5000 may have been there, it may not have. But 5k is the maximum size the market makers are showing when I look at it now, meaning if some other...
I generally get my executions, but if it's a race between HFT and you to get the last set of shares, good luck. Someone will come in, sweep the...
For you to win, somebody (generally speaking) has to lose. If there aren't as many people willing to be losers (or winners), there can't be as...
I cut size across the board while other guys in the firm didn't budge. A lot of them are churning themselves into oblivion. I just sort of kept...
No, the guy was talking about feeding in his equity curve back into some diagnostic function which then reduced risk. It seemed really complex,...
I have a 3 monitor setup and am looking to go to a 6 monitor setup. I was wondering if there's any way to make remote desktop behave "full...
So true. I fight this reality every day, but you know, this isn't limited to just trading. This is just some economic reality. The big...
I have a strategy that does extremely well in slow uptrending markets, sideways markets, and lazy-slow down trending markets. It does extremely...
Pardo's book reads like this, but I don't think this post is plagiarism. In Pardo's book, they have a dialogue between a trader and a...
Low volatility with low volume is bad. Low volatility with high volume is good for HFT. There's a sweet spot in there. The guy you know...
Unless they come out right and say there is zero future hope of any QE at all, not much will happen. The markets believe the QE will arrive...
Well, I'm flat and own nothing. But tomorrow, trading should be interesting. I'm assuming there will be plenty of volume, which was a recent...
Empirical distribution over the last 30-90 days.
Are there any web sites where I can type in a symbol name and get statistics in terms of what percentile a given day's volume is at a certain time...
I made money. I just didn't make as much as I wanted. If every day were like today, though, I'd be better off being a Chicago Public School...
Feels dead forever. I pay my broker, I pay my tech providers, and then I have enough left over for a few value meals. I'm mostly alarmed by...
No, even HFT guys must be seeing reduced profit in this environment. They depend on volume being high, so volume dropping like this is even worse...
I had a modest Friday and a decent Thursday. Today is just spinning my wheels and going nowhere. I reduced bet sizes across the board, but...
Just kidding about the broke part. But seriously, why is volume in a death spiral? Are you guys hiding your cash under your mattresses? We...
I am concerned the decision will have serious impact on the EUR/USD, at least in the short run. It could be that some speculators and analysts...
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