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    Aima Ddq - 2010?

    Hi folks, Can someone confirm that AIMA has an updated due diligence questionnaire template for 2010? I've been working on a 2007 version. Anyone kind enough to drop me a copy?
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    Bloomberg terminal?

    Right, that'd why I'm asking for commissions earned. I'm sure what they cate about is their bottom line, how much they're making off of your activity... What's a fair starter account in that sense? $50k a month?
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    Bloomberg terminal?

    I'm not sure how to see these numbers ($10mm) in terms of the futures contracts I trade.... Can you put it in terms of monthly commissions? How much do these firms need to make from you before you're worth spoiling?
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    Rol's Trading Journal

    Rol, It was never my intention to brow-beat you into making the change... in any case, am glad you made the change, and I do think this is the right move. Using calendar dates and M2M makes this much more understandable. Just 2 more cents, I'll always be more accustomed to seeing an...
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    Rol's Trading Journal

    I'd definitely agree that marked to end of day prices, or even end of week prices would be representative/meaningful, if done over a long enough timeframe. The important thing is that these samples are consistent across the entire portfolio. But if these prices are cherry-picked... winning...
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    How much money would you need to Martingale your way to profits?

    This is, of course, untrue. Stocks can continue to drop by 10% infinitely... until they're delisted for bankruptcy. It may help for you to think of it this way... when whatever stock reaches a price level *so* low you think that it can't absolutely go lower... keep in mind that when you're...
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    How much money would you need to Martingale your way to profits?

    If you're going to Martingale, I don't know why you'd bother with the trading world. Just head to Vegas... at least you get free drinks, there.
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    Rol's Trading Journal

    You have to understand if the equity curve is purely showing "realized results", I'm not at all incredulous as to its shape. There's another very hot thread on this site right now, the martingale discussion. If you were to look at the equity curve (both hypothetical and real) for a...
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    Rol's Trading Journal

    I'm not exactly sure as to the purpose behind the thread, so I'm not one to make demands. But if your goal is to inform and elicit discussion, in the spirit of transparency, can you repost your hypothetical equity curve on a "marked to market" basis?
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    Rol's Trading Journal

    Woah, *really*? That's a very significant disclosure. You should make that clear any time you post your equity curve. For what its worth, I disagree on this point, and would never use it for my own purposes. Your positions are worth what the market says they're worth, period.
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    2-2:30est today big move down=start of commodity sell-off?

    Anyone trading the commodities right this week deserves a gold star for having balls of steel. Mine melted this morning and I capitulated.... Kicking myself.
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    Offsetting price risk

    Right. What he's saying is he wants the risk free rate, but he wishes it was more than (next to) nothing. To the OP: you can't do it. If it was possible to get a higher yield from the 30 yr old bond without rate/price risk, then everyone would do it. No one likes being paid 0.1% or...
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    career paths of automated trading system developers

    Wow, old thread. I think Rufus nailed it. After a decade of working with both startups (as founder as well as seed investor) and large corporates.... Truth is, entrepreneurship is both easy and hard. For those who "get it", launching a business is the easiest thing in the world: find your...
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    WTI on ICE versus NYMEX

    Good call. I'm not expecting to use it frequently, so not as critical. It occurs to me that in a situation like that we saw on Monday (with the markets closed middle of the day), or even a 9/11 style attack... being able to trade WTI out of London as a backup will be very, very convenient.
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    WTI on ICE versus NYMEX

    My intention isn't to profit off of mispricings between ICE WTI futures versus NYMEX WTI futures. But I'd like to use ICE WTI futures as a delta hedging tool for NYMEX WTI options... when NYMEX is closed, for example. And so, they need to be "equivalent" in that sense at option settlement...
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    WTI on ICE versus NYMEX

    Putting my new Bloomberg to work... I see the spread here. Looks like it's basically at zero except when one market is closed versus the other...? For those of us who have no intention of holding physical, and will always close out before delivery... any reason to think there will be a...
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    WTI on ICE versus NYMEX

    Looking at the clearing fees, it's a pretty clear advantage for ICE ($0.73 versus $1.45 a side). It'll be very interesting to study this further, see if the book depth between the two is very different... and whether I'm likely to get better/worse fills from one versus the other. And there's...
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    WTI on ICE versus NYMEX

    A year later, any updates on ICE WTI? I have to say, very disappointed by NYMEX WTI closure during Presidents Day. Big move on ICE WTI during the interim.
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    Yearly return... What should amateurs aim for?

    I don't understand where "account size" comes into it. Unless you're really running into scalability issues (and 99.9999% of the retail customers out there aren't)... your returns have nothing to do with the size of your account. Someone with $500k in their brokerage account would work...
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    CL Redux

    Chuck Norris fears no man or beast. But he does fear crude, a little.
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