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    Earnings website

    you may try http://99wallstreet.com/v2/earnings.php
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    HFT Myths

    Thank you for the thread. A lot of useful information. In a HFT firm, do quants trade their own model (do everything) or they just develop the model, let software engineer develop the trading engine/GUI and trading is handled by trader? Are trader mainly looking at the screen to make sure...
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    HFT Myths

    Since there are too many data, what data are your company rely on for stocks, options and futures? 1. Direct from exchange or from third party vendor? 2. Tick data of filtered data? 3. Full feed or just what you trade? The question is about too many data, and how your company decide...
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    HFT Myths

    1. Assume total profit for hft in a market is fixed. With more competitors, are some hft profiting from other hfts? 2. in hft, are 20-80 rules working, that is 80% hft lose and only 20% profit? 3. Any hft explore the weakness of other hft? Like virus, you are trying to find other people's...
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    HFT Myths

    Thanks to start the thread. I have the following questions, hoping not too naive. 1. Is this a fastest win all game? or is it a profit sharing game? 2. Given your knowledge, if you want to start your own, can you compete? What is the cost to setup, hardware cost + labor cost? 3. If...
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    Starting a fund / raising capital

    So 2x leverage ang 2:1 long/short ratio Interesting, I am using the same long/short ratio but 1x leverage, so 66% long and 33% short, and get half your return . Which tool do you use to pick stock? Your average holding period for the short? I cannot get 2x leverage at interactive...
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    Starting a fund / raising capital

    What is your long/short percentage and leverage? April is on Par?
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    Trader P/L 2013

    April is bad. Feb: 7.38% March: 10.84% April: -5.11%
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    Starting a fund / raising capital

    Let me compete with you with my long/short strategy Feb: 7.38% March: 10.84% April: -5.11% Based on 300K funds Well, I have to say that April max drawdown is at about 10%. The first 2 weeks is really bad, since when market go down, long drops heavily, and short is rising, all...
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    market maker obligation

    I am asking equity.
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    market maker obligation

    What is the current market maker obligation? How much times should they maintain at NBBO? I just get NYSE SLP that said 10% time. I did not figure out NYSE DMM and NASDAQ's rule. Anyone trade against this obligation and profit? Thanks for sharing information
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    Account protection - IB custody accounts

    Do not know how they treat the cash and stock in margin account, especially when you short stocks and get more cash on hand. cash part is only 100K by SIPC
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    Does HFT strategy on textbook and papers ever works?

    Well, personally, I do not believe there are multiple solutions that can survive, but only one optimal solution. With so many shops, variants, the fundamental should be the same. If a shop use ad-hoc without any theory behind it, I just doubt it. In terms of fundamental, the basic is in...
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    Does HFT strategy on textbook and papers ever works?

    Let's say traditional market maker without high frequency. We can think they are scalper. So how can they make money? what strategy to set bid/ask to have high probability wins? Have knowledge in programming and math. Just no experience. So looking for strategies that I can DIY. Well...
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    Does HFT strategy on textbook and papers ever works?

    Or the HFT shops use their own, creative secret formula? 1. Speed matters? If it is, the guy with highest speed wins and all others lose, from game theory point of view. So given the fact that multiple HFT shops exists, I think speed does not matter, or you should never put your strategy...
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    Bitcoin revisited

    bitcoin is worthless. People think bitcoin is like gold, cannot be easily created. Even if technology really makes it impossible to create any more bitcoins, it is still a false statement since <b>everyone can create its own bitcoin alternative, </b> which makes the supply unlimited. When...
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    Account protection - IB custody accounts

    As I understand, non-US customer have account in IB US is also covered by SIPC. If you open account in UK, it should be covered by equivalent organization in UK
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    Account protection - IB custody accounts

    If < $500K, SIPC protected. You do not have to worry.
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    Anyone bought $0.0001 per share stocks and why?

    I do buy $0.0001 stock every month for purpose. Because I do, I know that the volume is not small, so that's why I am asking this question. Maybe other guys purpose is the same as me. Just want to know if any one doing these like me. (The purpose is not to expect to profit, since I know they...
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    Anyone bought $0.0001 per share stocks and why?

    Wondering if anyone here bought $0.0001 per share stocks before and why?
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