There will be some seasonality coming into play with Rbob, as refiners have been switching their refining runs over to gasoline form heating oil...
Try the Rbob Calendar vs. the HO Calendar as well. Been trading that one for years with good effect.
Bone's 3/31 Game Plan for Spreads: Bullish RBOB vs. HO Nymex Spread 1:1 Bullish June 11 Eurodollar vs. CBOT Two Year (TU) 1:1 Bearish Dec...
I'malso somewhat bullish Rbob vs. HO spread a bit also.
May Crude Calendar Spread looks kinda bullish to me in here. May future looks like it's flirting with 4537 on the downside, especially if we get...
In Turbo Tax, if you put your U.S. futures/options total for the year first in the 1256, the blended capital gains are automatically computed and...
Just your total on the 1256.
stat arb. highly correlated pairs.
a couple of observations: In crude or nat gas, if you wait on a level you really want and are looking for some sort of confirmation (like a...
Papa, I am hesitant to make a blanket statement on whose continuation data is legit and whose isn't - I'm not sure if CQG and TradeStation and...
The bad side to ET is that what was once a serious thread gets sidetracked by petty sniping.
Technical analysis for WTI and Brent Cals works great as long as you backtest for seasonal trend and seasonal volatility characteristics. The big...
The most exploitable 'copy-cat' trade is a very specific arbitrage tactic. More players and capital dilutes that trade very quickly. I have a...
I have no idea what a cointegration vector is. I weight equity pairs by currency value, and I weight futures combinations by historical...
Thanks to all for the IMs supporting the forthcoming launch of the SpreadProfessor membership website. Two existing services I really respect...
11:00 am CDT Bone Position Update - Marks WMT-TGT: +$0.22 EXC-XLU: ($0.18) JNJ-PG: ($0.31) XOM-BP: ($0.38) IBM-HPQ: ($2.37) ICE-CME:...
In terms of my forthcoming SpreadProfessor membership website, I wanted to share my personal Monday 3/16 game plan: Value-weighted Equity...
The IB software (and Redi 8.1) waits for the condition to be satisfied and executes both legs simultaneously through smart order routing....
Atticus: You bring up an excellent point, which I will have to make sure I adequately clarify in my upcoming website. A big obstacle is...
10:41 CDT Heating Oil Crack: ($100) RBOB Crack: ($5)
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