Bob111
Joined:
May 27, 2002
Posts:
7,656
Likes:
49
    1. maxima120
      maxima120
      Hi Bob

      you mentioned on the other thread that you have bunch of observations on how to algo trade inefficiencies.. is it related to the equties only?

      I spent considreable amount of time trying to arb CME spread in futures and options on futures but ultimately didnt make any money because my broker margining takes about 800us and that was killing all the advantages of my algo. And they plain refused even to talk about direct access.. So I dropped it year ago. Doing outright trading (which i was hoping to quit using algos)...

      I still have hardware and software but it is all about CME in particular. Can your idea be adopted to the CME products rather?

      Are you interested?

      Let me know please.
      Bob2 :)
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