Is there still an edge?

Discussion in 'Commodity Futures' started by will2205, Nov 10, 2008.

  1. will2205


    Just wondering if anyone believes there is still an exploitable edge available in the online futures environment. Some Trading professionals I have spoke with claim one possible strategy is becoming a market maker on obscure intermarket and calandar spreads.
  2. Shaqi


    An edge = Thats a simple ome make more money than what you lose - but if want to know how and when, good luck on that long winding and expensive journey :D
  3. will2205


    Well I work at Minneapolis Grain Exchange. They have just closed the floor, so the traders need to find an edge that is available in online trade. Like I said before, some locals are talking about making markets on spreads like: MWE/ZWE, Or front/deferred calandars. When I say front deferred i mean like Z8/Z9 and such. I was told by on trader "The front is for show, the back is for doe."
    I just trying to see what others think.
  4. TraDaToR


    ZWE? I don't understand how you can make a market on an intermarket/interexchange spread since AFAIK it's not a contract by itself like calendars with distinct order books...You have to leg in right? Or am I stupid?:p

    For calendars, it must be possible to play MM like on another market but it's difficult to find which spread to trade since it's hard to get spread T§S datas, volume... and most spread bid/asks are really thin.
  5. TraDaToR


    and you pay 2 * commissions...
  6. apak


    how can you even ask this question

    tons of traders are day trading ES and NQ and YM every day pulling money

    can you be one of those,

    I don't know, 1 in a 100 can do it

    are you 1 in a 100

    I don't know ??????????
  7. how does this front/ deffered calendar spread work?
    simply long the front month and short the longer out contract?
  8. Um....yes...those are exchange spreads. Similar to calendar spreads in live cattle, lean hogs, feeder cattle, corn, soybeans, etc etc etc
  9. TraDaToR



    Is there a feeder / live cattle spread electronic market for example? I don't think I have access to it with IB.

    Thanks for the info.
  10. TraDaToR



    On the globex price banding pdf(, I only see an electronic market for the corn/wheat spread and the south american/north american soybeans spread.

    What am I missing?

    Which broker offer those spreads?

    #10     Nov 17, 2008