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  1. R

    GOODBYE HFT - EU Lawmakers Seek High-Frequency Trade Curbs in Markets Law

    So .. who ever's fastest at the 500ms mark wins? Hit those slow orders, yeehah :D Those wacky Europeans.. https://encrypted-tbn2.gstatic.com/images?q=tbn:ANd9GcR3Nrjsc-AfdvwtlNT_eYrQTAB7p0q_LOxuGfCZea4xqdfxNJSm
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    How much does the average forex trader make?

    Retail: http://articles.latimes.com/2011/apr/03/business/la-fi-amateur-currency-trading-20110403 Av Account Size: $3000 Av Return: -$2,913 % Return: -97% The upside could be in the "mind-numbing desk job" within an FX shop, perhaps sellin the dream to the rampaging hoards of...
  3. R

    Low Pass vs SMA

    You might find that if your combination is mean reverting, then all oscillators start to work. Now .. is your combination really mean reverting? :)
  4. R

    Low Pass vs SMA

    Zactly. Shortcut to this thread is to do the back testing. Then easily decide what to ignore.
  5. R

    City trader 'gambled away' millions

    m yeah .. actually probably over qualified for Delta One :D No rocket science required. A working knowledge of how spurious correlation can fuck you - optional.
  6. R

    City trader 'gambled away' millions

    having your own mouse is the "new" killin it.
  7. R

    City trader 'gambled away' millions

    eh, 2007 actually.. with windoze xp & explorer 7. it's a global powerhouse here. tryin to reduce the number of bloomberg licences currently. "top priority". the horror, the horror..
  8. R

    City trader 'gambled away' millions

    lol.. risk systems in banks are not generally built by the best & brightest. Outsourced & a series of buggy spreadsheets often. Funny when these cost savings don't work out so well..
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    NYSE charged with giving some customers head start on market data

    meh.. slowest link is still the retail customer's mouse click .. but I guess this gives "the public" someone to blame for their uninformed gambling losses .. further abdication of personal responsibility.
  10. R

    If options expire on ex-div date?

    the point here is that the dude on the long endcould be a moron if he does not exercise when itm & div > extrinsic.
  11. R

    If options expire on ex-div date?

    Some might say that the trade here is those odds specifically :)
  12. R

    If options expire on ex-div date?

    :D :D :D
  13. R

    Automated Currency and ETF Arbitrage Journal

    This is worse than the screw up above?
  14. R

    Automated Currency and ETF Arbitrage Journal

    One more reason to build your own algos :)
  15. R

    atticus' "ship it" vol trading journal

    Nicely put fella! :)
  16. R

    Interactive Brokers TWS Bug Thread

    Level 2 depth not showing in BookTrader for SPI.SNFE Works fine in Market Depth Trader though. Ok for other instruments. SPI futures specific issue?
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    Where is the IB order server located?

    "IB is a retail broker" Not so much. I think you'll find that IB shares some fairly fancy infrastructure with the very non-retail end of things.
  18. R

    The most downwardly volatile market in general

    Well, implied is easier to look up :) Agreed about the spread being interesting. Questionable as to how valuable vs misleading. Thoughts?
  19. R

    The most downwardly volatile market in general

    Look at the implied volatility skew for different asset classes.
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