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Like Overnight said, many participants are looking for better risk/reward than the outright trade can provide (either because they want to or because they have to). Using options or a stock/index spread can offer more trade opportunities and reduce drawdown. An example using futures is provided...

Honestly, with listed and securitized vol, TA is less informative, generally. A lot of the legacy supply and demand price formations just don't occur anymore (Wyckoff stuff). However, most of it boils down to a couple ideas. A market is moving either too fast or too much, can't sustain its...

https://bookdown.org/maxime_debellefroid/MyBook/ This guy is great for learning about vol. And this guy is the OG trader. http://tradestrongmanagement.blogspot.com/ Might be hard to find current stuff by him though.

Is it a target school? You need an ivy league degree and internships, etc. Go to https://www.wallstreetoasis.com/forum and ask there.

I trade the open. I watch a bond/equity portfolio (synthetic), index spreads, index VWAP, the index basis spread, and indexed vol, among other things. The open is hard to trade, in my experience. VWAP over days with like 15m bars can help a lot.

Yes. You can trade into a position with micros, and then trade a mini against the position or hedge a mini with micros. For example, say you want to daytrade a position of half a mini. You can trade into a 5 lot on micros, and then trade the mini against the position during the day. The fewer...

https://bodyrecomposition.com/ This guy is awesome.

Many traders will say yes. I like price/indicator differentials, functions of price/indicator differentials, and even integral functions of the differentials.

Things you should know about... The yield curve and yield spreads, and how those are hedged (rate spread). How sovereign debt markets interact with and drive price action in stock markets. How indexes trade, both against cash stocks and against each other (index spread). OTC/prime brokerage...

https://www.cmegroup.com/clearing/margins/inters.html#exchange=CME&sector=EQUITY+INDEX&pageNumber=1 When they ratio against the "SP - S&P 500 FUTURES" they mean the big contract that was 5x the size of the E mini.

For what it's worth, a couple things. In the treasury market, traders will spread the CBOT contracts like ZB/ZN or ZN/ZF in order to cut down on noise in the action. You can get better reads on the market this way. You can even spread those to cut down further on noise -- eg. UB/ZB against...

I did a degree in math (bachelor's) with the intention of learning anything and everything that could be useful for trading. Managed to graduate magna since I read math at a high level. Personally, I like futures more than options. Basically, error functions are good. A lot of algos are using...

What's your bankroll? You got at least a hundred grand? Would be much better to have a quarter million, preferably more than that.

How much does this cost. I'm using IBKR TWS API for Excel and am also interested in cheap data feeds that can get me a more granular source of transaction data (TWS is aggregated to 250ms blocks).

Out of control deficit spending is like default. If we didn't have all our allied banks doing same we would already be in trouble. BOJ, ECB, RBA, et al. are working with us on this. :)

When stocks sell off, cash goes into corporate and government bonds, bills, and notes because it's the largest and most liquid market. After the fall in yields, money will flow back into stocks.

A recursive median filter. It's an exponential moving average of price medians. Plotting the EMA of a trending median will denoise the data over samples -- i.e. it's resistant to temporary price spikes. This is a signal processing technique à la John Ehlers. I meant wilder's smoothed -- it's...

Using TWS and ThinkorSwim. VWAP, LRMA, RMF, KAMA, Wilder's Can do transformation and linear combination of price and indicator with thinkScript. Also have real-time chart generation in excel with the TWS API and a VBA script. Coding a real-time chart or just data steams/tables or what? Using...

Agreed. Quant finance is a bridge too far. Measure theory and all that. However, the options guys, and especially the guys with industry knowledge / experience in OMM are very much at an advantage. There's a bunch of smart guys on this sub, but most of the time they don't make it easy enough...

This isn't a book, its a forum or something. It's helping me learn some stuff. http://sp-finance.e-monsite.com/ It frequently links to this (e book?) by an actual quant. https://bookdown.org/maxime_debellefroid/MyBook/all-about-volatility.html#implied-volatility The guy doesn't fuck around. If...