I've seen a few different approaches thus far in my short career. I want to talk about & compare the following: (1) Specialize in one product,...
Yes, makes sense. I thought about it more and I'll I'd add one more thing as it relates to reading price action—scattered bid/offer depth in...
Curious why stock traders still use aggregated depth horizontally and do not use ladders as they do in futures? Has anyone daytraded from both...
Cool! I had a look at their website and they don't list anything about what data sources they support nor anything about synthetic symbols and...
quantower supports binance cash & futures, ftx, bitmex, huobi, okex, deribit, coinbase and a few more.
Alright, I think I get this, you're saying execution algos are taking into account he spread so they'll step up or step down the aggression based...
Sure, true in theory. It's rare but when shit hits the fan there's definitely more primitive execution. Even if you have fast-paced, aggressive...
I don't think it's a static thing. When things are volatile & there's a sense of urgency a large company will not use the C64 SubDagger Geometric...
Ok, you're describing just the arbitrage between cash and futures, right? I didn't quite get the bottom bit about 'large specs' - it sounds like...
I didn't follow this. The perpetual holders must pay funding to longs if the contract is below the tracking index, and funding to shorts if the...
I'm not sure what any of that is... CMS? This must be something else because a perpetual swaps tracks the price of bitcoin so the payoff, market...
"A perpetual contract is a special type of futures contract, but unlike the traditional form of futures, it doesn’t have an expiry date. So one...
Very curious about this from a market structure perspective... I can see the most liquid & highest volume contracts in this market are all...
Nevermind, I doubt anyone is interested, but just incase some spread nerds in the future comes here: I just used DUR_ADJ_MID for duration and...
sorry but i'm not really following this... what about the ed?5 turning it into a fly... just confused how u take these different parts, which gets...
Learning about spreads, bonds, etc., and have access to a bloomberg terminal but no help otherwise. I can see there are TONS of possible values...
I don't trade equity indices and don't even trade spreads just simple outright stuff in primitive products like small cap shares... but still...
Thanks for replying... Ok. Spread to each other, and spread to cash... sort of like rates. Not even predicting price action or buy/sell...
tua is 2 year note
also for anyone interested in studying spreads/market relationships with me, hit me up...
Separate names with a comma.