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  1. IDEAL PRO Forex, what is the size minimum?

    The IDEAL PRO minimum is 25,000 units of whatever the base currency for a given trade is:...
    Post by: late apex, May 16, 2005 in forum: Forex Brokers

  2. futures premium vs cash

    That's due to risk-free interest rate differentials, positive vs. negative. Taking a look at the relevant yield curves, for example, the 3-month...
    Post by: late apex, May 13, 2005 in forum: Forex

  3. YM just die?

    Nitro, I agree that's an excellent and valid point in general. (Sadly, so much of applied finance is distribution-blind or, worse yet, assumes...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  4. YM just die?

    Thanks, Dave. Interesting (and consistent with my trader's gut feel) that as we decrease the frequency, the hedge ratio decreases as well, i.e.,...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  5. YM just die?

    Hey, Pabst -- Wags... what's that? :confused: I assume you don't mean Washington Area Girls Soccer League? :p
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  6. YM just die?

    OK, I've run a statistical analysis on optimally hedging YM exposure with an offsetting ES position, on an intraday basis. Time frame: last 10...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  7. YM just die?

    Steve, Let me take a look at the most recent data and post my results. Of course, anyone else with experience in this area is more than...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  8. YM just die?

    Blueskier, appreciate your thoughts on proper intermarket hedging. Agree, as long as you mean "expressed in USD terms" (or whatever the...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  9. YM just die?

    Before I forget: let's not lose sight of DIA as a natural "perfect" hedge for YM in case of only that particular futures exchange being down,...
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  10. YM just die?

    I think some will be confused by the above discussion of ES / YM hedging ratio... let me see if I can clarify. The tick sizes are irrelevant....
    Post by: late apex, Mar 7, 2005 in forum: Index Futures

  11. Market Depth patterns

    FuturesTrader71, Just wanted to say -- an exceptionally thought-provoking thread so far, indeed. Really appreciate your (and others') in-depth...
    Post by: late apex, Dec 30, 2004 in forum: Strategy Building

  12. IB TWS - pre-existing ES buy stop not executed in a rising market... any insights?

    I am back... Glad to report that, with the help of both this thread and an anonymous IB person, my case has apparently been solved....
    Post by: late apex, Apr 8, 2004 in forum: Order Execution

  13. IB TWS - pre-existing ES buy stop not executed in a rising market... any insights?

    Good, the 2nd chart got through intact. Now, to address some of your excellent points already made... To OldTrader and pspr, among others:...
    Post by: late apex, Apr 7, 2004 in forum: Order Execution

  14. IB TWS - pre-existing ES buy stop not executed in a rising market... any insights?

    Well, your replies have started to come in unbelievably fast... Really appreciate that. First off, most of that chart I posted has been "lost"...
    Post by: late apex, Apr 7, 2004 in forum: Order Execution

  15. IB TWS - pre-existing ES buy stop not executed in a rising market... any insights?

    Wondering if anyone else here has had a similar experience and, if so, how they've dealt with it. Until I can understand what happened, I will...
    Thread by: late apex, Apr 7, 2004, 27 replies, in forum: Order Execution
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