I don't really see the arb in your picture. I do understand the concept of trading the spread between the asset and the synthetic, but I can't see the spread in your example. I used PS to overlap your two pictures, and I don't see large spreads ...

Another Trading Journal

I'm also using the options market, not trading it, just looking at the current vols for market regime indications (if we're gonna keep ranging). Can you recommend some binary brokers from where you withdrew profits without problems?

Is anyone here an institutional trader?

This is the bread and butter of HFT. So can you still find something as retail? For example I looked at the USDOLLAR FXCM instrument versus it's composite rates, and a few variations, but I couldn't find something workable. Can you give an example ...

Understanding value

My Trading Station had only 3 tick charts open. Only one of them was visible, the other two were in inactive tabs. But I don't understand how one could influence the other, since one was live, the other was demo, and my computer has plenty of free ...

FXCM Discussion

I didn't had any indicators or EAs active. If by how many symbols I have subscribed you mean how many of them are visible in the Market Watch window, then the answer is all of them (Show All) RAM can't be an issue, my computer is very powerful (8 ...

FXCM Discussion

Here's what I observed. My FXCM Trading Station on a real account worked perfectly all the time. But my MT4 on a demo account disconnected for a while in the first 30 min after the data release.

FXCM Discussion

There is a video on YouTube with LMAX CEO declaring that "news traders don't add value, I don't see any value in that", that "liquidity arbitrageurs don't add value" when he's asked what he thinks about news traders and HFTs. There is another video ...

Liquidity depth of a broker

Regarding market making, I don't know about skenobi's and I hope this is not the case, but a lot of banks fired a lot of traders and replaced them with HFTs. There is also much less need for voice trading, since a lot of buy-side traders also moved ...

Is anyone here an institutional trader?

No, I sent the papers through post mail. I find it hard to believe that you can't send by post something from Singapore to Swiss.

Binary Broker

I hope so. But I thought long and hard, and I can't see how they could possibly hedge these binary options. Which makes me think that they don't, and their strategy is hope that they will have few winners Which would also explain the $10k bet ...

Binary Broker

From all the binary brokers I've seen, the only ones I would minimally trust would be Saxo Bank, Nadex, IG and Dukascopy. But from them only IG and Dukascopy ofer Low/High style options with lose all or win fixed 70%-90% payouts. I opened an account ...

Binary Broker

Sometimes. And other times the candlesticks features (supports, trendlines) are ignored. I've seen papers which tested TA features algorithmically (trendlines, H&S, ...). The conclusion is that their edge is very very low, if it exists at all. ...

Quantitative Technical Analysis

If you switch from physical time to event time, you'll see that the prices (returns actually) suddenly become normally distributed. This is why most HFT analyze the market in event time (trade-time in the HFT case to be even more precise). You ...

Quantitative Technical Analysis

When you start to analyze these things, you realize just how bad the "common knowledge" that is preached on retail forums is. For, example, by doing Monte Carlo simulations of short term trading algorithms, you can find some really surprising facts ...

Quantitative Technical Analysis

I'm all for analyzing the markets and finding an edge. But one must not fool oneself. Do you really believe that your second backtest from above (1000 -> 1 mil) was properly done and is relevant? If you do, congratulations. Next year in December ...

Can statistical methods be used to create a trading strategy?

Sure, I also have a more complex velocity setup. I use intrinsic time coupled with the FX scaling laws (both proposed by Olsen Research). They computed what is the average "speed" of the market, and that allows you to compute deviations from it. ...

Market Relativity

Velocity is much easier to see on a tick chart. For example on FXCM: image Notice the sharp moves which are then faded. I can't understand how people can scalp on M1 candle charts, you lose all the velocity information there.

Market Relativity

They already closed access to it, at least for now. Luckily I got it right away. I already found my trades in the past EUR/CHF volume, and I now know how my size relates to the other traders. WE ALREADY REACHED 500 DOWNLOADS! Yes, it's true. Traders ...

Is anyone here an institutional trader?

Spot market is just 1.5 trn, not the whole 5 trn which also includes swaps and forwards. So FXCM is then 0.8 percent. A very well done election day exit poll samples around 0.05 percent of the population (ie: 100,000 people in the 2004 US election ...

Is anyone here an institutional trader?

Thanks for making this available! I've long been envious of your analysts who had these indicators in their charts.

FXCM Discussion