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  1. SPX Credit Spread Trader

    I am running my CTA using IB. While sometimes I feel like a freak (as not many use IB for this), I may take it as contrarian approach :)
    Post by: ChrisM, Apr 18, 2006 in forum: Journals

  2. SPX Credit Spread Trader

    Donna, can`t believe it... this is exactly MY SPREAD ! I didn`t tell anybody.There must be some magic. The rest is somewhat different...
    Post by: ChrisM, Apr 17, 2006 in forum: Journals

  3. SPX Credit Spread Trader

    Risk ? Is that you ? If so, we have to get couple drinks to celebrate this.
    Post by: ChrisM, Apr 16, 2006 in forum: Journals

  4. SPX Credit Spread Trader

    Phil, I believe this may be correct without any directional bias. Based on studies used for calculation of our ODI indicator, we do the...
    Post by: ChrisM, Apr 14, 2006 in forum: Journals

  5. SPX Credit Spread Trader

    I think any idea may be used as long as homework is well done, however there are some great theories but extremely hard to use, due to...
    Post by: ChrisM, Apr 14, 2006 in forum: Journals

  6. SPX Credit Spread Trader

    Anytime you post a reply you should have two options checked automatically below your post window: email notification and signature. If you have...
    Post by: ChrisM, Apr 14, 2006 in forum: Journals

  7. SPX Credit Spread Trader

    And you can trade them before S&P opens. This was the case after bombing in London, when ES futures were down -10 points at premarket.
    Post by: ChrisM, Apr 12, 2006 in forum: Journals

  8. SPX Credit Spread Trader

    This is one my present concerns. Talking about 9/11 scenario, near contract Eurodollar rose from (about) 95.78 to 96.27 (close), which is much...
    Post by: ChrisM, Apr 11, 2006 in forum: Journals

  9. SPX Credit Spread Trader

    Misunderstanding. Futures against options explain all. Didn`t catch whole picture, sorry.
    Post by: ChrisM, Apr 11, 2006 in forum: Journals

  10. SPX Credit Spread Trader

    Phil, right, however: as you stated before, in case of black swan we may expect huge volatility spike. Then holding futures position would...
    Post by: ChrisM, Apr 11, 2006 in forum: Journals

  11. who is trading for a living on ET?

    I believe this the truth. Awful truth :D
    Post by: ChrisM, Apr 8, 2006 in forum: Professional Trading

  12. who is trading for a living on ET?

    Post by: ChrisM, Apr 8, 2006 in forum: Professional Trading

  13. SPX Credit Spread Trader

    Mostly because commissions for ES options.
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  14. SPX Credit Spread Trader

    Got it, thx. What a confusing system...
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  15. SPX Credit Spread Trader

    Unfortunately it does not seem to be listed under CBOE. I`ll try to contact them about it.
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  16. SPX Credit Spread Trader

    Thank you for the explanation. This sounds reasonable. I was trading OEX/XOE myself. Good trading and keep it up :)
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  17. SPX Credit Spread Trader

    Thank you. This means you do not measure any specific correlations among them, you just use them as separate instruments for pre-defined trading...
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  18. SPX Credit Spread Trader

    Could you tell us more about your approach ? Is there any specific gamma/delta formula you follow ? Any specific reason for spreading over OEX,...
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  19. SPX Credit Spread Trader

    Coach, could refresh our memory: what was the margin ?
    Post by: ChrisM, Apr 7, 2006 in forum: Journals

  20. SPX Credit Spread Trader

    You always need backup. In disaster scenario you may always use phone (if it works :) But seriously - I always use Fidelity or CNBC for backup.
    Post by: ChrisM, Apr 7, 2006 in forum: Journals
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