Search results

<img src="http://traffic.alexa.com/graph?w=400&h=220&o=f&c=1&y=r&b=ffffff&n=666666&r=2y&u=elitetrader.com&"> Looks like year over year reach (traffic(?)) is down. Let's call this the "emg effect".

FWIW, I believe this also. I would be willing to bet ET traffic has fallen over the last 10 years.

If you elitetrader.com administrators do a plot of NYSE composite volume, ES volume, or say SPY volume versus unique visitors per day (or page views per day), is there a strong relationship? I'd love to see a plot, if possible. The threads about declining market volume attribute this to the...

Aren't those guys futures only? And they're for manual traders, I thought.

This isn't true. They don't autoclose out, they often go into just liquidate-only modes, but if you have watched moves over the past few years, sometimes the market can move so hard you can't get out or the broker's order server goes unresponsive or your market data can choke up. It is...

That's a relief. It would really suck to be working at McDonald's every day to pay my debts under the threat of some Don Bright character threatening to break my knees in some Las Vegas back alley. How do retail brokerages handle this situation?

I'm not talking prop firms where you get paid a salary and are some W2 employee, I'm more talking about your Bright Brothers, Hold, Title, etc type places where you're some K1 guy coming in to trade your own money. How does this get handled? Do you end up owing the debt, or do they sell it...

No, I meant, what do you think the model missed or was unable to dodge with the less successful trades?

I guess I'm curious why the performance was so incredibly smooth at one point. Whatever those market conditions were... I'm wondering what your model missed to figure out why the right conditions weren't present to the right of that smooth piece of the equity curve.

Care to comment on how you calculate flow into indexes and ETFs? It's hard to hate ETFs, though. Almost all of my big losses in the market come from single-stock news events. When XLF blows up for a few seconds, it hurts, but I can usually recover. When some individual stock goes off the...

Are you still employing that technique where you were basically applying a neural network to some random grab bag of technical indicators until you had a decent set of out-of-sample results?

I think this kind of stuff is cyclical, but to be in today's environment with 1996 volumes is pretty crazy. I was thinking that maybe we're in a lull currently because no one wants to take any drastic moves until the market gets over this fiscal cliff situation. Why would any manager put on...

The retail investor is the cash cow. If GETCO and Virtu could strip Knight down and just take what they wanted, they'd drop everything and just take over probably some NYSE privileges and then take all the special order flow relationships. They'd effectively build a relatively consistent...

A) "If you see midpoints" -- on what? The lit exchanges? Ok. But what about one of several dark pools? Unless you know something I don't, I'm not sure how an investor can tell which dark pool was responsible for a midpoint fill on the consolidated tape. The other issue is whether your...

Yeah, but what if it's 21.00 x 21.10, and the order gets internalized at 21.10 instead of probing for midpoints or dark liquidity between the spread? Then the investor gets totally screwed, unless they're using smart routing algorithms that will check all the pools. That's broker dependent...

I've resorted to just doing all-cash deals for everything, even a home. It's hard to keep a perpetual edge in the market, so I sort of lean with the banks on this one. On the flip side, if you did have an all-cash deal on a home, there's not much to worry about other than property taxes, food...

http://blogs.wsj.com/deals/2012/11/28/getcos-knight-capital-offer-shows-scars-of-trading-glitch/?mod=yahoo_hs Probably a bad thing for the industry if GETCO wins the bid. One less major market-maker competing for our orders.

For stocks, we have nasdaqdod.com for small data sets. Is there anywhere I can get data for the ES that's of the same quality? I need bid/ask and trades, at the millisecond resolution or better. The CME wants me to buy a year at a time, and I'm too hesitant to commit to that large a...

Processors are generally not your biggest risk in terms of stability. Your chipset, motherboard, memory, power supply, etc. All those other things generally have a large part in determining stability as well. If, for example, your chipset is consumer grade and happens to have very shoddy...

I faced this exact same (well, very similar) decision in April of this year. I actually went for the i7-3930k, and I paired it with 64GB of ram and 6TB of diskspace to do what you're talking about. I built the system myself. I did not skimp on power supply (1200 watt) or high quality memory...