Search results

Anyone has used portfolio margin here? How do you like it? Does it change your trading strategies?

I am going to trade for others and receive compensation based on management fee/performance fee. Do I have to register as a CTA if I trade only index options? (According to the website, it seems that CTA trade future and commodity options). I am not sure if index options are classified as...

Model with binary output might not be a profitable model. Assuming your model is correct (i.e. high accuracy in the output), you have a good accuracy (say 90%) of knowing if it is going up or down. But the profit in those profitable days might be small and the loss might be huge. When you...

You should break up the data into 2 sets, one for training and one for validation. The model is trained using the first set, and the model is validated (or tested) using the second set. The result of the validation should be compared to the result of the training to make sure that the model is...

Thanks for the explanation. Will the strike make a difference in selecting the strategy? Or the expected degree of rebounce?

TorontoTrader suggested long calendars and you suggested short calendars. Can you two explain the reasons? Will the day of the month (i.e. the beginning of the option month or close to expiration) make a difference in selecting the strategy?

I will receive trading capitals from some foreigners, and I plan to set up a LLC for trading futures and broad-based index options. Being a pass-thru entity, profit will be distributed to members according to the operating agreement. Are my foreign partners required to file and/or pay US tax...

To OP: When you use your neural net to predict HV, what is the mse and worst error? An accuracy of 60 or 70% means nothing without knowing the potential error (i.e. the risk). It is better to predict IV instead of HV. IMO, better to predict a distribution of IV instead of one exact...

Anyone uses pm at tos? How do you like it so far?

PM @IB is stress tested by price movement and volatility movement, where HC is stress tested by price movement only.

Most prop firms in china are not broker dealer, and so no series 7 nor registration is required.

Sailing, What strategy did you use? It seems to me that HC gives you 2 to 3 times leverage for DD when compared to TOS retail margin.

Your personal information will not be submitted to NY exchanges, NASD nor sec. Unless you have a special contract with your prev firm that prevent you to work with other prop firms, you should be able to join another prop firms.

Does it mean the non-US partner (limited partner of the LLC) is not required to pay the trading profit?

I knew. Just want to promote OC as one of the very few good guys in ET. :D

Domestic, The ability of trading over haircut is one benefit of trading prop when compared to pm or span. I just opened an account with IB so I can give a better comparison with span in the future. Trading full time with 5 accounts is a nightmare. I will consolidate my accounts after I...

OC is well respected. I have learned a lot from him.

Thanks, Mav. Having some bad experience in ET, I prefer to be careful.

I want to be anonymous. I don't see anything wrong. But you choose to disclose others' info. I like to be addressed by yip1997 in ET.

John, Thanks for disclosing my name again. You are right. I get that rate on cash balance.