High Frequency Trading - Hype or Substance?

Discussion in 'Strategy Building' started by CPTrader, Jul 6, 2005.

  1. Several years and bigger then what you have listed. Started this with a 70,000 account with bigger spacing between the levels I would play. Over time I am now playing every es point in both directions just at different ratios.

    As of right now both sides of the system made some very good booked profits today-----------the short side made some money the first part of the day, then the long side did very well up to the close. Now the short side is profiting again with the earnings news.

    To safely start this trade from scratch, I would say that a 100K
    account could trade every 4 points of es movement. Over time and with the account size increasing you then move to 3 point levels, 2 point levels, etc. The turning on and the start point for this method are critical for immediate success.
     
    #61     Jul 19, 2005
  2. Remiraz

    Remiraz

    Cool, thanks for revealing your stuff. Aren't you a least bit afraid big players would start trading it and screw up the market?
     
    #62     Jul 19, 2005
  3. They already trade this way, so I am no threat to them or they to me. No matter which way they push the market I am going to get paid. In the realm of the daily volume for the es, I am just a fart in the hurricane. :)
     
    #63     Jul 19, 2005
  4. Remiraz

    Remiraz

    lol, we should start exterminating pesky butterflies so they'll stop causing all those hurricanes. :eek:
     
    #64     Jul 20, 2005
  5. High Frequency Trading - Hype or Substance?

    The ones who know will not tell.
    :cool:
     
    #65     Jul 20, 2005
  6. Those who don't know cannot tell too...

    :D
     
    #66     Jul 20, 2005
  7. So: the ones who know will not tell, and the ones who don't know cannot tell. This may make for a rather quiet thread...
     
    #67     Jul 20, 2005
  8. nitro

    nitro

    Amazing isn't that it has 17 pages already then? LOL! :D

    nitro
     
    #68     Jul 20, 2005
  9. So this is like Coinz's system on eminies, right? Just greedier (1 pt instead of break-even).

    jk :D
     
    #69     Jul 20, 2005
  10. I hit 100% to 0% shorts to longs for a period of time in the overnight for my ratio trade----------the china currency news run-up finally touched the price level for this to occur. I may hold off adding any longs until the es penetrates 1135 with the lack of clear news out of GB.
     
    #70     Jul 21, 2005