Crude Oil Calendars, Nat Gas Calendars, HO Cracks, RBOB Cracks, HO Calendars, RBOB Calendars 'Calendars' includes butterflies, condors, and...
I am using Knight Direct - they have an institutional grade pairs order driver platform that is server based.
Don't use anything Java-based if you can help it.
Yep. 0.55 per side. But I also trade a few thousand buys and a few thousand sells per day.
NewEdge in the U.S. for sure. Advantage says they're going to get it as well, but not sure if they bought a seat or have a give-up agreement.
It has been a bit disconcerting to me that many of my clients never kept daily trading journals in their previous lives. The best traders I...
I have a client who just bought a Nymex seat - the commissions are a driver, but so is the capital gains parking spot. I have paid as low as 55...
I have a few clients who scalp products intraday based upon market action in correlated products - provided that the cointegration in favorable...
I'm just trying to get a sense of how many of you spread trade equity baskets versus a stock index future under an omnibus account.
Right here, right now, the Swiss Franc cash (not the Globex Future) is the instrument I look at first. Wonderful correlations, and has a...
ProfLogic: If your meaning of "consistent" is the entire lifespan of your 15 years of correlation study, then I cede your point. If your...
well, it's not utopia but is certainly the best bang for the buck. i have alot of clients starting to use it, and i got a subscription two months...
the S&P 500 also has a pretty good correlation with copper as well. gold has a decent correlation with the swiss franc. i love correlations.
I have no idea what you're talking about. Nothing to see here, please move along please. (the secret is that there is no secret, but...
I have been trading spread differentials using technical analysis and statistical time series studies for going on eighteen years now. I have...
I stand by my contention based on my hands-on experience with the product in November and December of 2009, and a private message with more...
Yshterk: I am referring specifically to the CQG Spreader product. I have used CQG for 17 years, and when I heard about their execution...
I have a client in Australia who uses it for index futures spreads like Nikkei vs. S&P and Kospi vs. Nikkei. I wouldn't call it ATS in the...
Regardless of the market space (energy, currencies, grains, metals, interest rates, equities) or the holding timeframe (months, weeks, days,...
I would recommend using something like average true range or a one or two or X sigma trigger instead of a percentage figure or volatility variable...
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