CME: The Mini Nasdaq is not so mini...!!

Discussion in 'Index Futures' started by Jankovic, Nov 23, 2017.

  1. southall

    southall

    You and Suntrader are only thinking about profits.

    What about the losing trades?

    Winning trades have to cover all your losing trades + all slippage (on both losing and winning trades) + all commissions (on both losing and winning trades).

    Anything left over is your net profit.
     
    #21     Nov 25, 2017
    comagnum likes this.
  2. Overnight

    Overnight

    Well, for sure. But I reckon' that the general idea is the "cost of doing business" on each trade. I guess Sun was speaking about how in a winning trade the one tick would cover the trading expense. On a losing trade the "cost of doing business" would add to the loss. But it is still the same on either side.

    Whether winning or losing, you have a single tick subtracting from your win/loss in cost, per contract.
     
    #22     Nov 25, 2017
  3. chris500

    chris500

    If you cut the multiplier in half, you also cut your profits in half.

    It's as easy as that.

    Let's say right now your average profit per day trading 1 contract is $500. After the change, you need to trade 2 contracts to make the same $500.... but now of course you're paying fees/commissions for 2 contracts, reducing your profit. And if the liquidity doesn't double, you're also reducing your profit because of added slippage costs.

    What kind of trader wants to cut his profit in half? Certainly, not a profitable one.

    But, a losing trader sure wouldn't mind cutting his losses in half. Are you a losing trader?
     
    #23     Nov 25, 2017
    southall likes this.
  4. Overnight

    Overnight

    You're out of your corn-fed mind.

    Trade old CME TF at $10 per tick per contract. Make 10 ticks, make 100 bux on a single contract.

    Trade new CME RTY and make $5 per tick per contract. Make 10 ticks, make 50 bux on a single contract.

    Did the costs for trading RTY double over the old TF?

    I think they did not. Correct me if I am wrong.

    You guys are so caught up in the costs of trading contracts that I wonder who else here really trades. Why does this matter to people, unless they are doing hundreds of thousands of contracts per month? Geez, what is the big deal?
     
    #24     Nov 25, 2017
  5. chris500

    chris500


    In your example, you've cut your *profit* in half. Why would you want to do that?

    Before, you had $100 in your pocket.
    But now, you have $50 in your pocket.

    You want less money in your pocket??
     
    #25     Nov 25, 2017
  6. Overnight

    Overnight

    How does the contact splitting in half equal a doubling in cost in trading it? I don't get it.

    I am an injit. Remember, we are talking about cost to trade here.

    I trade the old CME TF, it gives me $100 on a single contract. Minus trade fee, I am out 5 bux.

    I trade the new CME RTY, it gives me $50 on a single contract. Minus trade fee, I am out 5 bux.

    The fee has not changed, just the profit per tick.

    So now you have to trade 2 contracts to make the same profit per tick. How the hell does having to pay double the single contract fee = losing half the profit? I don't get that math.
     
    #26     Nov 25, 2017
  7. chris500

    chris500

    I'm not talking about costs. You're talking about costs.

    I'm talking about profits.

    If you continue to trade 1 contract, you've cut your profit in half.
    You need to double the amount of contracts you trade to maintain your profit.

    But now that you've doubled the number contracts, you actually do increase the fees you pay to the exchange, the NFA and the broker. And, unless the liquidity doubles, you will also have increased slippage costs.

    So, the winners are:

    The exchange (they double their fees)
    The NFA (they double their fees)
    The Broker/FCM (they double their fees)
    TT/CQG/Rithmic/etc (they double their fees, assuming you pay a per side platform fee)

    The losers:

    The trader
     
    Last edited: Nov 25, 2017
    #27     Nov 25, 2017
  8. algofy

    algofy

    Hate to admit it here ON but he's right on this one.
     
    #28     Nov 26, 2017
  9. southall

    southall

    As well as increased fees after a split, which is bad enough, there is also the issue of reduced liquidity:

    If market depth and volume does not double, then all traders will have to pay more in the way of slippage/skid during fast market moves compared to before the split.
     
    Last edited: Nov 26, 2017
    #29     Nov 26, 2017
    johnnyrock likes this.
  10. Jankovic

    Jankovic

    My strategy needs four contract at time.
    My strategy should work very well with 6 contracts, but not with 3 contracts
    Tha fact that I do not use 6 contract depends from the contract value
    When the NQ was at 2,000 I used 8 contracts and was comfortable for me

    So the value of the actual contract starts to be too big. That's all.
    I prefer to use more contracts paying more commission, but with a strategy that works
    If the NQ goes above 7,000 I have to change instrument or change my strategy

    I am start to be very unconfortable due to this thing
    Hope CME will consider this instance that is quite logic
     
    #30     Nov 27, 2017