That's what you do when you need to backtests some strategies. You have to create back-adjusted datas so you aren't taking the difference between...
Thanks. I'm creating back-adjusted datas based on absolute difference at the time of the rollover. I will retain 4 days before expiration...
Is there a common rollover date on CL, like n days before expiration, first notice...? I'm trying to create accurate continuous contracts but I...
You can call them unofficial liquidity providers if you want... I say MMs cause it's what they do. I agree that spreads are quite tiny...
At the time, it seems that only CL has decent B/A spread intraday. Do you think NG, HO, RB spreads will narrow with time ? I guess it would...
1es:2nq I would say. Spread trades are not really better than outright.
Not trading oil, gas... intermonth spread at the time, but for the electronic market, CL seems to be the only one to have sufficient volume for...
From what I observe, new products are most of the time well priced if you are looking for arb opportunities. Market makers adjust their bid/offers...
Tradatraitor ... That suits me perfectly:D
Drinking before trading?... It wouldn't work for me, but people are different. One beer after one *profitable* day trading is my way to go. But...
Thanks.
Sorry, what does it means? thx.
Every trade is important within every system and the difference between a profitable system and a loser is thin, so I don't think it's a good...
As you're trading full time and not really young, 1 year 'til profitable is good, 3 years is OK but 5 is too much. So stop and go ahead. Move on...
Hello, I'm a TS brokerage ( RJO Brien ) customer and I would like to know if someone has experience about futures spread margin application on...
Would your 4 winning trades have been losers if filled through e cbot? I doubt.
http://www.cbot.com/cbot/pub/page/0,3181,1039,00.html It seems like it's free information. Are they interesting? i wanted to subscribe to ag...
Ok thanks. I assume it 's the same for initial margin on TS. In fact, on say an intramarket spread, you have the full margin of 1 single leg for a...
Thanks again. In fact, I'm on TS. I was just watching IB website to see if there were different informations. On TS, on the daily futures...
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