lol - you'd never get a working strategy if you wait for 18k trades. There are standard ways of looking at statistical significance and they are...
Yes, they literally bet the farm on a single print. YOLO in it's finest.
Thank you. I actually looked up the IEX docs a second ago, so when you said "guaranteed" you actually meant "sort-of guaranteed" :) The way I...
Ronin blew up on the expiration trade, which is not really a short vol trade per se.
Huh, what? Let's say you have a pegged NBBO bid in the market. If the touch moves towards your peg, you got filled so there is nothing to discuss....
get laid learn about market microstructure read about macro factors like central banks get laid
@maxinger thinks that anyone who does not do intraday trend trading is not doing it right, so obviously Simons would be an amateur in his book
No, the CDO trade that everyone knows about. The official narrative only focuses on the main tranche of the trade, but there were couple other...
You know, the great hedge trade by the firm that starts with M :) I was sitting right next to the guys
I have been meaning to start a thread "The Anatomy of the Great Trading Fuckups" :D PS. I have seen people drop a yard (or 10, for that matter)...
Oh, I guess I missed most of the story, sorry about that :) I read your message as "everything is out there in public domain, its not worth doing...
I guess I am an idiot then, as I have something that my competitors do not have and it actually generates alpha in real life. Same goes for PDT,...
This is one of the few places in finance where looking at the actual data should come before reading academic literature. The basic concept of the...
SPAN is for futures/futures options only. You can, however, reproduce the great success of OptionSellers.com or of LMW (I am trying to recall the...
You could have stopped there for a better result :)
From that perspective (though I don't engage there): SPAN > PM > Reg T
I have never been a true retail trader, but I had a stretch of downtime (was in a hospital for 6 months and had to deal with boredom) when I...
I don't think that's how it went, though I am not a great student. IIRC, The Gold Reserve act authorized the President to set the price of the...
I have seen this before. If he did the analysis correctly (my prior is that he did not, just based on how liberally he uses the word "correlation"...
If I were you, I'd first spend a bit of time understanding the dynamics of the order book from a purely empirical point of view. Look at what...
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