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How did everyone else in the sector avoid a beating of this magnitude?

Was looking solid, but today DE is dropping like a rock. Is there news on this thing? This is a pretty hefty intraday beating, and I can't find any news on it at all.

Revised: +$28. I figured out an insider was selling (via comtex on tradestation), so I waited for an ES push to the downside and shorted. Of course, it doesn't matter that I make $28 or lose $28, so much as I go back to my program and correct issues that popped up today that caused me to...

+$15.54 2 great trades, 1 that required some corrective action and robbed me of profits.

+$62 Happy with progress.

My slippage is almost always 0 as a retail trader. Is that just a function of this market having no volatility, or what? I've tossed countless trading systems out on the assumption that there would be a lot of slippage, but usually it's 0, and maybe a penny some of the time (maybe 15%?)...

I miss stocktrad3r.

-$19. Testing stuff. Hopefully it will work soon. Will get blotters at some point, no formal screen for it atm.

I don't understand this rationale that we have to spend all this money just to achieve results. A guy using a ticker tape on a broken tv making calls to a broker on a payphone is just as capable of making money as anyone else.

My gripe with these people is that they used to have a decent $10 a month service, and now they want $50. F them. Maybe if they priced their service based on the market volatility, I'd take them seriously. Otherwise, the news events aren't creating enough of a pop to justify their $50 for a...

In theory, if you have a beta neutral portfolio, the volatility shouldn't make a difference for a pair-trade, at least beyond some tight, well-maintained band. This isn't the case in practice, though. Particularly when stochastic shocks aren't industry/sector wide, but specific stock wide. It...

I don't agree with the hard-to-analyze assertion for the status-quo of a given stock. There's only so much liquidity available in any given market because the HFT participants can only absorb so much risk and they don't want adverse-selection from informed participants. My guess is that there...

I guess I can look at the time-series of returns on VXX, assume volatility persists, shut down the equity long/short, and put on a long on VXX during dead periods. But this gets back to my original question -- do I now go down the path of forecasting volatility for hedging purposes, using a...

Well, the portfolio is beta neutral, or tries to be. Sharp sustained moves against me are usually news driven, where assumptions about beta-neutrality break apart. Many times this is attributable to differences in liquidity in products that are beta-neutral during the "status quo", if that...

I think the benefit actually comes from compression, because the storage on disk after compression is substantially less than without compression. The results are returned to me quite quickly, in under a second. 16GB vs much less. I'm not sure this is a long-term solution, but for my...

It's just whenever there's a sharp, sustained move to one side or the other, and when the "usual" way of doing business is interrupted. Like when a stock or set of stocks goes parabolic, either up or down. There aren't very many cases of this, but when it happens, it makes for a loss or...

Oh, I should add that I'm not managing millions. I'm just a low capital, tens-of-thousands-of-dollars retail bozo whose idea of a great deal is getting extra pancakes at the IHOP in the ghetto. I'm mentioning this because for the size I manage, there's no market impact and getting in and out...

I have an equity long/short strategy that works well, but the numbers tend to get weaker whenever there is a sudden burst in volatility. I've done the analysis on 3-4 years of data, and the evidence is statistically significant that volatility bursts associated with one direction in the market...

What would you say the proper definition of day trader is anymore, because, imo, high frequency trading firms are nothing but a bunch of day traders. Where's the line?

College doesn't guarantee success either, but people drop more than $5000 on that. You're either going to pay for education or you're not, it's as simple as that. Some people make it cheap, some people don't learn quickly and make it expensive.