Your candidness and insight are truly appreciated... It's amazing how it sometimes seem as if the market knows your stops and targets......
thanks Prop... Do you know of a Trading Chat Room for traders with statistical arb m/m ideas to bounce off each other and to collaborate?...
Hey Prop, When you say "vanilla market making on stat arb books", are you referencing Pairs Trading based on intraday support resistance levels...
Before I share that information, I need to check with the firm to ensure that it's o.k. to disclose that information about them. Walt
There are prop firms that allow traders to enter sub-penny orders. Folks who trade retail are at a disadvantage. It seems that the complaint...
thanks Jonny, I'm really starting to be convinced that the best way to play mean reversion is after the pair appears to have reversed upon...
Lescor, I'm not sure if I understand the problem. Are you saying that you are not getting a lot of opportunities to trade because the stocks...
Matt, Are you still in the Stat Arb arena? thanks, Walt
Hi Jonny, Are you a divergence or mean reversion pairs trader? If both, what do you use as a basis to switch from one style to the other....
thanks for the feedback, Dustin... I guess I just need to develop better entry points and risk:reward profile. I would have been stopped out...
Hi Dustin, I for one, appreciate such fundamentally sound advice; however, how do you mange "fake breakouts"? Many stocks with volatility and...
appreciate the insight... What are your thoughts about the caverns being bought and used for storage by firms such as Centaurus/John Arnold? I...
You're kidding with me, right??? I'm sure you know that a split or reverse split is capital neutral. Therefore, it would have no impact on the...
The benefit of the leveraged ETFs over futures resides in the decay over time associated with the periodic rebalancing (I believe that it will be...
I sent you a PM...
Would you mind giving more information on those percentages? Based on my cursory review, on March 1st FAS was at $25.27 and FAZ was at $17.48; as...
Is this still a viable strategy... It certainly has died (on several levels) in 2010?
thanks for the posts, Erik... your insightful contributions are appreciated. Walter
Hi Don, Regarding the "top people (some who had fewer than 7 losing days this year..)" you referenced below, what type of strategy do they use,...
thursday was a good rtm intraday if one waited until stocks moved about 3 std dev before fading the stocks; however, if one began fading the...
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