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    300% Annual Return -- Fully Automated

    Hey Frost, is it possible for you to create a blog or something to follow, and either simultaneously update ET or just give us all a link? ET is great, but the journals section makes it hard to sift out chatter and I feel like your experiment is one worth watching in a more clean format. Just...
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    IQ Feed Latency

    I get this product is for retail customers and that it's not designed to be the fastest thing in the world, but just how lagged can this feed get? I was running a test, where: Market was quoting me (penny offsets) .56 x .57, then the market temporarily became locked .57 x .57, and I let an...
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    The first Shot has been fired... look out

    Give the globalists a few more years and it'll happen. I wish they had an Alex Jones on every network, so we could get full spectrum coverage. I discovered the guy about 6 years ago, and even if you dislike him, the guests he gets on his show are amazing. The best show on radio, hands down.
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    Support Code Logic for Automated Quant Trading

    I don't have much to add, other than sometimes these checks aren't necessary because brokers/firms have back-end configurable limits on what you can and can't do. So in the interest of performance, I've dropped a few checks and shifted it to the prop firm to enforce stop losses, shut down...
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    What's a good broker with level 1 quote+tick replay and external API?

    I'd be willing to open an account just for this feature, to avoid writing my own simulator. I'm looking for something like Interactive Brokers demo account (or sim account), but something I can use off-market hours for something like stocks. In other words, I'd like the simulator to work well...
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    What's the best way to organize all your trading notes?

    Write code to put the information into your own homebrew db. Doesn't have to be fancy, use sqlite.
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    Which Elite Trader forgot their ATM Receipt?

    Yeah, I was going to the gas station to buy some jerky and lotto tickets, so I made a withdrawal. What's the big deal?
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    CBOE moving stock exchange to East Coast

    I'd like the CME to leave Illinois and put all its servers+data in NJ also.
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    BD Internalization

    So the trading continues, but you get a warning, and if you keep doing it, they just revoke access? There's no subtle sort of degradation of trading, right? Or is it all a matter of just staying under the radar?
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    Is IB designed to just feed liquidity to Timber Hill?

    Nobody implied being 100% informed.
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    Is IB designed to just feed liquidity to Timber Hill?

    They are informed with regard to microstructure or their internal inventory, otherwise they wouldn't be there. They don't run a market microstructure charity. If you're crossing the spread without being "informed", odds are you got the short-term inefficient price. If you get hit passively as...
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    Is IB designed to just feed liquidity to Timber Hill?

    It's because it's stupid to trade against informed flow if you are "uninformed." If informed flow is hitting you, it's likely to go through you, and by definition leaves you with an inefficient price. There was some article by Don Bright that tangentially illuminated the finer points of this...
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    New Intern At Jp Morgan - Supermodel

    And to think, Bob, you'd have two women on that car if Interactive Brokers was actually canceling out those filled rows on TWS. The world is so unfair to you. :-)
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    The 98% Who Fail

    emg's posts are hilarious!
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    BD Internalization

    Can a broker-dealer MM turns off/kicks out a trader because they deemed the trader's trading to be bad for business? And at what level does this happen? Do you continue to trade but notice worse trading, or do they outright just route your orders elsewhere? Is the technology such that they...
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    Is IB designed to just feed liquidity to Timber Hill?

    All the time, but only because IB is retail. If I compared IB to everyone else in IB's bracket, they are the best.
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    ATS development

    Pick one, small, stupid trading concept you think will work, then build that using what you know while learning what you don't know. Don't waste time building useless libraries without an objective in mind. Odds are, your first few iterations will be garbage. Just be sure to learn from what...
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    Working 2 jobs?

    I worked and went to school, then after that, got multiple jobs. Sometimes one job is just a kind of hedge against another job's instability. Or, maybe one job has risks associated with it that another one doesn't. I think kids coming out of college SHOULD get multiple jobs and do them until...
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    Interactive Brokers TWS Bug Thread

    It's not like we are going to stop using them, at least until a better broker comes along. But, like anything else, we hold our broker to a higher standard. I have a million feature requests in mind, but I'm wondering what kind of volume I have to do to get them to fix a dialog box issue...
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