What aspect of options are you trading? Are you directional and using them for leverage? Or do you model volatility and trade vol?
You need a longer track record esp for vol selling. A lot of people are making huge loads from selling vol these days.
Research and reading news. Set alerts for multiple markets and learn to trade them if u have too much spare time. I find that I don't have time to...
Don't you get killed by 0.001 ct improvements or fill for like 1 share instead of 99 from hft
A really great post that you put up for all trading apprentices. When you mentioned study, is it fundamental news or just price? Can you give some...
CQG is really nice but it's too expensive for me
Hi GAT, is there a reason for not leaving your funds in a CTA like your old firm vs managing it yourself? Is the management fee that significant,...
Yes that will be awesome. How do you size the positions for each market? Do you use equal weights?
thanks for sharing such an awesome system. what is the annual return and sharpe ratio of the strategy ? Is it trend following or mean reversion
As long as there are lots of people who think it is a bubble, it is not a bubble yet.
What are the less liquid markets?
There's an article saying tt N Korea prints fake USD. They can make more $$$ just shorting the market before shooting a missile!
Sir what are the primary costs for you? Is it clearing? data n colocation fees? exchange fees? What suggestions do you have for someone who is...
There was a period of time when he was running higher vol (50%) i think. If you read through all the posts here and on his blog you will find it....
What instruments were you trading? What's IIP? On stocks and currency I find it really hard to overcome commission for faster trading.
If S&P 500 keeps going up, her money will return. Glory to the queen.
Your friendly neighbourhood HFT. 40% is nothing when sharpe is 9
I thought she just kept rolling, books were never marked to market for losses.
What if they are HFT traders?
Thank you so much. Do you know if FXCM still has separate quoting for retail vs pros? Does the retail portion have "LAST LOOK" vs the pros?
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