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Just curious, a bit off-topic, but how does one backtest the discretionary elements of a trading system or strategy ? For example, what if the entry was discretiionary, but the exit was a rules-based mechanical expression ?

Note: The ratio I used in the above spread is more appropriate for the June 2011 futures; use 2.5:1 or 5:2 for the September 2011 Tens versus UltraBonds.

Half of the short Eurodollar Dec11-Dec12 got covered today. Remaining bids stacked down to 0.40. I am personally flat in the rates at the moment once I get filled on this Eurodollar balance, but I have a few clients who got long CBOT Tens versus Ultra Bonds the last week in May:

Update: The long Sugar calendar spread was covered at 1:00 pm today at its' profit target for + $717. The long Soybean calendar spread is marking down a couple hundred bucks at the moment, but is still well above the stop-loss level.

IMO, sign up with two other brokerage firms and fill in the application exactly as you did the first; word for word. If the second two accept you, sue the first one that rejected you and make them prove that they did not in fact use age as a discriminatory factor. Then watch their insurance...

I've seen it in the energy complex before; they cannot sustain that indefinitely because of the message-to-fill ratio policy. It should really only be a concern during off-hours or in thin markets. No biggee.

X2 I used to trade 400K RTs per month up until about five years ago, and completely changed my style to swing trading - there is great clarity in standing back away from the turbulence.

From my full time Professional Engineer in SoCal who started with me in October (working with me Evenings) and whom started swing trading one-lot futures spreads several weeks ago live: ----- Original Message ----- From: "Alex" To: strategery2@comcast.net Sent: Monday, June 6, 2011...

Hedge Funds love Engineers. Especially with any kind of energy trading background. Every bank desk in Manhattan, including GS, is looking for Financial Transmission Rights Traders.

'Modeling Financial Time Series with S-Plus' by Zivot and Wang. 'Modeling and Forecasting Electricity Loads and Prices' by Weron. Every big fund is looking for help with power, metals, and hydrocarbons. Red hot ticket. After you're done with that, PM me for some leads on HF headhunters...

So, you prefer to slander and outright lie about me relentlessly. Take it to a very personal level. Troll my posts. And refuse my offer to take a 30 minute drive and prove you flat wrong. You are a bitter coward when you are challenged directly, sincerely, and fairly to prove your...

Better yet, do both and create a trading empire. Take on some clients who have made more money in their twenties than you have made in a lifetime... and improve your own trading based upon those relationships and shared knowledge. Build a client list that resembles a large hedge fund staff in...

Nope, not a bluff. And I have paid for an ET sponsorship for two years, and I have 59 clients who are current ET members.

You keep trolling for me, and posting the same lies. Tell you what, local, put your money where your mouth is. $10K cash bet. I have a short drive in to the loop, and a hard copy file folder with just shy of four years of TransMarket Group Clearing statements and floor lease forms proving I...

Then you had better change all of those posts in the grain forums where you rant on and on about your floor trading exploits to boring excess.

You would have no clue as to what possibly happens outside of that grain pit you stand in every day. In fact, you are stupid enough to stand in a pit where as of yesterday's settlement sheet Globex did ten times the volume in grains as the pit did. Idiot floor trader.

If you can calculate the bending moment of that beam, then you understand the dynamics behind the stresses imposed by the load. The rest of you silly dipshits would just load it until it breaks. Engineers understand and can express the mechanical universe. And it does help with...

Your premise is entirely predicated on a strategy competing within the higher frequency or automated space. There are other strategies where this is simply not the case. In fact, I would maintain that it now makes more sense than ever to step away from the HF turbulence.

Full time Nuclear Engineer during the days, leased a Full Membership and traded in the Bond and Note Pits during the evening CBOT Pit Session in the very early 90's. Also was one of the first electronic Project A traders. Started out with $10K and cleared TransMarket Group. Learned to spread...

If I knew who was on the other side of my stuff, I would probably freak out. So, I'm glad I don't know. When I traded OTC and could hear the counterparty trades clear on the squawk, I saw plenty of hedgies do really stupid shit, so that is of little concern to me.