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  1. Liquidity providers in the futures markets

    There are liquidity providers in the futures markets before the markets where electronic and the order flow went to the floor they were called...
    Post by: henderson, Jul 20, 2009 in forum: Order Execution

  2. Bond Trader 2009

    I have noticed that much time is wasted in NN by many (too hard to troubleshoot when things go poorly).....have you tried out any genetic algos?
    Post by: henderson, Jul 20, 2009 in forum: Journals

  3. Who gets filled first in the book?

    If memory serves corretly, ES is FIFO.....see (http://www.vfmarkets.com/pdfs/GLOBEX%20brochure%20final.pdf) for an example of this.
    Post by: henderson, Jul 17, 2009 in forum: Index Futures

  4. Who gets filled first in the book?

    there is a fill algorithm that determines the fill.....you should call the exchange depending on the product to see how this works. In some...
    Post by: henderson, Jul 17, 2009 in forum: Index Futures

  5. Excellent blogs on trading strategies and systems

    haha, I think I like Max Mama better!
    Post by: henderson, Jul 17, 2009 in forum: Automated Trading

  6. SPAN position files

    All the CME Group SPAN tools are at: ftp://ftp.cmegroup.com/span/
    Post by: henderson, Jul 17, 2009 in forum: Automated Trading

  7. SPAN position files

    Check out the attachment....should help ya!
    Post by: henderson, Jul 17, 2009 in forum: Automated Trading

  8. Excellent blogs on trading strategies and systems

    thanks, the Trading with Matlab blog is new to me. I like the posting on the VIX vs. SP rant......I imagine with some refinement; using a more...
    Post by: henderson, Jul 17, 2009 in forum: Automated Trading

  9. 24 single looking to go full time into day trading

    I think TraderZones points were valid to the questions posed in this thread. I believe that it was just meant to provide a checklist for the...
    Post by: henderson, Jul 17, 2009 in forum: Professional Trading

  10. 24 single looking to go full time into day trading

    oh this is golden......Jack for your listed #1, 2 trades a year sounds like a speculator with a retirement account as opposed to most "traders"...
    Post by: henderson, Jul 17, 2009 in forum: Professional Trading

  11. Cotton - Front month very light volume

    CQG is pretty good....probably best not just to look at the prices alone but the relationship or term structure of the prices as you may see...
    Post by: henderson, Jul 16, 2009 in forum: Commodity Futures

  12. list of filters

    hmm, well the key to building any signal set is to define what moves that market....for the currencies futures you could monitor the ICE listed...
    Post by: henderson, Jul 16, 2009 in forum: Automated Trading

  13. 24 single looking to go full time into day trading

    It is something to fall back on to if you are comfortable doing that the rest of your life.....your call. Don't let any of this posting remove...
    Post by: henderson, Jul 16, 2009 in forum: Professional Trading

  14. list of filters

    thats fine; its the end results that matter.....are you trading stocks only? The signals that may be useful vary based on product traded.
    Post by: henderson, Jul 16, 2009 in forum: Automated Trading

  15. Goldman Sachs can no longer computer quant trade on NYSE - Any truth to this?

    I have heard nothing of this.....volume hasn't diminished massively either!
    Post by: henderson, Jul 16, 2009 in forum: Wall St. News

  16. list of filters

    Yeah, if it is too complicated then you should stay away from it. It is useful in FX when there are many feeds from various brokers and you are...
    Post by: henderson, Jul 16, 2009 in forum: Automated Trading

  17. Calendar spreads daily datas

    CQG, Reuters.....
    Post by: henderson, Jul 16, 2009 in forum: Data Sets and Feeds

  18. list of filters

    Some that work but are outside the realm of what you were asking at are Kalman and Particle filters. These are heavily used on the spot FX side.
    Post by: henderson, Jul 16, 2009 in forum: Automated Trading

  19. Preparing for a Trading Interview

    http://www.amazon.com/Heard-Street-Quantitative-Questions-Interviews/dp/097005520X
    Post by: henderson, Jul 16, 2009 in forum: Prop Firms

  20. Pair Trading Strategy Journal

    agreed....the 2 ways I used to look at it: Time stop = exit date - trade date when Time stop = 0; get flat Stop Price (Cost basis) =< Price...
    Post by: henderson, Jul 16, 2009 in forum: Journals
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