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you can trade CFDs on the ES. They can be traded much smaller than 100,000K but the bid offer spread will be wider.

which broker are you using?

Scalability of the strategies. I suspect most of those traders are making those return with hundreds of thousands of dollars. Possibly even millions of dollars. But it will be difficult if they were managing tens of millions of dollars (unless they are fully automated).

Previously I worked for a options market making firm. I am profitable trader. I use off the shelf solutions right now, but this does not mean I should only concentrate on making smarter strategies. I can decide for my self, whether the costs will outweigh the benefits. But, since I am new to...

When I called TT a few months back they said it is in the milliseconds (not a typo).

I'm not on a DMA setup but it is possible with TT's Fix adapter. What setups did you use previously?

Saxo is a decent firm but, I guess Scalperten wants a much lower commission rate.

Interactive Brokers is one of the cheapest options for retail traders. You can use them as a benchmark.

I believe most off the self options market making software can hit below 100 micro seconds and they have been able to for while. Now, the way I spread with TT is slow. I understand, even if I got to sub 15 micro seconds, there are going to be people faster. Therefore they can still pick me off...

They do charge an extra dollar per contract. So, the marketing can be a little misleading but, as long as you get a decent commission rate, it may still work out as a cheap option for traders trading less than 1000 contracts per month.

market makers (automated or non automated) do not have a bias in the direction of the underlying. If they did have a view on the underlying, then they can trade the underlying without options.

How about setting it up with the 3rd and 7th Eurodollar contracts

I am a profitable trader. I do assess costs and benefits of new software, colo, and etc. I am always looking to work on cleverness. But, I am hoping to get some help in regards to latency. Help in this area will be greatly appreciated.

Automated market making models should be sophisticated. They should be able to have directional biases too. I'm assuming you are talking about a bias in volatility and not a bias in the movement of the underlying.

I am trading with TT's ADL/Autospreader. I co locate via my FCM in Aurora. During fast markets I'm often getting picked-off. Is there a way to greatly reduce the latency gap I have with HFTs. Any help from people with knowledge in this area will be greatly appreciated.

If you are talking about stocks, then the theta decay should be greater during market hours than non market hours. If you are talking about assets that are traded 24hours a day with volatility equally distributed for the whole day, then the theta decay should be spread equally for the 24hour...

Hi Jason Can you show an example of the autospreader config for the TED spread please? Thanks

thanks

does tradelink have a website?

per contract you have to pay *$1.16 ($0.40 clearing plus $0.76 globex) to the exchange *$0.01 to the NFA *plus commissions (between $0.85 and $0.25) to IB *if you have a tired plan then you may be charged a fee (between $0.00 and $0.10) for holding overnight positions, it depends on you margin...