python objects into shared...