SPX Credit Spread Trader

Discussion in 'Journals' started by El OchoCinco, May 17, 2005.

  1. they dont have the ones you want. :)
     
    #12741     Jan 11, 2007
  2. Which other ones do they have?
     
    #12742     Jan 11, 2007
  3. why ask me, you are the one with a TOS account lol
     
    #12743     Jan 11, 2007
  4. Touche
     
    #12744     Jan 11, 2007
  5. Coach,

    With TOS having futures and haircut-like margin in April (I believe IB will provide haircut margin in April too), why will you need a proprietry account?
     
    #12745     Jan 11, 2007
  6. jeffm

    jeffm

    They do have futures, but they do not have options on futures.

    Last I heard from them, they were trying to get it done in the first half of 2007. No telling how the merger has impacted those plans.

     
    #12746     Jan 11, 2007
  7. Mainly the e-minis... anything electronicaly traded such as YM, ES and ER2 as well as some others.

     
    #12747     Jan 11, 2007
  8. let's wait and see if ToS really does provide haircut just like a JBO....

    ToS platform is nice for casual trading of futures but not for daytrading, they have a slighlt lag over something like X-Trader.

    If my contract volume stays up like it is now I may just lease a seat from the CME and trade that way but that is still off in the future :).

     
    #12748     Jan 11, 2007
  9. Yip I'm an old time fundamentalist :p basically on the SPX I do note the relative value's esp..PE. In early Dec I noticed that the value of the PE on the spx was 19...rather high historically. You look at other indicators such as price to cash flow etc for a few "fundamental" clues. Vix is important as it shows whether there is "fear" or "complacency" in the market. Good over-all judgment of the economy and the "why"s behind the economy. The SPX will move on many types of info so an a basic understanding of maco econ certainly doesn't hurt.

    The problem with fundamental's and options is very simply... time. "Value" based stock pickers look long and hard at fundamentals both macro and equity specific, however they generally have a pretty long time frame perhaps between 6-18 months. They have no need of being right in a short time period.

    As far as today, my best guess is not fundamental but this upcoming 3 day weekend into expiry week is causing the "market" to attempt to shake out the weak shorts. We will see what the market thinks of the macro econ situation after next week when earnings start coming in.

    I don't know if any of this garbage is of any help but since I spent the time typing...hell I'll just submit :D
     
    #12749     Jan 11, 2007
  10. With the new rules in April someone mentioned that the advantage of options on futures would go away perhaps increasing the liquidity in the SPX cash options. Anyone with a thought on this possibility?
     
    #12750     Jan 11, 2007