Search results

Are these spreads price adjusted?

I always wonder, do people trading these index spreads heavily, just market in/out on both legs, or actually use some kind of autospreader that actually gets a leg in on the bid/ask, then marketing the other? Any thoughts?

Actually, the ability to raise, or cost of raising, money through a debt offering can be highly dependent on the value of a company's stock (e.g. convertible bond), so I deduct Soros has a good point there.

Can you expand on d) ? Don't they act just similar to the old marketmakers (only faster), meaning trying to make the bid/ask spread?

Is trading equity future spreads actually a thing too? Like ES (S&P 500) versus NQ (Nasdaq 100) and similar? It seems there is plenty of action, even intraday, there.

Thank you. Do I understand it correctly, that if you enter a pegged D-Limit buy order, with e.g. limit $10.10, and the NBBO is $10.05x$10.15, it will peg to $10.05, and when the NBB starts "crumbling" due to a large incoming sell market order, the D-Limit buy order will lower itself to a level...

@comagnum Quoted from the article you referred to. I am trying to understand what it says here, could you please translate this into more layman terms?

The above mentioned Italian tax relief of 70% https://www.hlb.global/italy-introduces-new-tax-incentives-to-attract-foreign-talent/ sounded quite attractive to me, until I read that self-employed are apparently liable to ~34% mandatory social security contributions (max ~34k). Do I read that...

quantconnect?

One not so obvious thing you can do is working on your arithmetic skills. Many of the shorter term shops seem to weed out the applicants by lightning fast mental calculation tests.

Interesting discussion indeed :thumbsup: In your opinion, why is there an alleged lack of application of AI to longer then U/HFT timeframes? Not enough data?

Strategies can get (temporarily or not) out of favor. Let's say a newbie gets a job at a trading firm highly specialized in, let's say, event driven strategies, right at a time when there is no money to be made there for the next year. Obviously seeing nobody making money, nor making money...

It's not only willing to do the work, also luck is involved (I mean being in the right place at the right time), and also talent. With talent I mean something like, how do you handle risk and uncertainty, how stubborn are you, and do your talents line up with the specific time and place you...

It could, reinforcement learning with function approximation could be used. But I think it will be very hard to make it work due to changing markets.

I do not know where, but I like to talk about it. Actually investing time and effort in it for trading, not so much. AI obviously is very powerful when it comes to pattern recognition in certain domains, but in its current form it lacks imagination.

If you require a salary, you are limiting yourself to a small subset of firms, usually very picky when hiring candidates. And if you get the job, you will have a boss and tasks that might not resemble anything to what you imagine the job of a trader to be. But it might be exactly your cup of...

I do not have a method as I do not have an automated strategy (yet?), but I can comment on your post, at least the thread stays on top of the active list :) You (and the attached figure) seem to take some methods from machine learning. My question is: To what extent is trading analogous to more...

MarkBrown, I assume, from your comment that sometimes your algo experiences positive slippage, that you use marketable orders to get in and out. Have you (or any other reader here) tried similar strategies, where instead of sending out market orders upon receiving a signal, you send out a limit...

I like the idea. How dependent is the system's profitability on the ES, vs. another instrument? (e.g. would it work on the T-notes?)

That’s the million dollar question isn’t it? Buying far out of the money options at a discounted price would be a general framework