I am trying to simulate historical margin requirements. My starting point is : Margin = 3 * AvgTrueRange(30) * BigPointValue; where...
I am not familiar with what FX CTAs would do in this case. Sorry....
It is number of contracts (roundturn) per year per million dollars under management.
I am also curious about DV trading. Does anyone have and new feedback? Thanks.
Thanks this is what I thought too. I'll definitely check in with NFA when the times. I talked to them couple of times previously and indeed they...
I have a similar question. I went through the NFA guidelines fro CTA disclosure statements. I wasn't still clear about reporting notional and...
Thanks, I agree. I indent not to store any IP on their systems.
I didn't mean to say that Advantage has a prop trading operation. But it looks like TT offers per side pricing for lower volume traders. I just...
Yes for TT FIX connection. I researched it and indeed that seems to be the going rate. But there are places that offer the same connection for...
I got quoted $1900/month for connection/software fee! I am not sure yet though, if this is going to be right out of my pocket or applied to...
Thanks jeb9999, that's what I was trying to figure out! It looks like somebody would pay $2k for this if they are doing lot of volume. Otherwise...
Hey bone and Lucias, could you guys please continue your pleasantries in a different thread :)
Hmm, I don't know why it is that expensive! Is TT really charging that much for it? Or that firm is getting some nice risk-free money?
Thanks bone!
Thanks Ray... Are there others using NinjaTrader with a TT FIX adapter? Are you guys/gals paying a (high) monthly TT FIX connection fee?
Connecting TT with Ninja Trader... Does TT charge extra for using its FIX adapter? I am getting quoted couple of thousand dollars a month...
Hey guys and gals, Please try to keep this thread clean :) bone put in some good info here... He might be selling stuff but at least,...
bone, could you please give an example of an active NYMEX exchange-supported implied spread where I can see the market depth?
I haven't looked into spreads for bunch of years now. But indeed, they have tremendous ability to build a diversified portfolio around them. Most...
I actually worked at an institution that traded spreads. Their drawdowns were very very low and it is still low. However, returns started...
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