Proprietary trading · One desk · New York hours
Est. MMXVI

Haque CapitalLLC

The company I trade out of. One employee, four monitors, no outside money and a great deal of coffee.

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I believe the market is efficient.
This has been a personal problem for ten years.

It is a difficult thing to believe on a Tuesday, at 09:34, with a position on. The belief and the position have never once agreed, and I have made a living in the argument between them.

Plate I — Sessions

Every line is one day, from the open on the left to the close on the right. Stacked, a decade looks like weather. The loud days are not the profitable ones. I checked, twice, hoping to be wrong.

01

What this actually is

Haque Capital is a limited liability company with one member, and the member is me. It has a desk, a tax ID, a filing cabinet and a decade of execution records. It does not have investors, clients, a fund, a marketing department, or a plan to acquire any of those.

It exists for two boring reasons. The first is that ten years of trades deserved somewhere better to live than a spreadsheet named final_v3_REAL.xlsx. The second is that a business with expenses and records behaves differently from a hobby with a login — you cannot lie to a general ledger the way you can lie to yourself.

What I do inside it is narrow on purpose. Discretionary intraday equities, concentrated in semiconductors and the companies that supply them. I read the tape, size into confirmation, and get out without negotiating. On a good day that description is accurate. On the other days it is aspirational.

In practice: I stare at chips until something happens, and then I have an opinion about it very quickly.

02

The whole business, in four numbers

1
EmployeePeople to blame
9
Days a year that matterOut of two hundred fifty-two
10
Years of recordsEvery one of them searchable
91%
Of stops honouredThe other nine is the whole story
03

The nine percent

Almost all of the money is made on about nine days a year. The remaining two hundred and forty-three exist to keep me solvent and paying attention until those nine arrive. Nobody would design this on purpose. It is simply what the records say, and after ten years I have learned to trust the records over the story I remember telling myself at the time.

The nine percent of the time I do not honour a stop is where the outsized returns come from. It is also where they go. I have never been able to prove which of those is larger, and I have stopped trying, because the number is not the point. The point is that I know the hole is there and I walk around it on purpose.

People want the edge to be a formula. Mine is closer to a habit: show up, stay small until the tape gives me a reason not to be, and refuse to make the day interesting when it isn’t. Boredom is a position. It has been one of my better ones.

Plate II — Executions

A decade of clicks, placed by the minute of the session each one happened in. The two towers are the open and the close. The valley is lunch — statistically my most profitable hour, on the grounds that I am not in it.

04

The desk

Execution
Takion. Because the routing is the actual job, and everything else on a screen is a chart.
Scanning
TC2000. A watchlist called semis in play, ten columns wide. Nine of them have to agree with the tenth or nothing happens.
Charting
TradingView, held with reservations about the watchlist that are numerous and long-standing.
Options
ThinkOrSwim. For the flow, and periodically for the humbling.
Hardware
Two machines, four monitors, one keyboard. Getting one keyboard to drive both machines took longer than any strategy I have ever developed and I would do it again.
Hours
09:30 to 16:00 Eastern. Emotionally, 04:00 to 20:00.
Trader Intel app.haquecapital.com ↗

I built my own screen because none of the four platforms above would show me what I wanted on one page. It is behind a login, and there is one set of credentials.