Recent content by prisma

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    How to trade volatility

    Hi, I'd like to trade pur volatility, e.g. the VIX-index in time-frames (trade-open to trade-close) of 1 to 10 days. Which instruments would you recommend to do so? I've looked at CFE-futures but they seem not to follow the index alone because on some days the index is up while the...
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    Question for system-traders

    Hi. I'm printing out the results of my Dow-based system each day since about 2 months (with wealth-lab.com, not the WL-developer). Because of the partially random share-selection (if you have more signals than positions to take) I get slightly different results each day. That's ok for me...
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    EOD data for BUND-Future

    Hi. I'm looking for free historical EOD data for the BUND-Future. Does anyone know where I can get it ? Thanks, pri
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    MOO-/MOC-orders

    Don, if I understand you correctly, we have the following 4 cases: # ! beginning ! action ! end ------------------------------------------------------ 1 ! 0 shares ! BUY 100 ! 100 shares ------------------------------------------------------ 2 ! 100 shares...
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    MOO-/MOC-orders

    Don, thanks a lot !!! pri
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    MOO-/MOC-orders

    H2O: concerning the MOO SELL-order I already found, that here the uptick-rule also applies. For the "last tick" here the close-price of yesterday is used. But: Does it make a difference wether it is an order to close an open long position or to open a new short position ??? pri
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    MOO-/MOC-orders

    What are the NYSE-rules for MOO-/MOC-orders ? 1.) Does the execution of a MOC-order depend on the uptick-rule, i.e. a MOC SHORT-order will eventually not be executed ? Does it make a difference wether this order is to open or to close a position ? 2.) Does the execution of a MOO-order...
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    MOC-order execution at IB (TWS)

    Hi. Yesterday I tried to execute a MOC order on NVS (Novartis). But it wasn't filled although I sent it early enough (20min before close) to NYSE. Why ? Where do I find the >primary exchange< of shares and do all shares listed at NYSE also have a MOC-price ? Thanks pri
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    primary exchanges of shares

    Hi. Yesterday I tried to execute a MOC order on NVS (Novartis). But it wasn't filled although I sent it early enough (20min before close) to NYSE. Why ? Where do I find the primary exchange of shares and do all shares listed at NYSE also have a MOC-price ? Thanks pri
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