"The CME currently handles around $120bn worth of currency contracts a day, offering 56 FX futures and 32 FX options products in the U.S. The new...
They say they want to list FX futures in London... wtf that's the stupidest thing i've heard, or maybe i'm missing something?... With the spot...
i doubt this will be helpful but liffe bclear publishes block trade registrations, and the cme and associated dcms have a site which supposedly...
OK thanks for letting me know. I only just read the ICE release that they were shutting the floor, and they claimed over 75% of the volume was...
I haven't used TWS since April of this year. Could anyone tell me whether they have spread order functionality for options on NYBOT soft futures?...
Hi, Does anyone know where i can get prices for fx forwards (1m/3m/1yr). I only need closing prices, not streaming. I know the FT publishes...
have you managed to resolve this? I know that the settlement prices are available free from the exchange, and the delayed prices are available...
I watch the price of the option/structure i never looked at a chart of the option price as there's almost no information to be gleaned from it....
CL Futures options (LO) are fine and you are trading oil. The spread order book works well and the pricing and hedging are straightforward. USO,...
No code, just do the calculations in excel and chart. Paper attached.
bump
When i put a volatility cone together for an equity index, my output isn't as smooth or regular as the examples i've seen everywhere else...
Also, the delta will change with the implied volatility. So if you use standalone pricing software you will have to input that as well.
Is this the guy that refers to himself as "Peter the Great" and dresses up his baloney with even more pseudo religious propaganda? no ego there at...
Do it when you think you will make the most profit:) There is no one size fits all policy, if your view of the market changes then adjust your...
Youch! i wouldn't want to see your commission bill :) At least you save of seat fees.
What exchanges are you covering? Surely they must have strict specifications on mass quoting requirements - how do you fulfill those obligations...
So basically something which is a "sure thing", in which case if you want to be long delta long vega there's nothing wrong with punting the...
It's certainly a position, whether or not it's right for you depends on what kind of risks you want to take on. Take a look at the greeks and see...
I don't get it, what is the objective? Are you trying to hedge something?
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