Interesting link. That guy is saying the opposite of me - human orders have less alpha and algorithms should seek them out and take the opposite...
What reason? Do human submitted orders contain more alpha? Why are they useful?
An idea that came to me today... Orders in the book are either placed by humans or machines. 1) Is it the case that the majority of machine...
Like I said, you have to wade through a lot of garbage on this site...
Excellent thread - many thanks. You have to wade through a lot of garbage on this site to pick out the gems, but's worth it :) Is it true that...
Delivery Value Equivalent, apparently
In the context of grains basis, does anyone know what DVE stands for?
Interesting chart Bone. Heating oil increases in value over winter, but I guess the spread doesn't behave like that every winter. It pays to...
[img] The candles are the Gasoil / Brent crack (in the ratio of 4:3) and the blue line is UK Natural Gas
Thanks - good info but these brokers tend to require large account sizes. I was looking for a broker with a 10k minimum account size.
Does anyone know of a broker that provides electronic access to both the Minneapolis and Kansas City wheat contracts
I guess that fact that you have posted some examples of historic implied spreads answers my question :p
Hey Bone, Does eSignal have historical data for the implied spreads?
Here's a chart showing the GO/Br crack spread (in red) plotted against the difference between the GO calendar spread and the Brent calendar spread...
There seems to be a significant correlation between the Gas Oil / Brent crack spread and the difference between the Gas Oil and Brent calendar...
Thanks Henry. Interesting stuff about water levels in the Rhine affecting GO storage levels. I figured the only source of this info was...
EIA is US data only. Brent and Gas Oil are European commodities. I'm looking for ARA inventory data
Does anyone know where I can get inventory data for Gas Oil and Brent?
Presumably this is less likely to happen with a broker that doesn't have a prop business as well. Maybe there's a lesson here...
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