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Surf - you still short YM ? If so, what's your anticipated cover ? 13k even, 12.5k ?

EXACTLY. If the Pros have not endorsed it, then something is wrong. I think the same is true of ESignal....they've just had such a checkered past.....from a technioal standpoint.

How serious are the bugs ? - faulty calculations ? - slow calcuations ?

Important DETAILS: 1) Which version of TWS are you using ? 2) STANDALONE or Browser-based ? 3) Which version of Java's JRE ? 5.11, 5.12, 6.01, 6.02 4) Which O/S ? MAC, Linux, Windows 2k, Win/XP Pro 5) If Windows, what PRIORITY is being assigned to Javaw.exe ? Normal, Above Normal...

Wow, thanks for this feedback....as I was about to open an account there....just for emini futures !! Strange though....I was at this online presentation with a Mike DiGioia...and he is a successful pro trading eminis and he was using Tradestation....with great success. I wonder if...

Wow. Suddenly this could make fall of 1998 and March of 2000 look like childs play. Strange, but put options still might be cheap here. I had a few I bot at 7 in fall of 1998 that went to 35 when I sold them. Unfortunately, that was a week too early. They went to 120 at the bottom of that debacle.

Speaking of Intuition, best book on it is "blink" by Malcolm Gladwell. Simply phenomenal stories in there that go far beyond the standard professional poker type.

Check out the claimed performance increase for just doing the Black-Scholes formula using their API: http://www.rapidmind.net/pdfs/ClabbyAnalytics-RapidMind.pdf Not sure what the application would be for doing the BS in realtime (scalping options ?), but this provides a sense of the power...

Mark - those days are over....ground-breaking new multicore processors and chips along with this terrific piece of software provide incredible performance improvements for number-crunching applications. http://www.hpcwire.com/hpc/1560982.html http://www.rapidmind.net/News-Nov5-CPU-Launch.php...

Talk's cheap....let's see the trades and/or account statements.

Interesting scoring system. My take is that most newbie traders with some trading experience are in the 23-27 range. Good traders that are mostly profitable are in the 27-32 range. Great traders are above 32.

Why bother with a strat with a profit factor < 2 ? Exception: high frequency system (20+ trades per day)

However, this CAN apply to stock prices, housing prices, and the like when a long term trend line is applied as the proxy for expected price. When prices move extremely above the proxy, economic forces take place that cause prices to move back to the proxy which acts as the mean. For instance...

Murray Ruggieri has done exhaustive research on intermarket analysis...much of it was published in Futures Magazine. In summary, correlations do exist, but all exhibit low coefficients (r-squared).

It IS free, but you can't join without a corporate or university domain name in your email address. Check it out yourself: http://www.wilmott.com/join.cfm Point is, I met the guy, and that was not enough to permit an exception to this stupid policy.

Ah....here is the result of the great decision by the CFTC to allow the merger of CBOT and the CME. Less competition => traders pay the price.

Sorry Anna, but I did my MBA thesis on the Black-Scholes option valuation model and formula years ago. I told Surf this at the NAG forum/conference.

Correct, Surf....some operational research MBA's swerve in the direction of Quants, but I dare say nowhere near the level of sophistication. As we discovered, even concepts as simple as Monte Carlo simulation can get incredibly complex when dealing with multidimensional analysis.

Well, I'll tell you one thing: I met Wilmott in person and I must say the guy is pretty much into himself and pretty arrogant to boot. I introduced myself to him and told him I would like to be able to join his online forum. He said I couldn't because I didn't have a corporate or university...

http://www.7city.com/cqf_fees.php?area=quants&outline=cqf&course=fees&country=us Quite an elite group....not only must you pony-up $17k, but you must be "qualified" as well. My question: In light of recent hedge blow-ups, is Wallstreet still paying big bucks for these guys ?