Just read this thread and scrolled through your blog - nice work! I understand your current system is 'always-in' but can you run though how you...
While I agree with your comment above, I wonder why you prefer eSignal EOD (as per the charts you post) over a higher quality (personal opinion)...
Do you suggest any FCM in particular? (From experience or client feedback)
rt is round-turn, i.e. a buy and a sell, so half that amount for each side. Note that I quoted in £ because I was doing most volume on LIFFE...
I was at a prop firm when I was trading STIRS, which brings me straight away to your question on commissions. I would argue it is very difficult...
Rather than going through the mechanics of implied pricing here, I suggest you read STIR Futures: Trading Euribor and Eurodollar futures (Steven...
Hi, First of all you have to understand implied orders are not created for you to leg into spreads or flies. They are created to facility faster...
Been a while since I traded STIRS, but I think you may be talking about implieds from implieds, which you can turn on/off depending on your...
Sorry, my bad - you're absolutely right! I skimmed back over (part of) the thread and got carried away when answering (I must have really needed...
No, he's not: Let's say you have a USD account and you want to buy some EUR assets. You have 11k USD in your account, which you convert into 10k...
Yes it should
Just remember that in this case you are hedging the actual EUR exposure of the current contract value. In order to translate this into actual...
Try to take a step back.. What are you trying to achieve? As per your initial post you are trying to neutralize the impact of FX moves on the...
Depending on the quality of data / amount of history / markets you need there are several options. Industry standard in prop firms is CQG, but I...
I used to trade them when I traded prop. I have since moved on and now trade more volatile spreads as these offer better risk/reward in my...
Being long (or short) two consecutive butterflies is called a condor. Example: Consider 2 butterflies (+1H -2M +1U and +1M -2U +1Z). Going LONG...
Without looking at the full code, could it be the author is trying to calculate return on capital required (i.e. the avg price of the stocks used...
I'm really surprised this hasn't attracted much more (public) response! Seems like a great opportunity for new people to get into the business.
Simplified answer - if you believe INR will strengthen, yes. (Another way to think about it is: Now I get $1.68 for every 100 Rupees, If I think...
Note sure what you're seeing (Just looking at my Bloomberg at the moment, not IB). But MIR M4 (June 14 Mir contract) should be ~168.40. Before...
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