25 days is what I have, or if open interest + volume move fist. The IB Liquidation date for December is 26th November. So my roll rule counts...
It was the wrong one, got it now thanks! Looks like the IB symbol is FBON?
Jesus... I don't think IB know what they are doing when it comes to some of the less popular contracts.. I always start getting the expiry...
Ha, it happened to me too. I also had an issue with gaps in CSI data with whole weeks missing. I spent a long time manually setting contract...
Did you have the AllHours flag on? I know I have to disable that when submitting IBAlgo orders for some exchanges (mostly Asian exchanges). My...
It's entirely possible, if you meet a few conditions: a) Decent capital to handle wide stop losses 3.5-5.5 ATRs range, and ability to be...
Looks like Dutch NG is there now, if this is the same contract. It's the same as the TTF from CSI data I think. I've adding it to my port but had...
Facts haven't changed, people still called it a bubble after the last time it broke out and then downturned and they'll do it again when this run...
Looking at the contract specs, if the index is unchanged there is no loss because the specs state that the price quotation is yen per index point....
Sorry I missed that part, I read the link and I think that's a bit out of scope. It just explains that the price series is different due to...
The question wasn't IF there was exchange rate risk, the question is how much. What I and others have been saying is that the exchange rate risk...
I thought everything was already clear. But now after this it's not clear anymore :) So when you're saying we have exposure to Yen, it looks...
Theory can only teach me so much. I now have a foreign contract position in Palm Oil, and as luck would have it there's some profit on the first...
Thanks, had to read these twice but that's actually a great way to put it. Agree with your 2nd point too, not worth hedging I think. It seems it's...
Great thanks. I trade some Canadian & Australian stocks so it sounds like it's similar (except it won't debit/credit me the whole cash value like...
Ahh got it, I got off track because I was thinking about "how much" exposure but you mentioned "how" to hedge it. Futures are fun. In terms of...
I probably put the wrong title, but I'm most interested in how to calculate trade results from foreign contracts. Some told me that the full...
Why use the notional value to hedge? As an example, say we have the Euribor contract, denominated in euros with a USD account. Due to low...
Focus on the important parts hey ;) Let's say "AUD AND Asian" is what I meant, if I can make Tony happy it's a successful day.
So I want to expand my trend following universe, with my USD base currency account. I'm looking at futures denominated in Euro, GBP, and maybe...
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