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Yep, was inspired by LPS halt. What about other possibilities then: 1. Can the broker liquidate other positions in the account before close to satisfy overnight margin requirements overstretched by halted LPS? 2. Can the broker try to liquidate part of the LPS position during the night if...

Lescor and others, did it happen to you that instruments you were trading intraday were halted and didn't resume trading until the end of the trading day? If yes, what happened with margin that suddenly became overnight?

This is something I've been thinking about too. Usually they say that big banks and hedge funds are not interested in strategies lescor is employing because of illiquid instruments he's trading and inability of these hedge funds to invest their enormous capitals without wrecking the whole...

I see, Augmented Dickey Fuller.

ADF is...?

So, tflmoto, how does it feel now? Is your wait over? ;)

About backtesting: during last year and a half qqqq has significantly outperformed spy. Beginning 2009 volatility neutral ratio was approximately +1spy-3qqqq (neutral I mean if the market plunges, the spread won't move much). Nowadays this ratio is around +5spy-12qqqq. If you trade the old ratio...

Hi Jonny, nice to see you're back. Looking forward to seeing new posts. Are you trading PROP or retail (couldn't find an explicit answer in the thread)? If prop, what max. leverage did you ever use holding pairs overnight?

Maybe you will be willing to share your thought process, not particular details of strategies you developed? Like, initially you've been trading for 10 years and then something suddenly clicked and the idea came to your mind. Or 10 years of toil and tears which gradually led to the result...

Take ES-NQ pair volatility weighted, proportion: -2ES+3NQ, intraday range is about 600 usd, fade when it breaks out of the range. This is the basis, the rest is your creativity. Sometimes you'll see really wide swings, lasting weeks, be prepared to handle them.

Don't be forced to think in terms of return on capital invested. This is just irrelevant here. Think about return on daily range or something. Imagine that ABC costs $1000 a share and moves 0.20 a day, XYZ costs $10 and moves 0.20 a day too. Suppose, a skillful day trader can equally profit...

I shorted MLNX right after open when it gaped down (similar to GCA), and after half an hour when it moved nowhere, covered at break even (apparently prematurely). Why do you believe the setup was special? Will you share how you would trade GCA and especially the way you'd avoid the large...

GCA on Wednesday 21 Jul was even crazier imo. The news came out only in the evening that day, while the Move (about 10 sigmas) began directly after open with a large gap in the same direction. I'm really curious to know how lescor managed to avoid this one, as he usually trades in the...

Lescor, will you share details of trading GCA today, especially at what levels you entered and exited. If didn't trade GCA, then maybe CMTL? Thanks.

Is this when one submits too many non-marketable orders on nyse? Do opg orders fall under too?

Lescor, do you swing trade from your IB or Echo account? If Echo, what overnight leverage do they allow?

Is the possibility to trade through Echotrade (or for that sake through any North American prop firm) only limited to US/Canada nationals?

You mentioned several times on this thread, when asked how you handled particular adverse moves, that you was lucky to be out of the office when these moves occurred. Is this pure coincidence, or you have certain schedule, like, heaviest trading only in the morning, do not open large...

A bit of offtopic: to lescor and others in the know. What kind of programming API does Echotrade provide? Is Sterling Pro the only gateway to execute orders via Echotrade? Is there any java API for Sterling? Does Echotrade directly support FIX?

Do you always close day positions you have opened earlier in the morning if you leave but intend to return later. If no, then what about meltdowns like 05/06 etc? Thanks.