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5000 may have been there, it may not have. But 5k is the maximum size the market makers are showing when I look at it now, meaning if some other guy came in and hit the book when Bonds did, he likely waited too long because they were reacting to other trades around the time bonds tried to get...

I generally get my executions, but if it's a race between HFT and you to get the last set of shares, good luck. Someone will come in, sweep the market, and you will be too late.

For you to win, somebody (generally speaking) has to lose. If there aren't as many people willing to be losers (or winners), there can't be as many winners (or losers). Volume is just a proxy-representation of the number of times someone took the opportunity to try to be a winner or a loser...

I cut size across the board while other guys in the firm didn't budge. A lot of them are churning themselves into oblivion. I just sort of kept on the down-low and worked on technology issues instead. I will probably have to research a few new adjustments or edges for these low volume...

No, the guy was talking about feeding in his equity curve back into some diagnostic function which then reduced risk. It seemed really complex, but I've essentially been doing the same thing. I cast out a wide net, see where the 100 lots are hitting winners, then crank up size until I start...

I have a 3 monitor setup and am looking to go to a 6 monitor setup. I was wondering if there's any way to make remote desktop behave "full screen" on the top row of 3 monitors but leave the native desktop on the bottom row? I think VMWare had something like this in their full-screen mode...

So true. I fight this reality every day, but you know, this isn't limited to just trading. This is just some economic reality. The big players always make it harder for the small guys in every industry.

I have a strategy that does extremely well in slow uptrending markets, sideways markets, and lazy-slow down trending markets. It does extremely poorly in very fast popping-up trend markets and very fast popping-downtrend markets. The more "pop" in the ES, the more my performance slips into...

Pardo's book reads like this, but I don't think this post is plagiarism. In Pardo's book, they have a dialogue between a trader and a programmer. The trader is all like:

Low volatility with low volume is bad. Low volatility with high volume is good for HFT. There's a sweet spot in there. The guy you know must have really good infrastructure to keep making money in this market if the volume isn't affecting him.

Unless they come out right and say there is zero future hope of any QE at all, not much will happen. The markets believe the QE will arrive already. I'm more afraid of the German court decision tomorrow.

Well, I'm flat and own nothing. But tomorrow, trading should be interesting. I'm assuming there will be plenty of volume, which was a recent complaint of mine.

Empirical distribution over the last 30-90 days.

Are there any web sites where I can type in a symbol name and get statistics in terms of what percentile a given day's volume is at a certain time in the day? So for example, say XYZ trades 10 million shares on average by 12PM. On the day I go to the web site, XYZ traded 1000 shares. So the...

I made money. I just didn't make as much as I wanted. If every day were like today, though, I'd be better off being a Chicago Public School Teacher. Guaranteed 16% raise, weak evaluations, no accountability. I could probably let my algos run, make their low-volume piddly profits, collect...

Feels dead forever. I pay my broker, I pay my tech providers, and then I have enough left over for a few value meals. I'm mostly alarmed by the massive volume drop off in August. If the market stays like that for a while, you're going to see a lot of trader layoffs around Thanksgiving.

No, even HFT guys must be seeing reduced profit in this environment. They depend on volume being high, so volume dropping like this is even worse for them than retail traders because they have to pay very high infrastructure costs.

I had a modest Friday and a decent Thursday. Today is just spinning my wheels and going nowhere. I reduced bet sizes across the board, but hardly anything is ticking on my screen.

Just kidding about the broke part. But seriously, why is volume in a death spiral? Are you guys hiding your cash under your mattresses? We had a few good news driven days and now the market barely has a pulse.

I am concerned the decision will have serious impact on the EUR/USD, at least in the short run. It could be that some speculators and analysts have over-hyped the impact of this decision, but I'm envisioning a scenario where the bond buying program is not executed, the dollar strengthens...