Trader P/L 2012

Quote from sellindexvol66:

I am not presuming to speak for rallymode, but capacity in my book is the limits of the edge you can pull out of one particular market before edge is flattened.

For what i do liquidity was and still can be an issue that slows down a plan i have and at times either destroying the edge or delaying opening or closing some inventory for the sizes i have grown in to. If i did not wire money out theres no chance i would be comfortable sizing higher levels.
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This is a stage where I hope to reach one day - when you are forced to wire out funds because you are hitting capacity.

What do you trade and what kind of capacity restrictions do you face? What kind of size are you moving, wherein you have to seriously take liquidity into account? How much cash are you able to hold in the account without any capacity constraints? Please share what you feel comfortable. I trade futures and no capacity concerns for a long time to come (i hope).
 
Quote from sellindexvol66:

good day...my private account..not a sim combine..lol

+$5,828

pl10-15-20124-16-53PM_zps6db675d5.jpg
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My PL for today - not a sim combine lol.

+1,605.

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10-18

-$938.99

pl10-18-20124-15-24PM_zpsc62b6d2d.jpg


thank you gmst. i trade vix futures in combo's of sorts. can't really go any further..but for me..its very hard work. in certain months i do find liquidity problems..but its getting easier as volumes rise. cash in the account i keep to a minimum for lots of reasons..i guess i still am in the mode of sizing up..but not exponentially anymore.
 
October 19,
Whole branch results,
WTS Proprietary Trading Group - Boston
$17,512

over $50,000 on the week for the whole team, just passed 7th month in a row with 100k$+ or more office wide.

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Quote from sellindexvol66:

10-18

-$938.99

pl10-18-20124-15-24PM_zpsc62b6d2d.jpg


thank you gmst. i trade vix futures in combo's of sorts. can't really go any further..but for me..its very hard work. in certain months i do find liquidity problems..but its getting easier as volumes rise. cash in the account i keep to a minimum for lots of reasons..i guess i still am in the mode of sizing up..but not exponentially anymore.
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Have you ever looked at VXX or VXZ? I've been wanting to put together multi-minute hold-time long-only intraday strategies for this contract for 2 years now. Thoughts?

My concern with those two is that a down move in the futures will cause the HFT guys to beat me to the punch, so I'm effectively trying to predict the ES for some period of time and trying to pick off moves that overcome the cost of commissions and substantial slippage.
 
Quote from clearinghouse:

Have you ever looked at VXX or VXZ? I've been wanting to put together multi-minute hold-time long-only intraday strategies for this contract for 2 years now. Thoughts?

My concern with those two is that a down move in the futures will cause the HFT guys to beat me to the punch, so I'm effectively trying to predict the ES for some period of time and trying to pick off moves that overcome the cost of commissions and substantial slippage.
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I'm sorry I never looked at or traded those products. Pretty much don't trade direction anymore unless I see a real solid mean reversion trade.

Also, imo vix follows market moves...never a tell or leading indicator at all.

Good luck.
 
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