This is a basic volatility arbitrage strategy even though you've created your own terms for how you personally trade it. You're just trading and...
LIVE was etb at a lot of brokers last week so you could have boxed Was short CTIC, which came in nicely. I think there could be edge in shorting...
LIVE is something to look at. Started the year at 4.06 and closed Friday at 21.18
Not to kick you while you're down but early I brought up some points that you disagreed with. I was arguing that you are in fact synthetically...
lol what year is this?
I did okay on RNN actually. I was short 1.56ish hoping to add if it squeezed to 2, but it never did. A lot of the guys I see trade this stuff risk...
Yeah there was tons of ICPT sympathy, a lot of which faded quite a bit.
Hey Daal, do you ever play a lot of these small/micro cap runners that are essentially pump and dumps? It seems like there are a lot of guys who...
Yeah exactly, the cyan line without the others, so it doesn't shorten the scale of the chart. I agree with you, more orders scalping the...
Could you post charts of just your pnl/net liquidating value? It would be interesting to be able to see the drawdowns and just the smoothness of...
Sometimes you see various chatter like the frequent Icahn rumors or really just any news not on Bberg/Reuters. Where do these start and what data...
probably violating the NDA in my opinion
I like the thread but what are your costs. Based on your style you'd only really be able to average 2-3 cps meaning your commissions would have to...
I know you're not primarily an equities trader but I've got a question I'm sure you could help with. I think I have a pretty good grasp on MMing...
How did you trade to accumulate this sample? In terms of numbers, I think you'd be really lucky to make $200k just by tape reading/scalping...
Just ramp up size and re evaluate when your pnl gets closer to your income. Or is there a reason you can't do that? eg. can't trade during the...
The idea that short term volatility is greater than long term vol is the thesis behind market making and it sounds like that is the alpha you are...
So you're saying that there is alpha in scalping a core position? Which basically states that short term volatility is greater than long term...
It looks like you're just covering winners and letting losers ride. I don't really see where the alpha is.
Are there any hfts trading strategies that are higher profit per contract, as in getting closer to half a tick? Or are all legitimate edges being...
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