The decrease in Eurex FI futures volume has been coincidental with the decrease in US FI futures volume over the past couple of years, although...
Do some research (i.e. Google) on how people identify/measure trends. Get your Excel up and running, some data from Yahoo, and try out some of...
Give First New York Securities a call.
This is called triangular arbitrage, and these days if the arb strays by more than a pip it gets quickly brought into line.
You work on a macro trading desk, right? What do the FX accounts look like each day? How does the pnl change? What are the components of the...
What you lack is leverage. By leverage, I don't mean financial leverage. You have no track record, no reputation...nothing. For someone to back...
Why don't you ask the traders/PMs that you work for?
No, I don't think you know the "high levels" because, as the previous posted suggested, if you did you would not have asked ask this question....
Do you know what an index is? Once you learn about what they are and how they are constructed you will know your answer.
Before you start worrying about stops you should ask yourself if a Sharpe Ratio of 1.52 is different from 1.50 from a statistical perspective....
The roll means you are merely "exchanging" one contract for another so that you maintain exposure even though the contract you are currently in is...
You are thinking that futures contracts are like stocks. When you buy a futures contract at $100 you don't spend $100, and likewise when you sell...
No, that is incorrect. When you roll from one contract into another contract you make $0 (excluding transaction costs). If you think about how...
Ok, then, what is your answer to (2)? Alternatively, what is your answer to my question about how much money you make or lose on a roll?
How much money do you make or lose when you roll out of one contract into another contract (excluding commissions & spread)? If you can answer...
According to ICE, there is a 1st Notice Day: https://www.theice.com/productguide/ProductDetails.shtml?specId=23
What, exactly, do you mean by micro-structure?
You need a prime broker (who can do the repo) who is willing to take you on as a customer. Kinda tough if you are small size. I would suggest...
Dude, the ONLY way to make a profit is to liquidate your position and stare at the cash in your account. Anything else is just a hedge (with...
Again...right on the Bloomberg screen it says volume numbers are scaled by 100.
Separate names with a comma.