Watching FOMC presser yesterday and the initial 100bps drop in FF rates and 50pts rally in SPX after the words "will consider the lag and...
Yes, I only trade with EOD data. I don't have any algos with good enough SR to afford intraday trades.
It feels a bit odd that White House gives a heads up that CPI reading might be elevated. Are they trying to soften the blow if the CPI is indeed...
Please be careful with eoddata.com. I used their future data before. Many errors or simply missing chunks of data, even in ES. I asked the...
yeah that's what I am doing. Just log the margin requirement of all instrument one by one via whatIfOrder() on an empty account, so I get the...
Hope you are right. Mine switched to short (August) a couple of days ago, and it is going up ever since.
Sorry I should have been more clear. What I want is the margin charged by broker, not the one from CME/ICE, since brokers tend to charge extra...
Plots like these from this week's FED financial stability report...
Thank you for the insight. The VIX ETF complex is really amazing. So much to learn
I like long M1/M2 spread at -1 or -2 during large drawdown/panics, and get out at 1.0 or 1.5 when fear subsides. Very negative skew but fun with...
yeah surprised by the move today. but it does feel a bit toppy
ok, most of my strats hit exit in the past few days, only 1 Aug contract hanging on. It has been a good run.
Have been long a few contracts since $15 range, smooth ride to $24~$25. But it has been going sideways since mid-March. Wondering if it is going...
I should have been more clear on transaction cost. By double I only mean for a single transaction (two-leg spread) comparing to outright. For...
Hi Rob, have you considered adding spreads into the system? My trend following portfolio has 30% made up of spreads, mostly calendar with a few...
cotton has been very kind to me this year. last few days not so much. I am still long cocoa, not good today...
Monday was OK for me, basically flat (+0.1%), but Tuesday is worse, so far 1.5% down. A couple orders going out to scale back positions. Oil is...
I connect to US server.
For these MAC swap futures, IBKR seems to be forcing an aggressive rolling schedule. From the data the roll typically starts at 2nd week of the...
I have this problem for a long time. TWS/IB gateway randomly loses connection to servers, and just shows re-connecting. Sometimes it succeeds...
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