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  1. ECBOT / Globex matching engines

    So, in other words i can enter an order to buy, let's say at a price below what i think it will actually open, and get a fill at the "fair" price...
    Post by: kotika, Aug 30, 2005 in forum: Order Execution

  2. ECBOT / Globex matching engines

    WalterEdward, Is this some type of an auction? how do you enter your order to get a fill at that price?
    Post by: kotika, Aug 29, 2005 in forum: Order Execution

  3. Trouble getting filled on nyse stocks

    You are telling us that you saw a large sell order coming in day after day. Lets see what you are trying to do with this. You are waiting for...
    Post by: kotika, Aug 28, 2005 in forum: Order Execution

  4. Finding programmers for Grey or Black Boxes

    I am still searching for a trustable hosting service where i can put up my data and programs even though i'm developing myself. I tend to travel...
    Post by: kotika, Aug 26, 2005 in forum: Automated Trading

  5. Calculating Sharpe ratio for intraday futures strategy?

    I tend to agree with the last post over the previous answers.But, as i have given though to this question, i would like to add. The Sharpe...
    Post by: kotika, Aug 26, 2005 in forum: Automated Trading

  6. Let's collaborate - components of a good ATS

    missing from the discussion is a classification of automated systems. I am aware of only two significant ideas in this area. 1) Mean...
    Post by: kotika, Aug 25, 2005 in forum: Automated Trading

  7. Interactive Brokers Order Placement vs. Pit Trading

    Strange... I see crossed bid/ask on the big SP sometimes, that is ask is lower than bid. Whats this mean? Is it because this is pit market and...
    Post by: kotika, Aug 25, 2005 in forum: Order Execution

  8. trade bust on comex

    off topic: Does anyone trade metals on London Metal Exchange?
    Post by: kotika, Aug 23, 2005 in forum: Order Execution

  9. trade bust on comex

    I trade out months because I'm trading contango and backwardation... and intend to hold the positions 3-6 months. there's some rich pickings in...
    Post by: kotika, Aug 23, 2005 in forum: Order Execution

  10. trade bust on comex

    Thank you all for the suggestions! Actually what seems to have happened is it got executed $10 below, then busted and adjusted without my...
    Post by: kotika, Aug 23, 2005 in forum: Order Execution

  11. trade bust on comex

    I dont think there is any liquidity in the after-hour market, unless its the front month. In the out months you will only be hit if the market...
    Post by: kotika, Aug 20, 2005 in forum: Order Execution

  12. trade bust on comex

    To answer some of the things you brought up: 1) yes i'm trading far out months in commodities. so yes, it was z6. 2) This was during the...
    Post by: kotika, Aug 20, 2005 in forum: Order Execution

  13. trade bust on comex

    I was fool enough to put in a market order for Z5 gold at comex, having seen a reasonable current bid and ask something like bid 4651, ask 4657...
    Thread by: kotika, Aug 20, 2005, 17 replies, in forum: Order Execution

  14. Interactive Brokers Order Placement vs. Pit Trading

    I can see why you would use IB, but why would you want to trade e-minis? Specifically, the the tick size/bid-ask spread on the minis is .25,...
    Post by: kotika, Aug 20, 2005 in forum: Order Execution
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