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What do you trade? With such small positions commissions (your broker) must be eating your lunch.

On the one hand, you must be a lucky genius. On the other hand, considering the size of your account, probably not.

-1.06% in February for me. Precious metals (AGQ, UGLD) and miners (NUGT) were a big drag (again). I made some money shorting natural gas (KOLD) but that wasn't enough. Hopefully, March will be a better month for me.

Up 4.08% in January. Less than the market but it's tough to keep up when it's pushing higher every day. Gold miners (NUGT) caused me a lot of headache - they don't seem to bounce much anymore.

This is one of my IRA accounts. Buying occasional SDS/VXX/FAZ is as short I as I can go. Actually, I've only found a few quantifiable edges when it comes to shorting. I keep working on that.

No comments despite last Friday's low. Must finally be the time to buy.

VXX is a completely different story. It can only go to zero if VIX itself goes to zero which is not going to happen (unless the government buys into the market or something). I did find the termination condition for the XIV...

Not an options question per se, but this is probably the best place to ask. How much of a daily drop in SPY would take XIV down to 0? I know it has a beta of 3 vs SPY so in theory, it would take a 33% daily drop in SPY (that seems unlikely, I'd like to think a 20% drop is the worst that can...

Hm, I am pretty sure you've mentioned you traded vol. My question is do you worry about some kind of a freak/flash-crash event? are you flat eod? I suppose if it's play money it's not a big deal if you lose half of it. I am worried just holding XIV. Some day, I'll figure out what kind of a...

Clearly you've got to work on your drawdowns. 2.45% is just way too high. I wouldn't be comfortable with anything above 2% :) Also, stop having those huge months. They ruin your sharpe. You'll never catch up with macintosh. I do have a question, do you make more money in quiet months or in...

I had a disappointing December (-0.77%) but decent annual return (30% with a monthly sharpe of 2.0). I don't understand people's obsession with screenshots but here you go. I could have easily edited the HTML to get any numbers I wanted :)

That is very strange. Why don't you ask them and post their response here? In any case, you can try regular market orders with a start time at 6:28. I didn't notice any difference in execution either way. In fact for SPY, you may not even need a start time. It's not that volatile.

Why don't you read a book or something: http://www.amazon.com/Short-Term-Trading-Strategies-That/dp/0981923909

ARCA seems to be the only ECN that cancels limit orders that are too far off the market price. Since most ETFs are routed there you might end up with canceled orders. IB told me to set the start time to 9:28 or so, which seems to work (IB replaces market orders with limit orders that are close...

Maybe on Wall Street. But they make money out of air on Wall st right? Everywhere else the starting salary is $75k and people make about $120k after 5-10 years of work: http://www.geekwire.com/2012/microsofts-starting-median-pay-beats-rivals-91500/ Looks like Microsoft is paying more now but I...

If I was making 100% a year with a 10% drawdown like you are, I wouldn't care if my sharpe ratio was 4 or -100 (unless it was a result of a couple lucky bets)

How low is the liquidity in the stocks? If the spreads are > 1% wide it would be dumb to use market orders. I would keep limit orders until they fill but update them periodically depending on what the stock is doing.

Curious how you and other "5-6-digits-a-day" guys know that are you trading at capacity? Are you only using limit orders? With market orders you would just be moving the market so it would be hard to tell. No?

Would you rather bring a foreigner to the US to do the job or send the job overseas? When I worked at Microsoft it struck me as odd how many indian women they had writing code. And then it dawned on me, women get paid less than men, foreigners get paid less than residents so hiring foreign...

Didn't feel right to be long SWHC today (whatever gun enthusiasts might say) but I put my order in last night for a one-day trade. Poor kids. AAPL 10 10 529.69 509.79 0.00 -199.00 0.00 0.00 -199.00 AGQ 0 100 -- 49.8800 -97.00 0.00 -0.87 0.00 -97.87 CORN 100 100 46.1600...