Search results

What made you feel TiVO was too dangerous? The news about court decision was published only after the stock has already made the move. And it started as, as you call it, puking out: a big price spike on high unusual volume...

Lescor, can you comment on your TIVO trading today? Especially determining scale in/out levels. Tivo drop was so large, there was potentially no support/resistance around. How did you navigate then?

Lescor, did you trade Sybase (SY) today? I basically broke even, was just curious how much it was actually possible to take from such a spike.

Seems nobody's trading the openings strategy anymore. Good, less competition lol.

I've been thinking about what you have said and I'm having a hard time imagining such a strategy. What I can think of is a pairs spread diverging from its mean, then I could say "odds are getting better" the further it diverges. Or, maybe a triangle formation, where one might say, the longer...

I still can't figure out the best time to submit orders. I usually do that 15 seconds before open (9:30 et). What I read on the nyse site is this: As I understand if one of my envelope orders increases imbalance, then it will be rejected, right? The opposite order will be accepted. And this...

Do you believe that in RTM the further from the mean, the better are the odds, or this is not always the case?

Lescor, thanks for the answer. Can you tell a bit about your conceptual approach (for RTM strategies): 1. Do you scale in/out because you don't want to distort the market with your huge size? That is, scaling in/out only smoothly gets you to the position size you wanted to have originally...

Impressive. Booker, "took into account no news" means that you traded a stock irrespectively if it had news or not? Or you only traded stocks that had no news on that day?

Lescor, could you give some insight into your scaling in/out technique using as an example OSTK today (I presume, you was in the trade)? What rule do you use to determine entry/exit points, do you scale in gradually, or in a progression, i.e. every entry point is twice as further than the...

Description: http://www.elitetrader.com/vb/showthread.php?s=&postid=1307983&highlight=#post1307983 You can start with this collection of links (second post): http://www.elitetrader.com/vb/showthread.php?s=&threadid=113278

I was looking at the net p&l values in the blotters (-129.52 in the last one), somehow got a feeling that red numbers prevail in March, although I didn't calculate total outcome. Also Booker mentioned once, that the strategy needs extra adjustments from his side, so that's why I asked.

Lescor, why don't you trade Canadian stocks?

Booker, is this streak of losses normal from your experience or it's signaling that something has to be tweaked in the strategy parameters?

Lescor, before you open a position following one of your RTM strategies, do you examine and pay any attention to the longer term trend of the stock? Would you only enter in the direction of that long term trend if it existed? Or would you enter only in the absence of the main trend? Do...

Lescor, can you tell about scaling in/out? Suppose, a stock with a 30 cent average range made a sudden move down, you want to buy it. In what increments would you scale in, equal intervals or some sort of progression, the same question about size of each next step of scaling in? Does this depend...

Booker, how do you compare results of the fully automated vs. discretionary versions? Much better? Not really worth it? 10-fold? Twice as good?

You're a prop trader, aren't you? Can't you just add some leverage if the strategy is consistent enough? Or are there other considerations?

Lescor, can you describe the process of figuring it out? I presume, as no one mentored you, you had to go through forums, websites, what else? You didn't read books a lot as you said, what other sources of information did you use? For instance, as I understand, the OPG strategy was invented...

Booker007, what do you mean by the worst: consistency or profitability?