Hi, Thanks for the all to info you provide on this subject. Can you point me to sources for the "theory" of correctly optimizing the...
The way Mario Draghi says "focus" sounds a lot like "fu*k us". So, when he says "The ECB focus will be on ..." it sounds like "The ECB...
vit007, Before trading your strategy with real money, you should trade in a simulated account in real time. You can trade it for a few days...
I look forward to it.
Hello globalarbtrader, When you have the time, could you talk a bit about your back-testing methodology ? One interesting topic for me is the...
Hello globalarbtrader, Very interesting thread and lots to learn from your experience. Could you post the profit factor you achieved in real...
Actually I'm not quite sure why the "spoofer" strategy works. So the spoofer sends a big sell limit order that he intends to cancel later. And...
Here's a article from John Arnold explaining the basic "flipper" and "spoofing" strategies:...
Def, When a client places a limit order, on which book does it sit ? Is it IB's book or is it the book of one of the banks ?
Can you post a PNL curve of either the real money account or a simulated one ?
Did you run it in real-time simulation mode ? That is, have the program receive market data and send orders to IB using a paper trading account...
Ammo, Is that a screenshot from the Think or Swim software ? I'm asking because it's quite pretty :D.
What brokers do you use to trade forex ?
Occam, thanks for the useful info.
HSBC used to be very stable. Also it's a large cap like MSFT.
Guys, what about the futures exchanges, especially CME ? Do this kind of abuse happen there also ? In my limited experience, the abuses...
What do you mean by "lit" orders ? If you send directed orders to an exchange they shouldn't be able to "pull before you execute" because...
Bob, maybe you can check if your order was executed by the exchange by getting the historical market data the next day and looking for your...
I asked Bob111 above for the name of the stock where he got screwed. If anyone knows of other stocks where HFT shenanigans are obvious please...
What is the stock ? You made me curious so I want to see for myself the shenanigans they they pull.
Separate names with a comma.