Recent Content by MRE

  1. Anyone use LivevolX?

    Curious...is there currently anything similar for futures options?
    Post by: MRE, Aug 20, 2014 in forum: Options

  2. Pairs Trading Calculation Website

    Bigger Capital's spread analyzer tool may be of interest to you (http://biggercapital.squarespace.com/), but like Bob said you'll be trusting...
    Post by: MRE, Jun 5, 2014 in forum: Trading Software

  3. TT Algo Design Lab

    I use it but currently only as an enhanced spreader. Like another poster said, it can do simple things pretty well (and deploy them quickly) but...
    Post by: MRE, Mar 27, 2014 in forum: Automated Trading

  4. Payout/Salary structure in top prop firms?

    Most of the futures prop firms that I am familiar with in Chicago give a draw of 3k-5k per month and 30% of net to start out. Expenses such as...
    Post by: MRE, Jul 8, 2012 in forum: Prop Firms

  5. Lease seat / Co-locate

    looks like the ECM waiver is still available: http://www.cmegroup.com/company/membership/files/ECMQA.pdf
    Post by: MRE, Feb 24, 2012 in forum: Order Execution

  6. Lease seat / Co-locate

    "Am I just reading it wrong?" no, you're not reading it wrong. the OP could look into it though and see if he/she meets the requirements.
    Post by: MRE, Feb 24, 2012 in forum: Order Execution

  7. Lease seat / Co-locate

    i just realized that i assumed you were running a spread strategy. not sure why i did that. if you are, then TT ASE may help - your spreads...
    Post by: MRE, Feb 24, 2012 in forum: Order Execution

  8. Lease seat / Co-locate

    you could start by trying your strategy on TT ASE on a firm provided server (in aurora). see if that is sufficient speed improvement. advantage,...
    Post by: MRE, Feb 24, 2012 in forum: Order Execution

  9. Calculating GC gold futures fair value

    Do you mean calculating the theoretical price of the futures contract based on the physical? If so, then you would want to use a cost of carry...
    Post by: MRE, Jan 6, 2012 in forum: Commodity Futures

  10. How much does a HFT trader typically make?

    To the original post: First of all, the line between trader and programmer in HFT is blurred. Nonetheless, it would be very difficult to come...
    Post by: MRE, Dec 4, 2011 in forum: Professional Trading

  11. SPY VS ES EMINI MAR10 FUTURES not matching?

    SPY ex-div dividend will be $0.59019, which accounts for the difference in the spread between yest and today
    Post by: MRE, Dec 18, 2009 in forum: Index Futures

  12. fixed income DMA platform

    anyone know of any off-the-shelf software more customizable than TT for treasuries? apama, orc, etc.
    Post by: MRE, Sep 30, 2009 in forum: Order Execution

  13. Spread/Pairs Trade Between ETF and futures

    in response to your original post... yes. execution speed and costs are everything, especially in the index ETFs, as is margin cost when...
    Post by: MRE, Jun 29, 2009 in forum: Trading

  14. synthetic futures

    thanks for the reply. i figured that the SPX options would be a better market the the EX futures options for size. where would i go to...
    Post by: MRE, Jun 25, 2009 in forum: Options

  15. synthetic futures

    i wonder if anyone can help me with a question regarding a combo trade... could a synthetic futures position in the SPX options exactly offset...
    Thread by: MRE, Jun 25, 2009, 4 replies, in forum: Options