ftp://ftp.cmegroup.com/pub/settle/nymex_future.csv daily
i don't know how much of a point there is spreading when what's priced in is so close to 13bp already.
Time to bring the thread back from the dead. I am thinking these come into play for some great interest rate hedge trades... Oct '14 futures...
before you get carried away with the trade, you should google the topic of stationarity and put some statistical measures together that can give...
yea, but you're just saying he jumps the gun by something like 6 hrs. That is to be expected.
I love your calls ... (although he did guide for the 10th, right ? ) That reminds me of Rearden Metal; where did he ever go? This place was fun...
was just a chart showing intra-day on april 5 JGB... close at ~144.00. IRS?
Bump. I imagine bloomberg is what you'd need. JSCC has some stats, but no prices what I found on their website. Options were woefully...
hahah. i use matlab.... :)
Alternatively if you want to keep your size a little smaller, trade the SGB (JGB mini) on the singapore exchange (SGX) -- also available on...
The JGB trades on the TSE. interactivebrokers can give you access to it. The JGB has futures options and they are liquid. You can buy ATM...
unless there's a Kerveil with $5B of S&P futures needing liquidated lurking somewhere overnight, that'll generally work.
following the "trend" everytime we got a selloff this past few weeks was wrong every time. I'm long (now). Good enough reason to 'fight'...
That's good. Now are you are at least broken even (if you aren't long theta...). Tough game. EU handed you the recipe for a region wide bank...
I'm not sure what your time frame is. My point is that unless there actually -is- a bank run throughout Europe, euro isn't going much lower on...
Let me put it another way: Gold is up about $3. Despite what you read, when every ibank strategist is telling you to position by going short...
For perspective, EUR is at where it was 2 trading days ago. Hardly material. NY and London hedge funds are already in position. Price is...
are you serious? All of retail can be engulfed by 2% of institutional volume. "retail" doesn't matter.
This is no crisis. EURUSD has had all of a 40 pip range since the open. If it was a crisis, EURUSD would be 1.27 already...
Sorry guy, but "pure price action" is a function of p(t-1), so it lags price as well. And so do trend lines, channels, S/R, etc. Those are...
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