Recent content by Done 777

LOL! on exchanges are 2 prices (bid and ask)!!! I have compared cost of trading on regulated market (eurex ~1,5 of point including commissions) to bucket shops like gft, igindex..and else

So including commission (5 euros for round-trip) it's 1,5 of total cost. It's 0,5 cheaper than on bucket shops.

Of course DJ EURO STOXX 50. 1 point including commision (on eurex exchange)? On every platform (gft, igindex...) I see 2-3 points :-(

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OK, so I see I don't need to pay for real-time for S&P 500 or DJIA :) 1. What is accuracy of BATS ECN data to NYSE data? 2. What time interval yahoo shows? 1-min? 1-tick? 3. Does any other services have quotes stream from BATS (except google)? On BATS website I dont see any indices.

Esignal's software require Service Pack 2 for windows XP, I have only SP1 and i can't install SP2 because after installation my computer is non-stop rebooting. BTW, I am asking again about yahoo's quotes on their website. Why they start quotes at 9:30 :) if it's delayed 20 min?

I see, their MarketTracket is a trash, veeeery slow, large lags. Even can't find DJIA or S&P500 open price. Can't modify portfolio. BTW. Why on their website I see quotes started at 9:30, not at 9:50? - it's 20-min. delayed so should started at 9:50. Any alternative (with trial of course)...

What is quality of yahoo real-time quotes? http://billing.finance.yahoo.com/realtime_quotes/signup?.src=quote&.refer=qb Any lags? I need DJIA open price in realtime.

I am sure you know this old cbot's publication about arb http://www.cbot.com/cbot/docs/29685.pdf look at figure 2 (intraday deviations) why when i watch quotes djia spot vs. futures on GFT i dont see any arb opportunities?

I heard, perfect synthetic VIX construction using SP500 options is possible. Does anybody know how to do this?

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Hello, I heard the most prop firms' workers are making 100% mechanical strategies - arbitrage between contract series. But when i see bids and asks (for example) s&p500 e-mini and full-sized contract, i dont see any arb opportunities. So could you tell me, which strategies are used? 2...