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Agree. But slippages are included in their stats. They don't mention anything about commissions. A profitable trade can become unprofitable when commissions are added. I highly suspect that they didn't include them.

I'm wondering if commissions were taking into account in their stats. Cause, option strategies are not cheap comm wise.

Ex-div is today (Dec 9, 2022) from the info I gather around the Net (and payment on the 20th). I don't know where you got your information. This detail makes a big difference in their strategy.

SIG are known for using strategies that include options and dividend on the underlying. VFC is going ex-div tomorrow. So your guess is probably right about the suspect.

Every exchange has its own opening process rules and algorithms. But "usually", in you example, you'd be filled at $9.50.

Nice try, but not for ES future contract.

Correct. I was referring to day trading using short time frame. And that's what this thread is about if I'm not mistaken.

The order type is irrelevant for the time it takes for the order to reach the exchange. In fast moving market, you want your order to reach the exchange as fast as possible in order to reduce slippage.

There's nothing wrong with that. I don't know why you assume this. And the 250 ms is not the time the order being received, but the whole round trip response time between sending the market order and receiving the fill.

Are you gonna show us all of your 10000 trades?

Sure. If you do manual trading, you usually go like this: 1) You look at the chart or whatever data representation you use. 2) You think of what you will do based on your system/model. 3) Then you manually enter your order (on DOM or else) with you mouse or keyboard. All those steps will take...

Which broker are you currently using? And what latency are you experiencing? As you probably know, if you do manual trading, latency is the least of your concern.

Gotcha, but HFT and market makers are not the same type of beast. Market markers have quoting obligations. Not HFT.

Market makers on ES futures contract??? ES options, yes, but futures?

Risking 1% doesn't mean that you can't put more than 1% in a given trade. It means that you limit you maximum loss per trade (position) to 1%. That's what risk management is.

Let me guess... You never have made any money trading (not investing)! (Again, just a guess!). Not saying that it's easy being profitable with trading.

If you don't know what is a continuous contract, then I would suggest you to not start trading Futures. You should start learning the basics first. Or as Stat wrote, try one of the ETF.

This is a very good question. But. In order to determine when to stop trading a particular system, you need first to start trading it and make sure you can make money out of it. And then, you can ask yourself when should you stop trading it. The hardest part is to find that profitable system. I...

On IB site, they don't tell which option pricing model they are using. Maybe not B&S.

I'm assuming that you have compared the results from the IB calculator with something else? Why do you think the discrepancy is coming from the IB calculator and not the other? I'm not saying that the IB calculator is right, just trying to understand your point.