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  1. R

    Prepare for the "worst case"

    I don't think you can use technical analysis/chart patterns to predict. 2c :p
  2. R

    Treasury futures algo plainly visible-dumb or smart?

    All depends on how dumb the execution algos are. Lazy sales traders with TWAPs for example.
  3. R

    Treasury futures algo plainly visible-dumb or smart?

    If you know flow is comming, you can front run it. Nothing wrong with that if based on public information.
  4. R

    Pair Trading Question

    An all-or-none market order? :confused:
  5. R

    Pair Trading Question

    :confused:
  6. R

    What are the most professional automated trading platforms ?

    Price accurately. Quote fast. No charts or other useless distractions.
  7. R

    My option trades

    You don't necessarily have to pay the spread. And, as I understand it, on some US exchanges, being retail is gonna get you queue priority.
  8. R

    Looking for VB Programmer in the Chicago area

    it's not the language, it's the mentality of the VB ppl. :p p.s. still a lot of shitty finance systems in vb6.
  9. R

    How can I stop being perfect!

    I'd almost bet that the next post is about flat txn costs.
  10. R

    How can I stop being perfect!

    Yeah .. We could get fancy, and talk about the top layers being thinner .. but one step at a time eh? :)
  11. R

    How can I stop being perfect!

    Average it. - Divide your qty by 5. - Layer 'em at 5.98, 6.00, 6.02, 6.04, 6.06 ..
  12. R

    Pair Trading Question

    Are you sure about that?
  13. R

    What are the most professional automated trading platforms ?

    +1 Only useful post in this thread.
  14. R

    Audit Results

    Because simulated trading does not affect the market, all trades are always fake. In the real world, your actions create reactions.
  15. R

    Looking for VB Programmer in the Chicago area

    Mav, you're tapping a pretty low speed, low tech resource pool if you're looking specifically for VB .. What's the deal?
  16. R

    Machine designed strategies. Do they work?

    My contention is that no software is sold by successful traders.
  17. R

    Pair Trading Question

    So trade them LONG/SHORT. Come on Bowo, you're smarter than that. Ok. Perhaps you shouldn't trade pairs. ??? :confused: Didn't your CFA exam cover relative value analysis within a sector? Against like-peers & competitors?
  18. R

    Pair Trading Question

    Fair enough :) I was really just hoping to point out that 1 for 1 is almost never cash neutral.
  19. R

    My option trades

    You've got a short vol spread that's probably going to expire worthless, but if it is one tick wrong on the close, you get left with a load of stock. It's about the unexpected non-zero premium, and how not-riskless the estimated PnL should be booked. edit: Simple, right? :)
  20. R

    Patenting a Superior Trading System

    Sometimes less is more. "You need money to trade stocks. So you will have to either earn it yourself, or deal with employers or clients. The clients will be a nightmare if you can't deal with them. All your clients will pull their money out to buy gold and heating oil futures. The only one...
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