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Long Dec/ Short Feb Hogs @ -3975.

Mine is around 14% of YTD profits( long term spreads only ), but still other unprofitable trades on my book so it should go to 20-25%...What about yours?

http://uk.reuters.com/article/2015/11/02/china-futures-arrests-idUKL3N12X1AG20151102 "allegedly buying and selling futures in prices that deviated from market standards" "The firm allegedly used software to buy up to 31 futures contracts in one second" Not sure it is a good idea to start...

http://uk.reuters.com/article/2015/10/30/court-spoofing-trader-idUKL1N12U22X20151030

Liquidated the rest at the same price. My spreads don't work too well lately. I was quite happy about my long term results so far this year and I wouldn't like a DD...

It's not amazing...It's really good as Rachmaninov is trading short/medium term ag spreads( Real market calls not microstructure or latency edge ) but not amazing as the type of retarded results some scalpers or HFTs get. He probably drove a 20 K account to 500000 K in 4 years and got a 30% DD...

I don't know about Gulke's track record. I don't track his calls. I just like his ( and Hultman's ) commentaries because they sometimes have an eye for the unusual and possible long term mispricings. Each time I try to gauge if their idea has some merit and make it my own by finding a ( better )...

Thanks a lot for taking the time to reply. I read Tregg Cronin's commentary for Halo Commodities and was quite impressed. I guess I will add it to my daily routine : Agrimoney, Benson Quinn, Steiner Consulting on top of the DTN/DJ Agriwire on Prophet X. I like Todd Hultman and Jerry Gulke for DTN.

Thanks Brighton, is it possible to know some of the guys you follow on Twitter? I have never used Twitter but It's not the first time I hear there are some good traders there...

http://www.bloomberg.com/news/articles/2015-10-29/spoofing-defendant-coscia-takes-stand-as-prosecution-rests-igcm9s0g

I just lost a bunch on it. When it really gets close to expiry, the markets remain irrational longer than...

Scratched 3/4 of it in the overnight session @ -2.5. Will buy some more if the front spread goes inverted again.

Short Aug/Oct16 Live Cattle @ 1.850.

http://www.bloomberg.com/news/articles/2015-10-28/spoofing-trial-jury-told-trading-algorithms-guided-by-coscia

Yep. There was no reason at all SRW outperformed HRW as the HRW states got almost all the bad crop condition but whatever...

Out @ -22. Ouch.:(

Long Jan/ Short Mar Beans @ -2.5. Propagation of what's happening in Nov/Jan.

If I ask, it's because I found such an algo this week. On a few occurrences you can push it past FV...To me , It is hard to compare to spoofing which is really detrimental to the market place. Here you just take advantage of a lazy program...Nobody is hurt except the institution behind the...

Imagine you trade in a fairly illiquid market with, for example, a 10 tick spread( Let's say Bid @10, Fair value @ 15 and Ask @ 20). You are waiting for a fill at bid and you get a nasty market making algo submitting a new best bid everytime you want to improve best bid( getting in front of...

Texas flood and crop deteriorating lately...Beware.