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1) Your loss to HFTs is proportional to your trading frequency (unless you are faster). If you define "daytrading" as one round-trip trade per day, my answer is still "yes, you will lose, but an insignificant share of your overall profit" 2) I cannot imagine doing any kind of trading without...

Please allow me to laugh - this is another pathetic attempt to try to create another buzzword. Why not giving the inventor of this concept the Noble Prize for also discovering that humans have brains? *LOL*

ES of course. Better liquidity, higher leverage and lower price per contract.

There are two solutions to this problem: 1) SEC does its job and penalizes THE REAL offenders, I.e the exchanges that provide direct feeds which is the actual violation (not the HFTs), or 2) scrap the regulation which prohibits any feed to be faster than the NBBO.

Got it and replied.

Our trading server is located outside of China so bandwidth is not an issue.

Sorry to say this, but any "off-the-shelf" strategy you will come across in the public domain will not work, for the same reason as Coca Cola would turn down your request for their recipe...makes sense?

I live in Shanghai, running a algo-trading firm based out of the US. PM me if u like to catch up.

In my opinion, being able to determine when markets are in trend following or in mean reversal modes. This is really the key to make strategies work in all weathers and to avoid drawdowns.

I only have one thing to say: automate your trading!!!

My prediction: Only the beginning.

Trish Regan on Bloomberg beats all of the aforementioned!!!

My question is why IRS going after private individuals instead of going for the hundreds of billions that are legally avoided through loopholes in the tax code?

I'm currently profitable with low(?) frequency trading (min. 2 trades per day, on average 3), fully automated. Can't see why higher frequency wouldn't be profitable, but in case of my system there aren't more trading signals per day. Just increasing the frequency wouldn't do the trick though, as...

Last week ended very well, with a weekly profit of $746, or +15.3%. Since inception, the total profit is now $4,290, or +313%, a level not seen since July last year. Interestingly, the temporary pull-back we anticipated after a month of very strong gains has not yet materialized, leaving us...

Inherently the ES leverage is 50x, however I keep about 70% of my capital in cash as safety buffer. So it's the return on the invested capital on day one you see in the metrics, not return on total assets.

I think we're talking semantics here to some extent. I'd say it's easier to forecast the next 1-min interval than the next 1-year interval; the longer the forecasting period, the higher the likelihood for unanticipated events to happen. On the other hand, the shorter the time frame, the more...

Sorry to say this, but this system has lost its mojo. Consider optimizing, reconfiguring or scrapping all together.

Are you a bot? I'm starting to wonder as you're getting repetitive and illogical...

I'd say "logical" stop-losses like in line with obvious previous lows and even numbers (e.g. 1,600 in the S&P) are risky. Also cross-over points in the 50/200-day MAs etc., as they are so widely used. Key to successful trading is differentiation, not imitation.