Thx for your response. Tradestation requires programming. I need a front end that allows me to say.....(h-l) and then plot this as an...
Wow. Ok I guess thats good for them. Seems like a good group of guys. Maybe they are just taking a break here in Chicago.
they are MMs in alot of the index pits (options). Spx, merc s&p futures options, spy options. So more than 1 pit.
The guys from Infinium havent been on the floor in two days ....what gives? Just wondering if anyone has heard anything? Rumors are flying...
Im looking for historical intra day charting that eaisily coverts to excel. I need to be able to create custom indicators on the charts and then...
The eurodollars futures have this MM or at least they used to. Lets say you are working to sell 50 on the offer and u are the only offer. If a MM...
Cool. I thought you had mentioned something about MMs having an unfair advantage by viewing stop orders that no one else could see in the ES....
Im sorry but the last line is just wrong. They are NOT awarded order flow and they do NOT get the first shot at unpublished orders. There is a...
Im not 100% but I dont think MM have front of the book priority either. jim
OK. I thought you were talking about the ES futures market. That seemed to be the quotes you were showing at the start of the thread. Yes there MM...
I think your right. How would this benefit the CME? I work for a MM that does aprx 20 % of the options volume at the merc. As far as I know there...
Hi. Great thread! I have done some research on PEAD (post earnings announcement drift). Its an interesting idea and there seems to be some...
Laura Blankfein and her friend Susan Friedman, wife of another Goldman honcho, Richard Friedman, caused a huge scene at Super Saturday in the...
Thanks for the explanation. When I do the math on a system I am currently tracking I get very similar results for your formula vs gross...
Ok. Maybe I am confusing PF with WL ratio. So if you WL ration is 1 to 1 and you win 85% of the time, for example, then it would be proftable. I...
CTC is not owned by BoA.
So a system that wins 85% of the time with a 1.1 PF is the same as a system with 1.1 pf and a 50% win %? I do not agree. Win % is NOT...
What if you have a PF of 1.1 but you are hitting 85 % of your trades? Is PF used alone worthless....but means a little more when used in...
Volume works. Do some research on PEAD (post earings annoncement drift). Then instead of using the earnings announcement as the "event". Use a...
I dont have fair value data so I wasnt able to test this completly. I just added the parm that vix had to be greater than 20 to place a trade. I...
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