Any further insights on the current shape of the curve? Crude has continued to decline while the spread is stuck in Backwardation. Is this...
Interesting piece of information that Tradator. Does anyone have any idea if people starting to hoard oil like this is a sign that things are set...
I have been working on a couple of EOD strategies for US equities that I am looking to start forward testing and are backtested using Market...
NoDoji, but you are right, it could have been a bit clearer. All input is appreciated though and I did however have a similar opinion to yours...
'Discussion' maybe a little too much credit..... a bit closer to Question and answer here. just trying to learn a few things from those who know...
Ogarbitrage, thankyou for the insight. Where do you get your information tracking the tankers from?
Is this move towards Contango in Brent due to increased production ( or the expectation of) from Syria?
Thanks, that all makes sense and in which case possibly more upside to follow. I was just surprised that the move was solely in the front spread...
Can anyone offer any insight into the move in the front spread today? Just seemed to keep going while the rest of the curve went nowhere......
Agreed there learner!! Couldn't really complain for 80 yen a trade.
From what I see of these sites, they do seem to have Commission free offers for Margin trading (with conditions though)...
Cheers Stock, Definitely understood regarding reductions in profit/general performance, but something I'm more than willing to accept ( within...
I was wondering if anyone has attempted to or has had success with improving a system's performance (or at least reducing risk and margin...
MG - Thankyou, that makes a lot of sense, I was over complicating things ( as if these models aren't complicated enough)...
Thanks all for trying to explain this for me, I'm still not sure I am much closer to finding a n actual number to use for calculating my Greeks...
Thanks doobs, probably should have given a specific example but crude, gold and the major equity indexes are what I am currently looking at.
Sorry MG, I may not have explained myself very well. I understand the concept of cost of carry and how it relates to certain commodities. What I...
Martinghoul, Quick question regarding these models for futures options. They seem to require cost of carry, is there a commonly accepted...
Martinghoul, thank you! A definite purchase then. In short though, it looks like rather than a small tweak of my black-Scholes excel, I am...
Brighton, thanks very much. Already had a quick look at this and while the free version would be more than enough, I am aiming for an excel...
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