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I am about to start building an automated system for the first time (used to be discretionary). My question to more experienced systematic guys is: If you would use a robust stable breakout/trendfollowing system, to hedge a core regression to the mean strategy, what would it be? It doesn't...

Don't forget the reason the SOES bandits made money so easily, was because there weren't that many of 'm. If they change the rules back, instead of 500 SOES bandits, there will be 10000 SOES bandits trying to get the same fill. Good luck with that!

first off, you would definitely need to start routing then. Secondly, the size on particular levels depend for a large part on how the QQQQ compares to the NQ. If the NQ's bid is "higher" than the QQQQ's bid, expect big (several 100k) size on the QQQQ's bid. If the price of QQQQ is unfavorable...

i think i just found the holy grail for you! go long! always go long!

does the specialist play nasty tricks, or is it auto-nx-able all the time?

you think so :confused: :D

when you email him directly (like i stupidly did) he asks $10k for his calls. when it looks too good, usually it is. in the tradingworld, it ALWAYS is :) f*cking con men

and this one i misunderstood too, i don't think he trades intraday. i cannot think of someone who had his intraday results audited.

that's exactly what i wanted to say, sorry for making a misunderstanding.

if you wanna take me up on that challenge, take me up, i take that offer anytime of the day :)

and i mentioned dan zanger, because his results are accounted for apparently, so he doesn't have to step up, his results are already verified..

why not make it a big media-event. lock me up in a room with only esignal, no news.. I can only trade outrights, no spreading, only directional trading. if i outperform the s&p considerably after a year, i get a million. how about that? now i have something to gain, and nothing to lose...

my "offer" was just a statement i wanted to make, i wasn't serious. and secondly, Dan Zanger's results got accounted for, and he trades with "TA" so why would you go and do the effort again? sure we can arrange something if it's worth something to you, but i don't really see it.. edit. not...

I have nothing to gain in such an endeavor.. i don't want to sell something. but i am sure there are other's out there willing to step up.

"Recently, Citigroup fired it's entire Technical Analysis staff. I just wish that someone, for the sake of science, would step up and say, I look at lines on my screen and I make money consistantly and I am willing to prove it." yadda yadda yadda.. Please step into my office :) Regarding...

If you look at a 50tickchart or something, it doesn't look like it.. Market stays in 1 cent range, with huge volume traded..

don't forget interactive brokers for fx..

Did anyone happen to watch the QQQQ during 15:14 - 15:17 today? what went on there?

yeah i could imagine. he left the pit as a hotshot, got his ass kicked in the nasdaq bubble, and returned in a dying pit.. ingredients for a blow out

weinstein, like a cheetah