Recent content by afx111

hi all, which order execution api/broker would u recommend for a startup algo trading firm? I do not mind subscribing to service as long as within resonable range. We only have startup capital of ~500,000USD. And also our software is coded in Java, we would need coloc services as well. Is there...

Hi guys, How do i calculate the Dec Gold futures from Spot? What interest rate should i use? and where can i get info on storage and insurance costs????

Hi guys, Can u help verify if my calculation for futures price of gold is correct F = S * (1+ r)^T-t = 1600 * (1 + 2.96%)^(85/365) The risk free rate i get from: http://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield and since...

Hi guys, Thinking of possibility in arb opportunity in SPDR gold ETF in Japan... 1) Long SPDR Gold ETF in Japan: ~11500 * 1030 = 11,845,000 JPY 2) Short the Gold Futures in CME: ~1500 * 100 = 150000 USD assuming JPYUSD ~ 0.0124, contract size is 12,500,000 JPY my question is what is...

Thanks alot for the info guys! really useful stuff!

Hi guys, is there a formula to determine the probability that an option trade's success? For instance, whats the probability that an option would expire worthless in say 2 weeks? if its 10% away from strike price? Should i perform like a simple probability distribution of returns on the...

Hi guys, when should one pick options protection over futures for hedging on the downside? How do u decide which one is better? tks.

tks for the links guys. certainly fruit for tot.

Hi all, Assuming i have no access to charts. How can i determine the trend (up, flattening, down) and steepness of that trend quantitatively based on a stock's closing prices? This is an excel question. hope u guys can help. tks!