A very good HFT I know gave me some advice. Always find a fundamental justification for why a trading strategy works. If you're making money, it's...
It's funny how many people here seem to miss the entire concept of optimization. Whether you use a simple parameter sweep, a proprietary system...
Interesting thread. Make sure you're aware of your bias/variance trade off. The potential to overfit and introduce too much bias is incredibly...
Yes, the other problem with the iceberg spotting approach I've that even if we have definitive knowledge that an iceberg is taking place, we have...
I am trying to identify icebergs after the fact. I want to create a classifier function of some kind that decides whether a set of orders belong...
Well Well, the hidden total interest at a price level is really what I'm trying to ascertain. I keep track of the orders at each price level...
Thanks. For the purposes of this thread, I'll restrict my question to CME Group futures and options because that's what I collect market depth...
I'm not sure how useful detecting icebergs is for short term trading, but the first step in figuring this out is identifying icebergs in...
AMP is okay if you're small and don't do a lot of contracts. Advantage is a good one if you're a little better capitalized and prepared to pay...
As has been mentioned, it depends on the exchange. If it is a ITCH feed, you can see your order in the updates and you'll know your exact position...
I'm gonna stick to subjective trading and technical discussions on this site as it appears there are better places for this sort of discussion....
You got me. I'm a compulsive liar. I'm gonna go to school and enjoy my hegemony now. Peace.
I think it's difficult to cast blame in absolute terms. I'm hesitant to blame the government for subsidizing education because it's my belief that...
It appears we probably agree on more points than I originally interpreted. My concern is the rising cost more than people being willing to take on...
There's nothing "reprehensible" about taking on debt to improve your situation. There's a reason why the concept of a student loan exists. The...
MFE's aren't worthwhile in most situations. If you go to grad school for anything, make it something marketable outside of trading like CS or...
From someone who has looked into this topic extensively, let me tell you that Rithmic and theomne represent and excellent value here. If you are...
@wwatson1 If the numerous brainteasers these companies ask are designed to be indicative of any one thing, it's probably raw critical thinking...
@Fundlord thanks for your reply. Although the compensation is probably better starting out at a bank than a prop shop, I don't know what my leads...
@wwatson1 i feel if you would have read my posts on this thread, you would have seen that I in fact already have a number of entities who are...
Separate names with a comma.