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Interesting, I remember reading Farmer's book +- 15 years ago and being so impressed. Hardly any stationarity anymore in the markets nowadays.

What do you mean with "the best ratios"? You can do any ratio you want. In my opinion (haven't done this) it would be kind of equivalent, while there would be way more volume and liquidity in futures though (good for larger positions) and possible better fills too, and more flexibility in...

elitetrader is not a chatbox, but a forum, unless I am missing something

I didn't know about this funding. What's the catch, if any? If the business fails, what's the thing you lose? In any case you will have lost time and I suppose the bureaucratic time investment must be horrendous? Otherwise there are tons of ideas you can try. Just hand in 10 ideas and if one...

expensive http://www.cqg.com/products you can probably get it for free google.com

I am not familiar with TWS sorry, I know it's on CQG for example.

Moves like this are usually a snowball event, stoplosses triggering stoplosses (forced liquidation). If so many large funds made so much money, I wonder who were the losers. I doubt there are enough retailers sophisticated (or stupid) enough to short vola.

If you download all transactions including time and volume done during the day you can compute it. "market profile" is an analyis tool which does it for you.

For volume you need two sides, so accumulation by certain institutions, dissipation by others, or accumulation by long term investors, dissipation by short term traders or vice versa. In any case, there was some shift in fundamentals in your examples.

Daytrading is extra hard imo because it is costly, making the spread is mostly an illusion nowadays and you can't get without brokerage. Oth, it's desirable because the more trades you do the better, ceteris paribus.

If you are trading Eurex for example you don't even need the membership (flat fees), have you looked into them already?

It takes effort, time and skill (that they don't want to be bothered with) to set up an arcade by themselves?

I am at risk of stating the obvious, but just in case: Have you tried coming up with a method and calibrating it on data up to say, March, then "forward testing" with new data until July and see if it still works? I did some initial experiments with systematic forecasting myself (I am trading...

Also, of course, distribution of market returns is not stationary, what makes you believe the patterns you trade on are? Depends on how you came up with your trading system, how many degrees of freedom/parameters, data snooping, ..

Only read the first few pages of this thread, it resonates with me. Research has shown many times (afaik) that the largest contribution to happiness is having meaningful social relations. That's what I would focus on, definitely not traveling or new hobbies (been there, done that).

etfdb.com is a very nice one

I don't know much about interest rates, but looking at the eurodollar chart, I am kinda perplexed by the daily range which often is not more or even less than 5 ticks. Who would be trading this, losing 10% of daily range just by getting in or out? Or am I looking at it wrongly somehow?

I don't know, but would you be so kind to explain why your last statement is so?

I have been following them since the start. AFAIK they are a, relative to this business, honest firm.

You could also try something like the VXX etf, 1 cent spread typically.