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Interesting...these seem to be the same from 2014-ish...not a lot of wage inflation there

lol, sounds so paranoid but it's easy to imagine that these entities wait until retail positioning is at max pain point, before releasing a 'research' paper promising further continuation of aforesaid trend, which drives the exhaustion / triggers most stops, and the trend reversal is then...

cool story on their actual trading, always good to have these tidbits! would it be fair to assume that whatever 'public' market view they're offering, they are probably taking the exact opposite side? eg. when oil was near its lows last year $28 on front-month WTI, they said they were bearish...

interesting...wasn't (isn't) george soros short the S&P? i guess we'll see how the risk return pans out on either side

agree, there's got to be a self-selection bias here; perfect transparency does not exist. lots of respect for Thorp, who's a pioneer in so many ways, but i don't think we should take every statement he (or anyone else) makes as the objective, be all end all truth. in fact, the trail of...

With the return of prop trading following a potential repeal/modification of the Volcker rule in Dodd-Frank, what would be the impact on market opportunities in general? Some things that came to mind were: Positives - More active participants in the markets - more volumes, more short-term...

Thanks for the replies guys. Another thought came to me earlier today, re the vulnerabilities of deep learning. It seems that the "flawed" players threw a wrench in the works when they were added to the multiplayer games, as measured by the decay in deep learning algo performance - could it be...

So there's been a lot of discussion about deep learning's impact on the future of trading. Chess, Go, and now Poker seem to have been cracked by deep learning algos. Bloomberg had an article today...

cool graphic, didn't know oanda gives this transparency into their clients' holdings.. i guess when the market trades to a point where it's flipped, eg. 80%+ retail are short on gold, that's when it's good for a long? if there's a historical archive of this, would make for some interesting...

a savvy person once told me that it can be just as useful to observe what "consistently wrong" traders are doing, as it is to follow consistently right ones.. if you know someone's market call (publicly released version anyway) is likely going to be wrong (>>55% likelihood?), it makes sense to...

good stuff here guys...the fiji waters must keep them well hydrated. also not to be too skeptical about the level of access the fortune magazine reporters had, but is this his actual working desk? (ie. not a stand-in spot for the photo) bc: - the setup seems kind of underwhelming, to be...

you can find some useful stuff on twitter eg - CIS (twitter handle: @cissan_9984) this guy is a japanese day trader of futures/currencies/stocks who was profiled a couple times on bloomberg over recent years, who has apparently been very successful at doing what he does sometimes he'll post...

completely agree (for all legal profits) this is not monopoly money we're talking about. once you get to the $10m mark, even putting it in a super-conservative portfolio (eg. inflation-protected gov bonds, dividend yielding utility stocks) gets you a very respectable passive income per annum...

good point, would the solution come down to having an overall strategy that is robust/adaptive across many environments? because i think of hft and legendary discretionary traders who are outliers in generating profits over a very long period of time.. eg.1 hft - the high frequency guys whose...

so there are actually a few separate guys which came up during the course of discussion, let's get everyone on the same page... 1) original article - lawrie inman (the trader who was reported as doing 25,000 roundtrips a day) 2) the Flipper - another trader which had lots of trades in a day...

very insightful, thanks for the clarification it's good to know that in practice the prop traders do average, such that doing this for a position that is initially underwater is not a cardinal sin by default i guess the context & precise execution matters

OP - would you like to copy them, or trade against them? not to be facetious here, but perhaps a more to-the-point question is...what is the best way to fade the non-retail entities...because by all accounts the average/median hedge fund is returning like 2-3% per annum currently, so whatever...

in one of the futex videos, the guy was talking about how sarao had a huge long position on during one of the trading days in 2008, which had been at a loss, but he held it overnight and next day he was up massively (something like +10 million profit). i guess part of the edge is being able to...

i was watching a youtube video posted by tom dante, and in one of the anecdotes dante mentioned 'nav was the king of averaging' -- how 'everyone averaged everything'...and that nav would build a position of 1500+ contracts in the ES from adding to his typical clip of 69 lots is martingaling an...

yes, this makes sense i guess when seems for generating high total profits, there are ultimately 2 alternatives: (a) take a directional position in smaller size, hold for larger move (Moderate volume x Larger profit / contract) (b) use spreads in a market-making style of trading, hold for...