CME: Why Smart Money Trades Spreads

Discussion in 'Trading' started by bone, Jan 28, 2022.

  1. ktm

    ktm

    I feel like the deeper issue here may be lots of these new retailers blowing up. CME obviously wants more traders - as we all do - and they need to keep them in the game.
     
    #11     Jan 29, 2022
    RedSun likes this.
  2. RedSun

    RedSun

    Here are some daily P/L records for one month many years ago.

    Main Book:
    P&L Com/Fee
    $115,910 ($8,525)
    $3,202 ($8,607)
    ($109,984) ($13,536)
    $47,565 ($11,977)
    $24,776 ($9,015)
    $170,320 ($19,565)
    ($74,069) ($9,203)
    $109,444 ($10,426)
    ($11,338) ($18,583)
    ($76,249) ($10,849)
    $132,671 ($30,227)
    $6,691 ($7,849)
    $38,045 ($8,132)
    ($174,239) ($7,848)
    $4,638 ($9,132)
    $147,703 ($8,443)
    $97,682 ($6,120)
    $10,883 ($2,525)

    $463,651 ($200,563)

    Book #2:
    P&L Com/Fee
    $13,328 ($906)
    $1,278 ($840)
    ($10,065) ($1,357)
    $5,115 ($1,202)
    $2,352 ($911)
    $15,517 ($1,958)
    ($6,274) ($940)
    $11,414 ($1,052)
    ($225) ($1,862)
    ($8,041) ($1,086)
    $14,770 ($3,053)
    $661 ($784)
    $4,243 ($820)
    ($17,762) ($790)
    $419 ($617)
    $15,183 ($1,015)
    $12,486 ($779)
    $333 ($314)

    $54,732 ($20,286)

    At about $300k/month, that was a decent month. But commissions really ate into the gross profit. The commissions were about 40% of total gross trading profit.

    Certainly spread trading has its own merit for low margins and reduced risks. The question is what is the best reward/risk ratio trading spreads or outrights.

    If I can get very low trading cost, I'll be happy to go back to spread trading. But some of the trading fees are not from brokers, but from CME/NYMEX exchange fees. Those are not negotiable.
     
    #12     Jan 29, 2022
  3. useless; no dates, number of executions - just numbers on a page.
     
    #13     Jan 29, 2022
  4. RedSun

    RedSun

    What you said is useless. Why would I disclose all the details?

    Point clearly made with real data. Some people at ET are very rude like this.
     
    #14     Jan 29, 2022
  5. traider

    traider

    Are your fees negotiated or normal retail fees? What is a good broker for such high volume trading?
     
    #15     Jan 30, 2022
  6. RedSun

    RedSun

    This was a specialty hedge fund trading NYMEX spreads. Owner was a former NYMEX trader. Capital was mainly from institutions or other hedge funds.
     
    #16     Jan 30, 2022
  7. I asked a legitimate question and you responded with a useless response; Grade F.
     
    #17     Jan 30, 2022
  8. RedSun

    RedSun

    mason macgregorson

    Useless person. On my ignore list. Bye.
     
    #18     Jan 30, 2022
  9. you are most qualified to know useless. Ignore that.
     
    #19     Jan 30, 2022
  10. bone

    bone

    I traded many '22 and '23 expiry Nymex and ICE energy futures spreads during 2021 - either exchange supported Butterfly or Condor combinations. Average position holding time frame was ten weeks.
     
    #20     Feb 1, 2022