Risk Managment who needs it.

Discussion in 'Risk Management' started by MarkBrown, Dec 18, 2024.

  1. mervyn

    mervyn

    sometimes even sim will cap you.

    how many es contracts can citadel trade on average daily?
     
    #101     Dec 20, 2024
  2. Sekiyo

    Sekiyo

    1% of average daily volume, 20K ?
     
    #102     Dec 20, 2024
  3. poopy

    poopy

    Huh? Steve Cohen (before he bot the Mets) used to clear that figure in a day. Just fcking around on spec.
     
    #103     Dec 20, 2024
    SimpleMeLike and MarkBrown like this.
  4. mervyn

    mervyn

    is he holding 1% overnight?
     
    #104     Dec 20, 2024
  5. tony.m

    tony.m

    In the last 100+ years this strategy has never failed, not even once. The only requirement is having access to lots of money.
     
    #105     Dec 20, 2024
    SimpleMeLike and MarkBrown like this.
  6. mervyn

    mervyn

    no, these trades don’t happen, otherwise many trillionaires by now.
     
    #106     Dec 20, 2024
  7. SunTrader

    SunTrader

    AI says (though no mention of overnight positions doubt they would close all out EOD):

    "According to publicly available information, S.A.C. (now known as Point72 Asset Management) was known for trading a very high volume of E-mini S&P 500 futures contracts (ES), often reaching thousands of contracts per day during peak trading periods; however, the exact number of contracts traded is not disclosed due to the private nature of their trading activity."
     
    #107     Dec 21, 2024
  8. poopy

    poopy

    lol I know one.
     
    #108     Dec 21, 2024
  9. Mark, your self-depreciating resume was absolutely priceless. It shows much humor, creativity, intelligence and is a true work of art. Thanks for taking the time to write it out. What makes it so funny is that it is a true story for most of us on ET for at least a long season of our trading careers. --- Thanks again and the Very Best To You for this Holiday Season and Go Illini -- Beat South Carolina.
     
    #109     Dec 21, 2024
    SimpleMeLike and MarkBrown like this.
  10. Hello schizo,

    I only see the world in which I live in 2 ways only.

    A. If you are Poor in USA, life sucks everyday for you and you will be treated like used condoms on the strip everyday of your life. You can never eat steak meat at nice restaurant when you are poor.

    B. If you are Rich in USA, life is happy everyday for you and you will be treated very great in life and people will treat you nicely. And I can eat steak whenever I feel like it.

    I will do anything to be and stay at B, and I never want to be A, ever again in my life.

    You can say whatever you want about me @schizo , that is fine. But I will never be A again in my life and that is all that matters to me. I can think however I want to about trading and trade the ES however I want to.

    I do not give a damn what you think about me. I am here to get rich, I am not here to be right or agree with anyone about the trading theories and traditions.

    Winning trading debates, do not pay my pills. Winning in trading pays my bills.
     
    Last edited: Dec 21, 2024
    #110     Dec 21, 2024
    MarkBrown likes this.