Recent content by Cybren

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    Restricted: Complex or Leveraged Exchange Traded Product

    IB really is the worst ever in client service and communication. We have traded these instruments for years without any issues, then from one moment to the next without any communication disable you. Our algo's just suddenly were not able to execute. We have a full history of trading these so...
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    Latency arb. algo solution for sale

    If it's made in QuickFIX and you do not use an RF path between Aurora and NY4/5 it will not make money. Way too slow.
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    Forex ECN Time and Sales?

    Currenex you get T&S much like Hotspot (actually even faster, Hots publishes a bit delayed)
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    Refco FX Clients will never give up!!!

    Sorry for the confusion guys, only one this year. But was sort of like X-mas as I didn't expect anything anymore. The Refco affair was mig biggset loss in trading in my personal accounts in my career. Luckily I made it all back and more. Gave me a different perpective on a lot of things as...
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    Refco FX Clients will never give up!!!

    I even got a cheque again last month, out of the blue. Sour money but as I have totally wriitten the whole amount off, every distribution feels like X-mas ;-)
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    ECN Brokers Offering Trading in Won, Ringgit and Other EM Currencies?

    Hi, most of the EM stuff is actually not traded in a deliverable form, but as NDF (non deliverable forward). Thus they will not be as easily traded as spot. If needed you should tap in some liquidity form one of the big banks. If you have a good prime and sufficient funds this will not be a problem.
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    British LSE Commodity ETF's

    Most of these ETF's have multiple listings in Europe so one could trade them on Xetra or Euronext outside LSE. In general on the same spreads.
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    QuickFIX/J FIX Engine

    Couldn't agree more, the whole bar concept is just a construct to begin with. But aside form this, FIX gives you a timestamp on market data which you can even offset if you want to to have your calculated bars start and stop anyway you possibly like. In reality you have other more important...
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    Currency Pro's--- Does This Sound Viable?

    Aside from discussions on defintion of Arbitrage etc.... The idea works out. But with recent interest rate diffrentials that have gone down while volatility has gone up this idea tends to be not rewrding nowadays. It takes far longer to break even and one needs bigger bags of deposits on the...
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    IB FX roll time

    I would say 17.00 EST except NZD pairs........
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    AUDNZD - the tightest spread

    Oanda is on wknd spreads now (At Oanda you can actually trae in the wknd on this wide spread, unique but not usefull for everybody), dig a little deeper and you can find what their spreads generally are. They don't have fixed spreads, but what they show IS what you can trade which is not always...
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    USD/CAD Spike 19th Sept 3.30pm EST

    We were filled on a a obvious off market price on of the big ECN's. Our clearing managed to contact our counterparty and we agreed to end up in the middle. Happens more often, but in light of last weeks trading we were pleasantly suprised by their willingness. It's probably because we have...
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    USD/CAD Spike 19th Sept 3.30pm EST

    Yeah, we had some off market price in AUD/CAD and have not heard back on our objection yet. We expect nothing although we have amended these trades ourselves before to help out counterparties but last week seems to have made a difference and market courtesy seems not to apply anymore....
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    USD/CAD Spike 19th Sept 3.30pm EST

    CAD spike happened on Currenex and Hotspot as well, also in CAD crosses.
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    huge slippage on IDEALPRO

    trading FX on Ideal Pro is trading on a ECN.....with all advantages and disadvantages. Using stops and market orders on a ECN certainly in market conditions right now is asking for this kind of slippage. Trading on a ECN had advantages, but so has traing just through Oanda or any other MM. I...
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