Wow. Running what size?
Selling options 11-04-05 10:05 PM You recon he's still around?
06-21-07 11:15 PM 11-02-13 02:45 PM Good times to sell vol?
say the bid is 1000 you place an order to buy 1, 100 points away, paying 900 and there are 50 lots on 900 at that time you have 50 ahead...
there is a queue on every tick they are each independent where you are in that queue depends on what was there before you arrived, and then...
Recon keep it anonymous, but run an entry questionnaire. Couple of bond pricing questions, vol questions, forward rates etc to sort the...
ditto
If you are considering a queue that is longer than a single tick, then how many ticks long do you think it is
I dunno Mav. There's a lot of funny business in the fx world. Insane leverage, poor funding rates, and every customer pays the spread. But great...
With your account size and position sizing, maybe sector ETFs are worth a look. Over weight this sector, under weight that sector & play the...
Nice work James. I am impressed.
v. true. Local colour goes something like this: "Australia now has 4 of the strongest banks in the world. So strong, it seems they'll lend a...
Yeah, you're right. Not a finance person. If I were, I'd know that to fund a significant trading book and setup efficient stock loan is a bit...
Lol. How to make this into a banner ad .. :)
Perhaps they would think you're full of sh1t? "I trade tens of millions of dollars of stock, but humbly struggle to borrow $xyz for a house"...
Agreed. For retail, there's no point competing with the cool kids. Stick to chasing the overlooked "chubby chicks" in the market. Put some runs on...
Nicely put. May use that myself if you don't mind :)
Building cointegration tests is hard for mere mortals, and non-phds, despite what calvibrator says. One way is to hook into R, and re-use a...
execution cost vs tracking error
Buy a lot of A. Sellers have capitulated. Sell some C. Trend continuing. Sell more B. Trend accelerating.
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