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Please tell me which illiquid contracts you're sending market orders for and I'll make sure you get filled. ;)

Lets say I run a network at a public location (coffee shop, hotel, conference, whatever). You're connected to my network (wired or wifi, doesn't matter). I can monitor all of your non-encrypted traffic. I can even modify that traffic. I can also attempt to trick you in to trick you in to...

Being that your interest in options is to protect gains until 7/18 (when you've held the stock for 12 months), I'm going to advise you contact a tax expert. While I'm no tax expert (so this info may not be correct), but I believe that if you purchase a put option to protect your losses that the...

The goal of course should be to optimize the system performance (note I'm not saying return). The simple approach to that is to identify individual parameters and optimize them, expecting that it will result in a better total system, however this is not always the case. It could be that certain...

Where did you get your market data? Was TransAct charging for that or included with the account? If so, they were paying the market data on your behalf and depending on what exchanges you had access to, that could very easily be more than $35/mo. They also have regulatory issues to deal with...

IB uses "The Algorithm". It is never wrong and you may not question it. If you attempt to question it, you will be told that your question will be forwarded to Risk Management to thoughtfully and fully consider your query, however being that your query will question the perfection of The...

You may want to look at iceberg orders.

I kept messing up the video recording settings and I did that about 10x in a row and it worked every single time. Notice in the video I'm using chrome incognito (so no cookies are set prior to doing this, I'm not logged in to google, and haven't visited wsj.com during that browsing session...

I'm the only person who uses my computer. I have never had a subscription to WSJ or any other online or physical news paper, nor has my wife (even though she doesn't use my computer anyway). I've recorded a video showing it working for me. I first go to wsj.com on a firefox browser, I highlight...

Go to wsj.com and find a news article that is blocked. Then search it's title in news.google.com and click the link. You'll end up on the WSJ site and can view the article. I just tested this to make sure it still works. I used the article titled "Corporate Giant Lurking Behind the Winter Olympics."

The ASK I see is close to what you see (granted I'm seeing it nearly an hour later), but what should be the red flag is that the bid has crossed the ask in your screenshot. That pretty much tells you immediately that it's not real bid.

Short the ES and buy a call, then you're synthetically neutral. ;) Another option would be to identify a correlation in VIX and perhaps make a play there. Presumably a further down trend would correlate to VIX remaining high. As such there may be a play there, but then you introduce the risk of...

Hedging isn't free of costs or additional risks. When you protect against one type of risk, you either introduce additional costs or additional risks that may not have been present previously. You need to identify exactly what risks you want to protect against, what risks you're willing to take...

What I posted was from a movie called "Pi". It's about a mathematician who is driven nuts trying to find a pattern in the stock market. He finds something interesting and is subsequently stalked by people from an investment firm and people who are trying to find a hidden code in the torah --...

Restate my assumptions. One: Mathematics is the language of nature. Two: Everything around us can be represented and understood through numbers. Three: If you graph the numbers of any system, patterns emerge. Therefore, there are patterns everywhere in nature. Evidence: * The cycling of...

I spent a lot of time trying to find a good alternative and for what I was looking for, lightspeed seemed the best contender. I did not go to Lightspeed due to the platform fees and minimum commissions when requiring API access. If you don't require API access, that'd likely be a non-issue to...

Got it. You're not looking to use FPGAs to process market data on servers colocated at exchanges for $50k. You're actually looking to build something within reason -- and that has the drawbacks of latency, but I'm assuming your pricing model has sufficient edge to overcome this. If you're just...

I want to be very clear -- I am not asking about your available trading capital or development costs. How much do you think it's going to cost to operate this system? What I mean is, how much do you think, after paying someone to develop the system, what will be the costs of purchasing the...

I think their "price improvers" demanded this of them. However, lets assume it's regulatory cost related or that they've determined that the all in costs of supporting small lot penny stock traders isn't worth it (ie these users generate in commissions less than their all in cost in terms of...

FPGAs are heavily used.