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I do a lot of trading in my main taxable IB account. Several of my intraday strategies are reliable and proven enough (and largely long only), that I would like to stop paying taxes on those consistent profits and earn these gains in my Roth IRA. I do not presently have my IRA at IB and would...

Kickstarter. Make a good pitch and see if you get enough interest.

The short term is definitely more predicable than the long term. There are stocks where you can predict the next tick with near certainty (and of course that is not enough to be profitable in those cases).

What are your thoughts on exchanges giving structural advantages to certain groups - DMMs, floor brokers, super high rebate tiers, naked short selling exceptions, etc? How much to do you think these things help for HFT compared to a startup HFT shop without any of those advantages? Do you...

Hmm, just referrals I guess. Good enough I don't need to trade insults with people whose English and motivations are questionable. I was hoping for a meaningful discussion of the topic, but you clearly aren't interested in that. Goodbye.

I'm not sure what you're trying to sell with your negative attitude here, but I'm pretty sure I know when my PNL is positive, lol. But I do agree that good quality execution is very important.

Breakfast? Depends on how you trade, but I could easily spend 30-45 minutes getting ready for the day, studying market sentiment or overnight news, updating model parameters, starting all the trading aps, reviewing interesting charts from yesterday, maybe trading in the premarket, etc. by...

Illegal for the little people. Congressmen could legally trade on their knowledge of upcoming legislation, Fed briefings, etc, as could those they "tip" since no duty was owed by the tipper in this case. Some people come to Capital Hill without being millionaires, but no one leaves that way.

I disagree with your premise - if your costs are high, you trade less and only when you have enough edge. The commissions aren't a surprise - if you dont have enough profit margin after all costs, leave the trade to someone else. In the 3rd tier at IB, 15 mils/share means I trade for free on...

I take it you aren't storing times in your files? If your file format was <time> <signal value> Then you could plot multiple signals like you want and they'd line up properly. The gnu plot for doing the plot would then look like Plot "file1" using 1:2, "file2" using 1:2 Failing...

Thanks for the tip. Those caps are pretty annoying sometimes, and there are other unspecificied rules IB has regarding an "orderly" market where they will cap or hold orders. I don't want an orderly market - I want a big move where I can get in early.

Lol, true enough. The problem is that for long short trading, your ROE scales directly with your leverage ratio, so if they take me down from 6:1 to 1:1, my ROE will be only ~1/6 of what it was (ignoring financing costs). I heard ThinkorSwim offers portfolio margin with API and 15% on all...

Thanking them for increasing the margin requirements on my shorts?

I agree - did they get burned in small cap names? If not, why are they doing this when it will cause customers to trade less and earn low ROCs, presumably going elsewhere if necessary. Does anyone know if this will apply to portfolio margin calculations as well, somehow? One of IB's main...

And now that the Feds are paying, they care even less than you would how much things cost. Pricing is going to get worse, not better. More people covered + fewer doctors (since pay/reimbusements are getting squeezed) = long lines unless you pay to jump the queue Doesn't help if...

1. Get a better broker, not HFTs fault he's selling your flow to disreputable sources 2. I think that's called "liquidity" and you'd like it if they did that when you wanted to sell 3. Yup. You want NMS protection you gotta show the order. No whining about hidden trade throughs 4. I think...

I know it's old fashion, but i read the news for things that matter.

And a day later, Mary Schapiro resigns as chairman of the SEC: http://insurancenewsnet.com/article.aspx?id=365129 http://www.insurancenewsnet.com/article.aspx?id=365115&type=topnews#.ULPGemfhdrd ... and nothing of value was lost. Gotta love the irony on this one: "As a result of the...

No one was harmed by InTrade, unlike half a dozen defaulting futures brokerages, and this is the best the CFTC can find to investigate?

Yup, run your own brokerage and you can do those non-risk tests internally. As an individual, that's just one more roadblock in your already poor execution speed.