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structural arb, love it. hope you become a footnote in TD's 10-k.

you should look into microdosing.

Yes for very early issuers. It's like pricing on a TAM (total addressable market) basis, not very useful once a company has an operation.

If procust signals adverse selection then mm margins are about to get juicy. Do you trade electronically?

I think most of the guys active on floors (non-electronic) are doing gamma/skew/etc,. but from what I’ve heard from guys at group1/Wolverine/etc there can be opportunities by piggy backing on qcc trades. often that can look like a delta view

Theoretically this is infinite%. Hard limit would be the market value of global assets and the economic value of their derivatives.

Do you have economic and fundamental data as well?

I used to play that game, and if you did too between 2001-2007 it’s more than likely that I Pk’ed you (lol noob) or manipulated the price of your abyssal whip.

Those who can, do. Those who can’t, teach.

Looks like a simple pared down version of AlphaSense (which I use). It’s helpful if you know what you’re doing. E.g. you want to know what managers are saying about how rising oil prices will impact their company’s bottom line. You can do a search across all companies (better if you narrow...

Sell now and recoup ~20%.

Adaptive and midpoint are good, but I would look to vwap over 1-15 min depending on your timeframe.

Depends on how much experience you have doing this, how fast a reader you are, and if you know where to find the info. I usually need about < 30 min if I’ve already researched the stock. You typically need to read the company’s prior earnings release + 10-k MD&A to get an idea of what’s going...

Very bad idea unless you think the miss was due to a one-off issue. But this requires qualitative analysis of the company.

The patterns you are seeing is the result of randomness. Trends exist in financial markets, and those trends are driven by the slow diffusion of information…so try to assess the catalyst that provided new information and then build your view from there. “Oh, stock missed earnings and guided...

Lmao

this guy is one of the longer lasting grifters out there. He managed money claiming to have a superior quantitative analysis tool that ended up just being a sin-wave function or something stupid. Obviously, it began to lose a lot of money and he was thrown in prison lol.

There are lots of journals that publish stuff. You can email the researcher directly for a copy of a paper you might be interested in. Professional traders are always trying to incorporate best practices and ideas in order to improve efficiency.

It works like this: You have a view (buy or sell) You have position limits (entry, max) When you buy (at entry limit) and add as it performs up to max limit. if the stock continues to run, you sell whatever is above the max limit. For example, if your max weight is 8% and the stock rallies...

Build a strategy before you papertrade. Building a strategy requires historical analysis (backtest) of the drivers of returns in your strategy. For example, if your plan is to buy stocks that have been rising in the past 5 days, how well has this strategy done in the past 20 years? What are...