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What is the advantage of this over trading the cross currency directly. (i.e. trading EUR/CHF instead of EUR/USD and USD/CHF, supposing the latter two have a correlation that is somehow tradable)

How do you know?

If you want to _insure_ this shouldn't be a concern. Insurance means you make steady payments every month (or year) that will protect you against one or two (or possibly none...) disasters.

I actually have a related question, and hope some option expert can answer it. Suppose I want to insure myself against a >5% drop in QQQQ. I'd buy OTM put options with a strike 5% below the current QQQQ price, at regular intervals (say monthly). I expect many times the options will expire...

see: http://www.streetauthority.com/terms/options/4.asp

google "Bonferroni"

I don't have any problems with any of the timeframes

http://www.dukascopy.com/swiss/english/data_feed/csv_data_export/ intervals from 10 sec - 1 month it's free but I don't know about the quality

If you mean portfolio optimization through quadratic programming, there are some R packages that do this (all free): "quadprog" "LowRankQP" see www.r-project.org for more info

I'm looking for some resources on how to hedge a stock trading system against very rare adverse market events. I.e. I'm willing to suffer regular drawdowns in 99% of market conditions. However, in case of say an '87 crash, I want to limit my losses to X%. I know an investor holding a...

The problem with searching for an edge without a clear hypothesis upfront lies in data snooping. I.e. if you would simulate 1000 random walks, some would look like having an edge even though they're completely random. Thus, having a hypothesis upfront is a good starting point. But whenever...

Isn't it the case if you want to get filled at the official open for a NYSE stock, all you have to do is submit a regular market order prior to market open? http://www.nyse.com/productservices/nysearcaequities/1157623605117.html

They only offer Market, Limit, Stop, and Stop Limit orders. I don't need market-on-open orders as NYSE market orders submitted prior to the open are supposed to fill at the open, due to the auction process. Zecco routes all orders through Penson. I have never filled out a W-9 and they do not...

I have a Zecco account and use it for longer term trades, i.e. I only enter/exit positions in stocks trading on NYSE with market orders at the open. It works perfect for me. I also have an account with IB for my shorter-term trades.

It's possible to compute a confidence interval for any statistic (max DD, profit factor etc.), but I prefer not to rely on normality assumptions (as the formula mentioned above seems to do). I've posted an excel spreadsheet in another thread that uses non-parametric bootstrapping (and hence does...

At Zecco only the first 40 trades each month are free, after that it's $3.50/trade. I've been trading with them since the beginning, but not as an active trader (i.e. less than 40 trades/month), and am quite happy so far. Other brokers you might be interested in, with low per-trade...

Not sure if you'd consider alternatives to remote desktop, but I don't have those problems with LogMeIn or GoToMyPC in combination with TWS.

I think all you need to do is set it up in IB

I always use ach. works perfect

I use: regvac - registry cleaner AdAware - anti-spyware LogMeIn - remote desktop Speed Startup - shortens boot time Watchdog-O-Matic - monitors/restarts applications automatically if they crash or hang