Search Results

Search Again

  1. ES Margin Increase

    Has anyone seen ES overnight margin increase during fast moving market events like May 2010, Aug 2015, Brexit, etc? If so, by how much did margin...
    Thread by: SailorG, Feb 5, 2017, 19 replies, in forum: Index Futures

  2. ES Gaps, Slippage & Leverage

    Yes, this I'll be able to get to the bottom of. The historical ES slippage data was a much tougher nut to crack, thanks again!
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  3. ES Gaps, Slippage & Leverage

    You don't happen to know by how much margin was raised by IB, TradeStation, TOS?
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  4. ES Gaps, Slippage & Leverage

    That's helpful, algofy. Thank you. I can't tell you how many hours I've tried searching for this info. During these events, have you seen brokers...
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  5. ES Gaps, Slippage & Leverage

    Thanks Harami, That video is phenomenal! Very helpful. It looked like the largest slippage was that 2nd 'stop run' labelled by the video and was...
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  6. ES Gaps, Slippage & Leverage

    I'm trying to determine what is 'reasonable' leverage to avoid 'catastrophe'. For the sake of this conversation, let's define 'catastrophe' as...
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  7. ES Gaps, Slippage & Leverage

    Thanks algofy! As fast as that is, the market traded on the way down. It's hard to see slippage being so bad as to blow up an account with a...
    Post by: SailorG, Feb 5, 2017 in forum: Index Futures

  8. ES Gaps, Slippage & Leverage

    Hi, What/when are the largest historical gaps and slippage in the ES? Both for Sunday night openings and during "flash crash" type of situations?...
    Thread by: SailorG, Feb 5, 2017, 25 replies, in forum: Index Futures
Find older messages
Showing results 21 to 28 of 28
Search Again