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They say that 95% of us are not. I wonder what an ET poll will say.

The VIX futures settlement is based on the final value of the VIX at the specified date. The reason why they do not track the VIX is because it is VERY hard to contrust the VIX and arb trade it against the futures. The cost of carry (holding options) is too expensive with the time decay...

Good questions. But since the VIX futures move like mud compared to the VIX, it should be interesting to see how the options reflect the underlying.

Kevin, I think you mentioned in another post that market makers at IB's IdealPro do not have to honor their bid/asks.. is this really so? What are the technicals of this? How long do they have to withdraw a bid after an order has been placed against it? I understand that EBS's platform...

I did some reading along these lines and found a book "What Works on Wall Street" to be very informative. The author looks at base rates and uses stats to develop multiple systems with holding periods of 1 year. Maybe the book could be of some benefit to you...

this is very interesting. Where is your data residing? What service are you using for datamining?

OK, simple question Don, If we have a profitable system, would your firm give us money to trade and then split the profits? Example: We fund an account with 25K and you add an additional 75K. We trade the 100K and make 10K profit (10% on the 100K) and we each take home 5K (Splitting the...

Take the GS position.

I'm a mechanical swing/position forex trader :) but in the poll I listed myself as mechanical.

I'm just throwing this out: But what are the barriers to entry? what keeps someone - or anyone - from just starting a website doing the same thing? Have you advertised or done anything to build the brand? Do you know of any comparables - any other companies of similiar types that have been...

Is COESFX a fair ECN then? Can market makers choose not to fill orders as with IB? And if not COESFX..then who?

An assumption that I have regarding prop shops is that they offer capital funding for otherwise low margin trades. This is good for traders who have scalping strategies and with only 4:1 leverage can make a few cents per trade. However, with currencies - retail firms offer 200:1 leverage...

At the moment I am just starting out trading a mechanical system I developed for currencies. Holding period is about 20-30 days on average per trade. I've not yet been able to overcome trading fees when developing intra-day systems - though I've found a few that would make loads of cash if I...

Murray, With so many variables (3 MA and a return variable) how do you observe robust surface solutions? I am certain that linear algebra could be employed but have never seen anyone do this in ET. Thanks for your posts, Adam

This gave me the biggest laugh I've ever had reading an ET post :) :p :p

My partner and I have been speaking with them for a few months now. They seem to have good customer service. Our only issue to date (and has been for some time) is that the NDA that they asked us to sign (for API access) could give them legal rights over our strategies. Their lawyer never got...

This was def a sell off day. A good thing to look out for will be if this selling trend continues into Monday. If so, then this selling should continue for a few days at least. If not, then the opposite should be true. Have a great weekend!

Thank you Acrary! I literally have more money because of him.

Prove to yourself that you can do this. Take 10K and see if you can double it. If you can then you have the evidence of both skill and a system. If not, you've kept your job and limited risk. One of the benefits of this business is that you can GREATLY reduce your risk and put up as little...

Thanks!