25,000 Roundtrips a day?!

Discussion in 'Prop Firms' started by pinetboltz, Sep 12, 2016.

  1. The world being small :

    Sarao, if you are reading, the gal who worked shortly with the "emerging algo team" you and the other guy ( yes the three of you at the back of the trading floor) in 2009 gives you a hello, and wishes you well. She said you said you'd "be one day famous", she would have "never believed that would happen this way".
     
    Last edited: Oct 4, 2016
    #111     Oct 4, 2016
  2. disorders like this are not black and white. Probably around 30% to 50% of jail population has some sort of diagnosable psychiatric disorder, are you saying we should empty out the jails and put them all in asylums or anyone with autism shouldn't be in a jail.

    the guy is a scapegoat for sure however he didn't help himself and pushed the limits.
     
    #112     Oct 4, 2016
    i960 likes this.
  3. My gosh, that's simple: He had "King of the World" syndrome. He was printing money....pure and simple as that....and was getting away with it.
     
    #113     Oct 4, 2016
  4. Where did you find this inside information ? What trading floor ?
     
    #114     Oct 5, 2016
  5. mstier

    mstier


    I am not an individual trader but work at a prop firm (not an arcade, a proper firm). We're exclusively futures. So far I have traded 19,967 contracts today. The guy behind me has traded 23,072 contracts today. For sure the # of round trips is much smaller than that.

    These types of numbers are certainly achievable, but not sure how you would consistently get anywhere near these numbers as an individual trader or manually - too many constraints. Our formula is automated strategies that can be deployed across many products.
     
    #115     Oct 5, 2016
    TraDaToR, propwarrior and Occam like this.
  6. So what is your average lot size ? Average # of R/T's per day ?
     
    #116     Oct 5, 2016
  7. mstier

    mstier

    Today's count - 21,353 contracts (guy behind me 29,844). Lot size anywhere between 1 and 70. The smaller sizes are on thinner products, tests, etc. Larger sizes on stable, thick books. Calendar spread trades obviously contribute to making the total contract count looking a bit bigger. Mixing all these things together + never having a need to keep track makes the total round trip count a non-obvious statistic. It isn't 10k.

    Guy behind me now 30,166.
     
    #117     Oct 6, 2016
  8. dealmaker

    dealmaker

    Are you at Garachen's firm in Lamorinda?
     
    #118     Oct 6, 2016
    mstier likes this.
  9. Typical neanderthal prop trader.....no stats, no tracking, no quantitative numbers.
     
    #119     Oct 6, 2016
  10. The mentality of prop traders is indeed "neanderthal". Just one example:
    one prop traders could not read and write nor drive, so he had a driver driving his limousine to the prop firm whenever he needed to trade. Funnily enough, as he plateauded at $40K/session trading profits, nobody cared about his no stats.
    I should add that the best traders in London used to be "wheelbarrow boys" - no sophistication; no stats, no quantitative numers, just profits. These wheelbarrow "boys" seem to be able to pay their 2000$/month desk fees at prop shops and not bother with "quantitive numbers".
     
    #120     Oct 6, 2016