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    Balyasny

    LOL.
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    Intraday trading of equities on short time-frames

    How well can you program? The question you are asking highly depends on your programming skill.
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    Are Hedge fund strategies really that complex?

    Trading simple is true in "a lot" of cases but what is simple for you is not exactly for funds. If simple means, in terms of ET standard, like using technical analysis (RSI, Stochastic, MACD). Then it's completely wrong. Simple in terms of tendencies of the market, then it's very true...
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    do you use other time series than price and volume within your ATS?

    I think we all agree that system traders don't give out the details. Giving out a few hints though... key to the matter is not about duplicating the index with your basket. It's about setting up the basket so that it's arb.-able. Make better sense?
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    What exacly is a "Sales Trader"??

    Sales traders receive "Worked" orders from clients and execute the orders. Worked orders are custom orders by the clients. They also monitor trades for clients to make sure the trade orders are executed correctly. So they are like your paid trade desk where a client sends a bulk order and the...
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    Psychological Profile

    Interesting how you wrote: IF YOU HAVE BEEN...
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    Don't shorter term strategies have lower drawdowns?

    You can have 100 systems trading but if they trade the same causality, you'll have 100 systems fading once the edge is gone. Profitable tendency in any market is very limited. Even more, most of them are not exposable to retail traders. A part of systematic trading is about dealing with...
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    Don't shorter term strategies have lower drawdowns?

    No problem. You're entitled to your opinion as with what I wrote. 1. Your system will fade at one point. It will stop working as with anyone's trading models. At any point, you will start seeing losses due to the market changing. How will you deal with that? Emotionally it's not going...
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    Don't shorter term strategies have lower drawdowns?

    I was trading at a scalping prop. firm in Chicago, a few years back. One suggestion is to get over the psychological part where you want to find a system that fits you. Market doesn't care about what you feel or think. I maybe a bit mean... but... I'm not sure when you were trading...
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    do you use other time series than price and volume within your ATS?

    I think we are doing something very similar. Just a bit differently. One note is, I'm talking from an experienced trader's perspective. I don't recommend newbies doing what I do. Newbies should be going out picking up mathematical and computational finance skills, even more... trading...
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    do you use other time series than price and volume within your ATS?

    Hrmmm.... Well, I guess I fancied myself by writing AI. It's only my discretionary brain. There's a few things: 1. My system development process has changed from the time I fully automated my models to now. For any system trader/developer, we hit the problem with robustness. No one...
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    Need platform/backtesting solution for a system that uses 2 points of emini tick data

    I play Warcraft. I'm a Rogue in WOW. (I love the irony w/trading)
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    Stock screening

    It's not all I do but... When I'm teaching people how to trade, I tell them to follow the Largest % winner and losers list. I would tell them to look into "why" the particular stock made an outlier move. In most cases, the reason why is irrelevant to the style of trading, but every once...
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    do you use other time series than price and volume within your ATS?

    Thank you for your clarification. My answer is yes. I trade global equities, futures, FX and some options. I am required to used "exogenous" data under portfolio, system and trade-by-trade basis. 80% of my trading is automated. In terms of portfolio, I have a grand portfolio "model"...
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    Need High-Quality 1Min Fx Historical Data

    Offer??? LOL!!!! I personally think it's funny... And now, I'm supposed to take sometime of my own to place a bid to "buy" your offer by taking time to answer you... Great, another condescending newbie ( seems like the OP has 2 years of FX system developing experience...) who thinks...
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    do you use other time series than price and volume within your ATS?

    You wrote "Price/Volume", what's the degree of the data you're referring to??? Bid/Ask Data? Intermarket data? Market Sentiments like TICK, TRIN? Anyways, let's start with you. Do you use it and how/what do you use it?
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    If you love trading, you will lose money

    I love my "Wii"-mini SP markets. Gotta love trading with them nunchuks.
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