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Not a problem, it turns out I need to sell 1,000,000 puts on SPX... How much are you buying? :p Ninna

Huh? "There's no alternative" forms the basis for reasoning in exact sciences and logic. I'm sure you understand proving by contradiction ("reductio ad absurdum") as a computer scientist. If (not A) is false then A must be true. There is no alternative. I just wanted to point out that...

So the goal of the government (just like the goal of a hedge fund) would be to enrich the manager (i.e. the 'president')? It already exists... Look at most countries in Africa and you'll get your answer. Ninna

If one doesn't bet on market direction he bets on volatility. There's no other alternative. Ninna

marketcetera Ninna

psst.. I think the email address is giving him away... :) Ninna

Haha That's at the same stupidity level than buying some injurious domain names. Ninna

And you are assuming that random data means i.i.d. It is not necessarily the case. As for your experiment, how do you want to generate the RW's? With a bias like markets have? Then a flipping strategy where you go long/short when crossing the origin will give you positive expectancy with a...

I don't know the specifics of your situation. You have some legal and technical protections (ex. use several brokers, have programmers work on modules and not on the whole system etc.). We do all of them here. But the most important thing is that your employee's benefits are aligned with...

There's no good indicator that indicates fear over all markets. On a per market basis the efficiency ratio can be helpful. Ninna

Great! I'm all for a "my penis is greater than yours" contest. Too bad I don't have one... Good traders manage to get their ego out of the way. Ninna

You've missed the point and you're mixing things up. You surely need to "break through these barries" and "push through the perveived limits" to keep gambling with a discretionary system. But it has nothing to do with trading. When you finally overcome the athlete and military bs and you...

It's funny how people think trading is like a sport and that traders are like athletes. Ninna

Well, at these amounts of money it's all about market manipulation (except for Simons, maybe). And you better be white and well connected for that. You need to look at average size funds ($100M to $1b) to draw proper conclusions. Ninna

Phew, you have high standards! 99,988% confidence. :) What combination of pf/trades per day do you need to achieve it? Ninna

No. Ninna

I'm not a one person operation. I enjoy working and researching new trading ideas with my team. That's what keeps me happy. I don't trade for money, I trade because I can't stop.. And I couldn't hire enough smart people if I was only trading my own money. Ninna

Yes, definitely! :D Ninna

Few, a handful. Most of our clients aren't my friends, fortunately. :) And also we have high minimum investment so that limits the number. Ninna

It's good enough, no problem. The limiting factor will be the virtualization technology. What are you using? And also will the users work on the LAN or WAN? Ninna