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Margin is just leverage. Trading is either profitable or it isn't. Risk management is a given in all cases.

My recommendation is to *not* do this. You're internalizing the aspect of money too much into the trade and this causes bad monkey loss averse behavior in traders. Convert everything to ticks or points and only use those. In fact, try to not look at your P/L until the end of the week or end of...

Nice assumption there chief, as I was definitely net long from 2009-2015. Stop being a perma-bull clown and pretending that markets don't correct or that those who do call out the nonsense behind the curtain haven't made money from it. What if I told you it's possible to control two different...

You're promoting your own thread for hall of fame? Not that the content is crap or anything but the entjre point here is on hall of fameness being based on the multiple positive reactions by others.

Flowbee5, so uh how about that bull market in 2002 and the other one in 2008? Yea we get it - in the long term the market drifts up. But I think at the point peaks are happening 7-8 years apart from each other it's completely reasonable to focus closer than say a 50y chart. :)

On top of that, there's liquidity in the option market itself to concern oneself with even if it doesn't whipsaw back.

Well sure I can't disagree with that - but the way you stated it came off as a relative value statement on their respective lives. Sarao might have been sweating his balls off for days on end faking out HFTs but he wasn't the guy averaging down on 1000s of straddles against the Nikkei all the...

Man, seriously? Nav earned his money spoofing or not. Leeson brought down an entire fucking bank. You really have some particular beef with Sarao.

One thing about crude lately is it's been getting more and better moves in the European session than compared to the US day session. I know this because I trade that session for a couple hours before bed (PST timezone here). Hopefully RTH starts to pick up again. I used to use time-based charts...

Baron is there any way we can get a like option for the thread itself? Perhaps right next to the "Follow This Thread" button (e.g. Like This Thread)? I know there was some mention of thread ratings being present in the past and that being abused - but this is not rating, just like-only. This...

Nice.. I see what you did there... ;)

Which BTW isn't much of an area to compete with. I have heavy firsthand experience here and the H1B ideals as implemented are a fucking JOKE. Corporations are using it to play a watered down indentured servitude game while the contracting agencies are basically a vig-taking middleman all the...

The reason you're running into issues with being a contractor while working at the same level as independent contributors but not able to make the jump is due to the relationship your employer most likely has with your contracting agency. They cannot legally just poach you - you need to find a...

A spread I did for a while is/was -3NQ/+2TF (the ratio is notionally close enough). You might consider it. There was a period where I had put this spread on at the wrong time and got creamed for a while only for it to recover and I then pulled it off. However, closing the spread was stupid of me...

Don't do this. For one, you're already pre-optimizing here. Secondly, that intermediate struct is your friend. Serialization from the read buffers into an intermediate struct abstracts the data into an atomic unit you can pass around at very little cost. Writing it direct to disk via a separate...

write(2) will still be relatively buffered unless one explicitly opens the FD it uses with O_DIRECT. The main performance hit will be in the context switch from crossing the userland<>kernel barrier in calling a syscall. None of that is needed though as typical stdio.h routines are all buffered...

But probably great news for HFT! CME got your back as usual.

Any particular reason for that? They're not big contracts.

Product Modification Summary: JPYUSD Futures Tick Reduction Effective Sunday, June 21, 2015 for trade date Monday, June 22, 2015, and pending all relevant CFTC regulatory review periods, please be advised that the Chicago Mercantile Exchange, Inc. (CME or Exchange) will amend the minimum price...

All kinds of other fun stuff in here BTW. Might be fun to just make this about "disciplinary action" reports: http://www.cmegroup.com/tools-information/advisorySearch.html#cat=advisorynotices:Advisory+Notices&pageNumber=1&keyword=DISCIPLINARY+ACTION