I just openned a new topic in spread execution on (mostly non native) spread : http://www.elitetrader.com/et/index.php?threads/futures-spread-order-special-focus-on-ib.294361/ Any comments are welcome !
Thanks a lot. So the anomaly was more 2015 than 2016... What is the Platform?These charts are great...
Some are even better, the color is so bad on these one.. And there is a small bug on MAR17. Its not a platform Its my R code and my database. I have almost everything in it, cash prices, futures prices, options data, CFTC data, USDA fundamentals, US exports... Metadata on harvest time for each future, link between futures and fundamentals, currencies, metrics and so.. I am building a website with all these things which should provide nice and interactive graphics instead of these ugly R charts. PS : I just lack the evolution of USDA reports.. If anyone has it...
What is your take on ZW/KW now ? Are you still in it Vyki? At one point it looked good but now it is back to my entry point...There is no clear seasonals ahead and for september the discount was maintained into delivery...
Out @7250. That was a good trade with just a bit of heat in the middle. I was thinking about running part of it higher but there is the quarterly hogs and pigs next week and October converged with cash drastically in the last few days so I am out. Thanks Vyki.
Entered this trade on the low of the day, exited on the high...Perhaps the first time it happens to me...With that I can forgive the market for all the 1 tick misses of the summer...LOL
Haven't been around these parts for a while. Trying to help some cattle producers from losing their pants with this drop in prices. I use R too, Rachmaninov, but clearly I am not nearly as good as you are with it. I do some basic time series analysis stuff. It's a very powerful program, not the easiest to learn though.