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http://www.youtube.com/watch?v=jgKHimdfNrY Also, http://www.youtube.com/watch?v=P0wk7pw5pqA Hope those have not already been posted. DT is truly a classic.

You might check out a broker like thinkorswim. Their paper money account can be used without ever funding your real money account, and they have excellent charting and all around, an excellent platform. Market data is free, should include your ETFs, and you will be able to use this platform to...

OP, you looking for session volume?

I know it's normally your job to post these, 777, but since you seem to have taken the day off: http://www.zerohedge.com/article/lowest-volume-quad-witching-day-stick-saved-1-billion-nyse-share-spike-after-close Although to be honest, I'm posting it because I find it interesting, not...

:D

I think this discussion's participants might find this thread interesting: http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=132144 Notable participants include Sal Arnuk, co-founder of Themis, and Euan Sinclair (aka "filthy"), author of two books about options trading.

nltro Registered: Sep 2009 Posts: 22 :eek:

That clears things up. Thanks!

I'm hoping this is the right place to ask a newbie question about the bond market. I've heard some talk about the UST 2s10s30s curve (or butterfly) recently, but don't understand exactly what it is. Also, is it something that can be synthesized (data-wise) from the 2-year note, 10-year note...

Tell you a story: Lost 1800 yesterday, short AUDJPY, when BoJ stepped in. Haven't made any of it back. :D

I see what you're saying now. I was mistakenly under the impression that you thought people had gotten the intervention news, say, an hour early. On a related note, does NFV use UJ or a derivative as a factor in its calculation? I remember you asking about currency intervention data in months...

Are you saying that the SEC, CFTC, etc. should look at the interbank books for the FX market? There were posts on Forex Live (here, here, and here) noting intervention rumors before BoJ jumped in yesterday, and I think a lot of UJ traders felt it was only a matter of time. I wouldn't be...

Out of curiosity, who provides your feed?

I'm showing: OHLC = 112.58, 112.61, 112.54, 112.56

From the article: "But of course most HFT firms operate 100% above board and should not be faulted for a few bad apples, [...]" and also, "[...] this should be a harbinger of retail investors' and day traders' new confidence in HFT." Do you even read the articles you post, 777?

If you are serious about doing this, you are going to have to pay $600/mo for access to their API, and write your own code that interfaces with it. Otherwise it's just a pipe dream.

Reasons will differ, but I think that the majority of practitioners in the "every millisecond matters" arena are using Linux for the systems that handle their trading.

I have to confess that I've never held a futures position long enough to need to roll it, but I was under the impression that a roll happens as one atomic operation. Thus a profit or loss could only occur from backwardation or contango. Is this not the case?

If you're referring to options expiry, my puts are for October...

IMHO, EA coders are not generally representative of "good" programmers. I see your friend also has his capitalization and punctuation down, and is a master typist.