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  1. 2

    Is there anyone here who has a consistently profitable automated trading system?

    Tl;dr But from the glimpse I took, you're referring to fault tolerance. It's a basic requirement in programming
  2. 2

    Is there anyone here who has a consistently profitable automated trading system?

    I worked at firms (high volume) where I never saw a human trade unless there was some error. I also have never come across a profitable retail trader.
  3. 2

    Stock volume no longer being showed in multiples of 100

    divide by 100
  4. 2

    Options Trader Bets $40 Million That Meta (META) Share Price Will Almost Double

    meta is currently at 312.05. this is a 1x2 spread. where does 158% rally come in? actually, if it does go 158% the spread is red
  5. 2

    Shorting Treasury Bonds

    what happens at maturity when buyer gets back par? why short the bond, can't you just be the borrower? easier to use interest rate swaps, stir, futures, CDS, or total return swaps
  6. 2

    Risk management

    Are there latest developments in risk management? With current tools you can get your answers faster and run scenarios faster but I don't know any risk strategies that changed much. Depending on asset, trading/investment style and holding period: correlations, bumping/shocking curves...
  7. 2

    Checking connection delay with IB

    Agreed. You could have the fastest connection to your broker but if your broker is slow, you are slow. Most brokers will provide metrics on added latency they cause. They will tell you how risk checks are implemented (nothing secret here). Also, connected via internet, VPN, colocated all make a...
  8. 2

    Checking connection delay with IB

    You're definitely an elitetrader. Good job
  9. 2

    Checking connection delay with IB

    What's the latency after the order hits IB? Isn't that more important?
  10. 2

    MOC Imbalance Edge

    I remember NYSE had something called D quotes that were still viable (profitable) at least a couple years ago. Maybe still is
  11. 2

    executing in extremly illiquid stock options

    pick up the phone and call around for quotes or have your broker do it.
  12. 2

    What style of trading would you teach your son?

    MM be the market
  13. 2

    Is it immoral to get a second job as a software developer?

    why not?
  14. 2

    Is it immoral to get a second job as a software developer?

    Tl;dr Overemployed
  15. 2

    How about a $19,000-per-month internship this summer?

    You're making a lot of assumptions on hours, tuition, what this internship entails, what real world trading is, ...
  16. 2

    Volatility futures Market Making software

    maybe look at variance swaps and realized vs implied volatility. that was in vogue 20 years ago
  17. 2

    Volatility futures Market Making software

    well, vix index has a spec and the computation is available. a future takes into account cost of carry. Replication and arbitrage free approaches are the easiest
  18. 2

    Volatility futures Market Making software

    are you trying to MM on futures or options? If futures, you don't really need modeling but speed and data. MM on futures options you can do with a small (single digit) team. I know several CME MM in ags/meats/rates all small and respond to RFQs
  19. 2

    Busting the “Paid What You’re Worth” Myth

    I never said politicians are corrupt and regulations are not the answer. Maybe another poster did. I said people are different.
  20. 2

    How does the Fed move interest rates?

    Why can't demand be infinite? If banks can magically create money we can have an endless spiral.
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