Recent content by Deus Ex Machina

CSI has daily historical data for futures options. They're at www.csidata.com.

I did a couple years ago and know some of the people in FX there. What are you wondering about?

Only FCM I've heard of that can trade the Chinese exchanges is Newedge, but they're not really a retail broker -- I think min account for them is generally $10M. MF Global can trade Malaysia and Tokyo markets.

I've run a CTA for the last 6 years that systematically runs two strategies. The major strategy is diversified trend following on 80+ markets futures markets. The other strategy -- weighted at just 20% of the portfolio by projected volatility -- is selling at the money straddles on ES futures...

????Mr Markets????, Your self-congratulatory comments aside, it is clear your long-only stock investment system suffers from survivorship bias. Yes, you've made money making big bets that a market will continue moving in the one direction it has moved historically. Yes, you feel great for...

Problem with OEX or QQQ is margin is too high. Use futures options instead.

I know why the strategy's been profitable since April -- obviously these have been perfect conditions for it. There won't always be perfect conditions, that's for sure -- but with proper risk management it should be a profitable strategy as long as the phenomenon of overpriced options exists...

Sorry, the commas apparently screw up the links. www.ansbacherusa.com www.oxeye.co.uk www.welton.com

I use short strangles on SP futures options as a major part of my trading program. This strategy has made money for me every month since I began using it in April. I use this strategy because it takes advantage of 2 inefficiencies: (1) all stock index options are generally overpriced. This...

Yes, it is true that most out of the money options expire worthless. But that by itself does not give options sellers an edge. Why? Because out of the money options than expire in the money are generally many times more valuable than when they were originally bought. This is a zero sum game...

How's that short position working out?