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Just some thougts from me So far i have seen 3 Retail Fororexbrokers that I would use on my own and the posibility to trade Globex Futures. I would like to share the pros and cons with you OANDA It is a good broker with no requotes or any other kind of strange things happening ...

0,5 % on volatile stocks is nothing . Iwould even guess that you would have the same result if you test buying high volatilty stocks without any signal. So it would be a good eye opener to test just buying 100 volatile stocks without any preselection. You will see that you have similar...

Garcia, just a question obviously you think or made the experience that short term trading leads to losses in the most cases. But of course there must be another side of the coin. if there are many people loosing always than there must be people winning most of the time. Or do you think the...

You must be cautious. Your only Exposure will be the positive or negative P/L of your cme trading . If you are long for example es you are not long USD/EUR !

Yes thats right. As arbitrageurs will arbitrate against the underlying you will have impact on the whole underlying which will be much less than in one stock

Sharpe Ratio is always benchmarked against the risk free rate. Information Ratio is benchmarked vs several benchmarks

you can use yahoo http://finance.yahoo.com/echarts?s=AAPL#chart2:symbol=aapl;range=5d;compare=dell;indicator=volume;charttype=line;crosshair=on;ohlcvalues=0;logscale=on;source=undefined just enter several symbols and click "get chart"

Most ECNs have order types for avoiding liquidity taking . Check out the ecn rule books. At bats the order type is called "post only". If your order would remove liquidity at bats or via routing at an other exchange it will not be accepted. So you can avoid sending an order . and a...

Demo Trading does not give you an impression about the interaction in the market. You will fool yourself because demo will show you fills that in reality would never exist For that reason such a "track Record" does not mean anything. Try to contact baader bank near munich. They have TWS ...

investing in equity must deliver on average a risk premium over credit. Otherwise the idea of capitalism would fail totally . Or in other words . No one would start any business if this would not be the case . And if no one would start a business it would again deliver a bigger risk premium.

Even with 20000 RT/day you will find clearers charging 4 cent /RT fortis gnitouch newedge hsbc.... So if you have to pay cme 10 Cents your complete rt costs will be 24 Cents

I am not too familar with the sortino concept but i have the impression that excluding the upside deviation does not make to much sense for me . Concerning the x out of 100 thing you should have a look at the so called "table of distribution" you can google it. .just replace the z-score by...

Sharpe is fine. Because performance is just measured relative to the volatilty of your p/L , leverage does not matter at all. That is the reason why it is a good measurement Assuming a world of no fat tails, one can just say eg that a sharpe of 1 and more will occure at 15 of 100 players...

http://www.tradingphysics.com

when you guess it would be a bad long investment . Why not just shorting it ? :D

i am not sure if we are talking about the same. For example if Goldman has a big order for a fidelity fund in one symbol. they will execute it with a execution algo. If you can detect it you will know where the symbol tends to go relative to its sector. The problem is that you will see when it...

i think the question refers to execution algos trading bigger buy side orders. Detecting them would give you an idea about bigger interests into one direction. It is not difficult to find them. But it is difficult to forecast when they end.

Some minutes before closing you will have to assume that the current price will be nearly the closing price. And than check if you would have a signal on that price

SXE ist 4 th . Eurostoxx future stoxx is 62 ( including UK and CH) Obviously someone who needs to hit/lift for his strategy that works in Equity markets should try DaX Future because it moves similar to ES and has a much tighter spread and even a bit more volatility

I am new in trading us shares . So far I traded european shares uhf. As in europe markets are less fragmented things in the us are a bit different probably . So my question ist: If you are adding liqidity at nbbo in any ecn and finally the nbbo occures at 4 ecns . Do smart routers have any...