This is incredibly misguided. It's clear that there is confusion between toxic HFT activity like spoofing, and liquidity providing/arbitrage. The...
If we'd like to have factual and fruitful discourse, we must ensure that this data is provided with context. It would be helpful to see this data...
If you're active, you're best off trading at IB or a place that has low, per-share costs.
I'm not familiar with IB, but it seems reasonable to send IOC orders instead of market orders. Shoot at the price you want, and you wont risk...
You would timestamp an outgoing message from your trading engine (which presumably logs all messages), this message is routed to your broker, who...
These comments are more general, but can be applied to this problem: - A trading strategy typically consists of the following items: Alpha...
A few considerations: - It is clear that the strategies you are running are not latency sensitive. Therefore, colocation is not needed. - It's...
What confuses me most about the question posed in this thread is the correlation between high-income and "productivity".
Noticed your post, good analysis. Just one small correction, take the 18k in 401(k) money and (roughly) subtract it from 160k first (142k). Then...
The two are not equivalent. With options, you will be competing against theta (time decay), and have to worry about everything from vol/skew and...
While these trades tend to happen in high frequency, I think there may be a sort of pairs trade on vol that retail traders can take advantage of....
I have to respectfully disagree with this point. Some strategies do have alpha that is persistent. The problem is that alpha has capacity, and...
I'm not sure when that book was written, but I'd bet 90%+ of professional option flow is in the following forms: - market making which is done...
I agree with Sig here. You typically end up paying up too much for vol on your long leg. This may not be the case in a more skewed environment.
Yea that makes sense, it's just that to have any alpha when you're getting filled x% past theoretical price, you need to have alpha in excess of...
That's interesting. It would probably be better to post there, and try to hedge on a liquid market. The pricing is so off one should get a sizable...
Do you pay up spread or post?
I see - hows trading nadex. I know the spreads there are brutal
I work entirely algorithmically. All the trading is automated. What kind of strategies do you employ?
You (and your source) are likely correct about the correlation between sleep and performance. But the truth is, if you work in this industry...
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