Do you trade as a prop or customer? If prop, do you use an entity? I have not been able to find a prop firm which allows this, maybe you know of one.
I am a principal in a private trading group. If you are doing serious volume you might talk To Gene @ Lieber & Weissman.
I do very high volume. I'd like to set up an entitiy, and even possibly do something along the same line as you. Thanks for the name.
I will PM you tommorrow with a guy's name and number that will only handle high volume traders; he can help you with the whole off-shore thing if you are looking for that.
It depends on where you claim being a resident. You pay US taxes if you claim being a US resident. If not you'll get the W8 Ben from your broker to fill out. I believe you still have to pay some kind of taxes even though you're not US person. Needs to be checked...