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This is actually very practical and very good advice. Just open one more account with 2k/5k in it and use it for all your idea testing and trying out. If you blow it, reload - repeat the cycle 10 times. Just make sure you take at least 1 month rest after 1 blowup before reloading. This 1 month...

Neke has a whole series of threads - the latest one being http://www.elitetrader.com/vb/showthread.php?s=&threadid=234860 Neke mentions on this page that he took 15k to 135k in 2005, it seems he didn't have a thread then however...

on a small account like 100k, such performance is definitely possible. Neke made 10x returns few years back when he took 5k to 115k or so in a year on ET itself. However, looking at the website - in the case of Mr. Joe, I would guess that either the results are fake - or he is not reporting...

Quantum Sharpe was 1.5 over a decade. Not exactly sure of the source though - read it somewhere.

Is it on TOS website, if yes can you post the url or link please ? or is it available only to ToS customers ? Thanks

My bad then - don't know how I got this impression.

I somehow (not sure how) was of the impression that you are either making markets in swaptions for barclays, or are running their hybrid book. Maybe I am misinformed! Edit: I equated ibanker with trader - if you wanted to point that out, when you said you are not an ibanker.

Good observation. There are a lot of Ivy League MBA/PhD investment bankers/traders/sales guys who haven't read Mkt Wizards and will simply laugh at the ability of an uneducated/uncouth retail guy to produce returns. They won't believe there are people like Lescon - a firefighter - whose...

http://www.multicharts.com/market-data-feeds/ see link, you can get tradestation data into multicharts. I would also be interested if you can do a comparison.

Bill is a smart guy, but is very closed to new ideas. Tends to think the world works as he visions it inside his brain. The biggest issue with Bill is his condescending attitude towards others way of doing things - when he himself is no expert. He has his ideas that 'how should trading work' and...

do you trade energy futures - CL, NQ or Brent ? if yes, I will post some questions on execution for you. Thanks

yes yes yes, you are exactly correct. I was just trying to explain high tick readings. Also, the statement futures lead is typically valid and useful only in very fast markets.

High tick readings is to a large extent because of index-futures arbitrage. Futures lead, stocks lag, thus cash index lags. Futures and cash index are connected by mathematical relationship F = S*EXP((r-d)*T) T: time remaining to futures maturity S: cash index level (here SPX level) F...

Thanks very much for the color!!! Appreciated. If I understand correctly - by being picked off you mean either their prices moved so that their stops were run or someone traded in front of their orders in their direction - so if they wanted to buy 100 contracts, someone bought 30 contracts or...

Good observation. I noted it too around 2 months ago. Good to know that on many issues regarding the markets I think like you, but you definitely are able to express things more clearly and concisely. I hope with more experience, I will also be able to do that. :) Edit: Couple years ago...

Bone, what you do mean by guys in the CME building getting picked off? Can you please explain. Seems like something weird is going on there, that you are hinting upon. Thanks.

Closed at 1.2590, for a profit of 195 pips in 2 days :) Better than my expectations! Actually pair is quite strong and there is no reason to close it yet, other than that I don't like to keep trades over the weekend yet.

Many Thanks again for the information. Yeah if you are positive 242 days out of say 252, sharpe would be ....hahahaha :) Its just a question of capacity at that time :) Very happy to see that your overall sharpe is 7-9 and you do 75% manual trading. Good to know what best guys out there are...

Many Thanks for the thread! Curious, what Sharpe ratio have you been able to sustain in your firm over the years? It will be great if you can throw some Sharpe numbers for different divisions/instruments/strategies (without naming the instrument or strategy perse). Just trying to see what a...

I have a strong suspicion that Bill is pursuing his Phd at some university. He sounds way too academic type. I actually asked him on another thread if he is a grad student, but he didn't answer me. Many Phd students have wrong expectations about how highly sophisticated mathematical models...