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lol please show me those puts at a penny. Regardless, we both know she's not in backspreads. Maybe she's long wings like Taleb! Maybe she's a fcuking Martian.

There is no way to hedge naked risk into gaps. Ask Niederhoffer.

$50K. Reddit raised $55K.

The fly does not have a native order book at the CME. You'd need to use X_Trader's spreader or the like.

GOOG 1058.

You can't honestly read that post of his that I linked and believe a word of it. I sympathize with his health issues, but it has nothing to do with trading.

Does this dude strike you as successful?

I hope that's accurate info.

My experience with HFT is limited to D1 hedging in single names, but large caps (AAPL, GOOG, ETF). I can't offer much into the mechanics beyond what I experienced some 10Y ago, but from what I have seen (at large(ish) funds) it's no longer trending toward efficiency on the micro-level. The early...

Most of these args are moot w.r.t. true MMing operations as they can legally short naked.

Ridiculous. Crowd behavior aggregated from a bunch of retail accounts? IMO, one the first institutional HFT algo was from SUSQ. An "interest" algo that stepped in front of ECN limit orders and actually improves NBBO. Most of the stuff is arbitrary. We're not talking AI here. These are relatively...

http://www.elitetrader.com/vb/showpost.php?p=3840915&postcount=20

Looks like a boner.

So you're telling us you sit there and arb OTC dealer cash vs. futures? I'll give you $10k today if you can show me a run from this week (prior to the stamp on this post) with a single arb fill (cash and futures).

What this thread really needs is Handle123. He's got the holy grail. Really, it's backtested so you know it's good. It's so good that he can afford a dozen traders to act as automatics to trade this automated system (so logic). And the job has perks... like free homes (after one year)...

P/C parity will require use of mid.

You can't model the size if it doesn't hit the tape. No trade, no impact, pure spoof. You answered your own question(s), so please tell us how you can model what you cannot conceivably know? Do you use AON on every order?

HFT lowers stat-vol but adds microstructure vol. Worst possible outcome unless you're a low-freq player in convexity (options).

lol to peanut butter. It puts the lotion on its skin or it gets the hose again.

Yeah, I imagine. A loss is a loss.