They are selling execution OTC, so they are constantly involved, especially with regard to VWAP. They make markets in everything imaginable and...
The bottom line is you need to be an expert on short time-frames. Need to know REG-T, TIMS, SPAN, rates, vol, greeks, about...
You can't report the pnl as long term capital gains. It must be reported as ordinary income, unless you're trading through a structure. This is...
Can you use Bjerksund-Stensland?
The long term plan seems to be deficit spending into hot inflation prints (rel to 2%) with a faux hawkish Fed, and in so doing, the increased tax...
The whale swallows the little fish.
https://naaim.org/programs/naaim-exposure-index/
Can you even use pinescript with it? P.S. Schwab charting better, but I still like regular TWS charts.
Create a virtual security. Example: 200*"MSFT" + 300*"AMZN"
More info and examples here >> https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html These trades include the "two ten...
Might as well just learn the rates market directly. Learn how traders take advantage of margin at CME with the inter-market spread trades....
https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/G-L/ImpVolatility description here...
Dividends are almost irrelevant. Correlation trends, is speculative, and is also liquidity seeking. Margin and borrow rates, holding period, vols...
https://www.bloomberg.com/news/features/2019-03-08/the-gazillion-dollar-standoff-over-two-high-frequency-trading-towers
I built custom charting software and it can do 1sec charts. I have so many screens, that I can have candle, line, tick, etc all at once. Line...
Combine with VWAP and detrending. [EXAMPLE] [ATTACH]
The differential gain/loss is heavily traded. Since the CME gives a 70% margin discount on the correlation, this trade is highly leveraged....
Its a simple detrending script. You will have to make the studies in thinkScript. [ATTACH] Set it up like this, with the left axis checked for...
Prices outpacing wage growth. The dual mandate states "price stability" and MODERATE long term rates as priorities which are to be balanced...
I could guess that the EUR funds can earn a rate above EURIBOR via money market or hedged USD overnight rate (eg. Fed funds less EUR/USD swap...
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