Recent content by GreatRedOne99

What a lifesaver! Thanks for this!

Thanks again for the great information!!! If I will try to trade these things, I'll automated the limit order executions on my side with the API. It's not fast but I have total control and I can test the living daylights out of it in small sizes, or even options, or even with ETF's. It's...

Thanks RealMoney, you're right to hedge properly really need to approach it from risk perspective. Cointegration just looks at the stationarity of the time series. This thread has saved me time writing a bunch of code to automate it. I'll put my time and effort into automating a directional...

Thanks for all the great information about spreading the MES / MNQ! When I look at the actual book from MES and MNQ the prices move very quickly in and around the b/a, there's no way to catch them without full automation. IBKR's python and C/C++ API might be fast enough. Haven't tested it...