gwac- A couple of thoughts.
1. IMHO, if I were you ( and I'm not ), I would also consider foregone income (eg, your 250K per year) as a very real opportunity cost. So, say after 10 years staying at your job, you're up $2.5MM from salary (plus add-in benefits like insurance, vacation ect if you want to be intellectually honest). In your own trading, will you hit this number after 10 years? Losing your $75gs or $100gs is a small number compared to your true lost income.
2. In a new biz, everything takes longer to work and costs more than you think. If you do decide to proceed, heres my thought - buy the most advanced technology you can find for your office. Spare no cost on PCs, modems, screens etc - its worth it. Get the fastest net connection available to you - pay super premium prices to get it - its worth it.
3. Keep in mind, that now, you basically have unlimited access to capital - your future ability to trade is a function of your margin - not your ability to hit bids and offers, as it is now. Now, folks will split trades with you, they wont here - read the horror stories some of the guys here have had.
4. Even though you appear to be very experienced, it takes years to get away from trading the cash mkt and flip to futures. Trust me on that one. A problem I had was I knew what a big house trader reaction would be to news, but it takes some timing to avoid getting in, stopping yourself out, then watching yourself be right on the big move and losing money.
5. I dont think your time frame/P&L loss number are big enough.
6. On the UP side, you'll work for yourself/family which is a huge PLUS. You'll also see your family, make them breakfast, stuff that when you're dead (yeah, I know its morbid), your kids will look back and say, Dad was a great guy - and theres no value you can place on that - none.
