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Hi, Which part are you stronger with? Experience or quant skills? By the way, are you from Paris?

Only statistics will tell if it is a high risk strategy, not high return itself. What's your opinion about Renaissance Technology's risk in context of their returns? I know something about Audited Financial Statements. However, I do not have first-hand experience, and believe there are...

Hi parabolic, It matters to us. Our profit is 760k pre-tax this year, and the commission fee is about 350k this year. Also, with more money traded, return could tend to flat a bit, and commission keep increasing. Our strategy has high sucess rate and good statistics. However, it trades a...

We have a global high-frequency strategy trading a lot almost 24 hours a day. We are using IB and our commission fees amounts to around 40k this month. Is there anyway we can negotiate about the commissions with IB? What percentage of discount can we get with 40k/month? How about 100k/month...

One more question: Our strategy is a global high-frequency one. Our commission fee amounts to around 40k this month. We are using IB. Is there anyway we can negotiate about the commissions with IB? What percentage of discount can we get with 40k/month? How about 100k/month? Thanks.

We build this system together, and none of us should ditch the other. Also, it is a global strategy trading almost 24 hours--focuses on different markets. That's why we are preparing 2-year track record to the end of 2008.

Repeat here: We may also want to trade somebody else's moeny because we have another strategy with more capital requirement, and we want to diversify. Renaisance Technology also traded others' money until last couple of years.

Yes. The results are from REAL money. We may also want to trade somebody else's moeny because we have another strategy with more capital requirement, and we want to diversify. Renaisance Technology also traded others' money until last couple of years.

Hi rcanfiel, We want verifiable performance reports just to answer questions like yours. Thanks for your questions tha we believe are commonly raised, and we will addressed them one by one.

Hi, My partner and I have turned 40k into about 800k this year (yes more than 20x), and we decide to start a small hedge fund next year, with our trading system. My questions: 1. how to make presentable and verifiable performance reports to investors? We use InteractiveBrokers as...

Hi, I am using IB's API to collect historical data for index futures like ES, HSI. I notice I can only collect data for currently traded contract. Not the one just expired. For example, I can only collect HSI's Dec. contract, not the Nov. contract. Is this true? Or I did something...

Hi, In my IB account, my RIG options disappear and were shown as RFU options (with the underlying RFU). What does this mean? IB shows that the underlying RFU is closed at 128.44 today (11/28). However, there is not such ticker RFU in Yahoo Finance, or Google Finance. I am wondering...

Hi, For QQQQ, I am holding a straddle including Dec. 50C and 50P since this morning. It was delta neutral when I established it. Now the QQQQ goes down to 48.73, so the put is ITM with bigger delta. Questions: 1. Should I close the 50p leg, take its profit, and buy a new put leg like at 48...

Hi, I am currently holding AAPL 08Jan. 180 call with a price of 10.78. I am going to sell its 08Apr. 200 call priced at 12.85 to hedge my holing. Thus, I believe I construct a diagonal spread. My question, will InteractiveBrokers charge me extra margin in addition to the 10.78 I already...

Hi, I am going to test a options trading strategy. Just wondering what stocks have lower bid-ask spead than others. I know QQQQ and SPY index options have the lowest spreads. Any other indexes and stocks? Thanks.

Thanks for all your answers. There is a link about the probobal dividend: http://www.cnbc.com/id/21490710/ It mentioned RIG and its dividend. Is that the case?

Nobody answers?

Hi, I am holding a RIG call spread 125-130. It is said that RIG will pay a 20$ dividend this week. 1. What is the best strategy for me? Should I early exercise my long 125 call? 2. What will happen if I am assigned to the short 130 call? 3. How the ex-dividend date is defined and...

Live in Manhattan. Sometime the week of October 8th or 15th looks fine.

Spend about 1.5 years over there. Like honest people.