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DOM scalping on commodity futures, Forward curve analysis, a bit of seasonality and fundamentals. Each strategy has a lower sharpe but in aggregate, it is much smoother.

Not sure but I think CAGR = 48%

2.6 with 200M$...THAT's impressive. If it is done with automation in a wide range of markets, I can understand. If it is done on a few deeply liquid markets, it's clearly out of my world.

Yes. European as well trading futures full time for 10 years. Never paid anything to the US( and I am grateful to your country, guys ).

Thanks. I am curious to know what the bigger traders achieve. It is super rare to see Sharpe over 2 on 10M$ accounts.

Hello, 4.13 from April 2011 to November 2016. It's the first time I calculate it. It was done on low , sometimes high 6 figures account. I don't pretend I can do it with more significant capital. What is yours?

Sarao behaved really stupidly when he was first confronted to regulators and his gains are certainly a bit "ill gotten", but it is still sad to see how the government can come and erase everything you have accomplished in your life. They will just take his money as if he had simply stole it to a...

USD back from the abyss... I certainly wouldn't have bet on this:wtf:

According to this link, the central bank actually don't intervene anymore under normal conditions: http://www.cbr.ru/eng/dkp/?PrtId=e-r_policy

I didn't know that, Fordewind. Thanks a lot. Why do you say it can only go further down? It has retraced a lot from the top of 85 RUR per $. What drives the central bank decisions? How are they influencing the forex rate?

- Still in recession but close to 0 - Still historically low -Trump and Putin best buddies -Pays 4% on deposits at IB. It's not a trade. I like to hold different currencies and this Trump victory should be bad for the dollar long term, so I am thinking about buying rubles( I already hold CHF...

Quite new to stocks and I have a few questions : - How do you avoid getting odd lot executions ? - Once you are filled with those F* odd lots, what is the best way/venue to exit while providing liquidity? - I get the FINRA prints on T§S comes from dark pools. What are the main ones nowadays...

Back in 2012, I was MMing soybeans spreads in real "accumulation mode", not just scalping from one level and it worked for 3 months but then I hit a bad streak and lost almost all my profits. On corn I never had much success scalping. You need member fees or incentive program at least. I only...

ids, please refer to the programmers and tell them the issue is not fixed. Outrights have the correct 0.0005 increment but calendar spreads still display an erroneous 0.0001 increment. Thanks.

Thanks ids, it sounds OK for me. No big deal.

Thanks both of you. I know it is an IB problem.

Yes. Apparently they simply changed the ticker to KT ( which I don't like since it is supposed to be NYMEX coffee ...The illiquid twin cash settled contract ). But I am still not sure they are not simply confusing the two. The minimal increment is not right. I will wait until the dust settles to...

I am stuck with spreads and one rep told me IB wasn't supporting it anymore... ???

You mean the main trading session open? . What kind of strategy would you like to play on grains? There is a lot of activity in the first half hour, but I trade all day undifferently.

Sommi, Why can't we see your terrible October 2014 day on your equity curve? You had a 200K DD this year? It must be hard to come back. Good luck. It's funny because my own equity curve would similarities with yours even though I am mainly an agricultural trader.2016 has been terrible in...