Not really, I just came because I received a notification from EliteTrader. I am more active in Discord: - https://discord.com/invite/dMTTSdnP - I...
Yes Sir, here we are trading different parts of the SOFR3 curve... among others ;) I've been in and out (profitably) of some SOFR and Euribor flys.
I'm old trader based in Waterloo region, not far from Toronto, but I trade Interest rate futures in a mix of fundamental and algo, not Quant, at...
EleanorK80 the AI, and more specifically machine learning, is used in many aspect of a trading system. Some used for researching only, others for...
For quantitative trading I would recommend Quantopia. The company doesn't exist anymore but the resources do: lectures, YouTube videos, etc....
Following what BAT31 said, you also have the FCM/IB that offer TT, CQG, CTS... and probably other platforms/connections too. -...
Sorry for jumping here... Anyone from Waterloo region interested in STIR futures spreads?... And sometimes some index and crude oil spreads?
Cayman is usually preferred
I couldn't leave it... Lol Looks like there is something there. I will spend some time on it. https://www.quantrocket.com/blog/piotroski-f-score/
Oh! I get your point... but sorry, I can't help you there. I didn't research that kind of relationships.
I feel like I don't get you question: my system has an alpha model that generate signals used to compose the portfolio -among other things- All...
Why just $50, and not $1000?... more? Could someone explain the basic of economic to them?
Now that there is a possible IR cut I don't like shorts in the back of the curve. Right now only longs in the greens and blues.
This thread is old but just in case someone like me stumbles upon it... In IBKR you can set the normal spread form, they call it "reverse"
Well, fundamentally it is. Eurodollar was a Libor based (unsecured) and SOFR is a SOFR based (secured) for example. Depend on your trading stile:...
In a few days we will say good bye to my old friend Eurodollar (GE) for real. We did big things together. Long life Eurodollar!...
Nobody thinks about low interest rate and how it could affect the market? Why looks for foreign reasons when local investors buy EVERYTHING,...
Thanks!
You have to include REBATES... a very important issue for most HFT firms.
TT and CQG are the most famous one. TT has just broken it with his new TT. https://www.tradingtechnologies.com/ http://cqg.com/
Separate names with a comma.