Recent content by ryker

Lumber is one of my favorite contract to trade but only on spreads. I have started a short on the U-X spread last week and will hold for the next 2 months.

Another way to get better is via code review. If you know someone that can review your code (github code review is ok but not great) that will really help too.

I use it on a daily basis and have been a user for several years. It's great because you have access to anything you might think of (charts, references, economic events, news, etc...). You can also access most of the data through the Python API or Excel. It's really easy to use and the helpdesk...

Great thanks

You can find it on Bloomberg. You can also infer most of them from looking at the contract specs which definitely requires more work.

Hi, Does anyone trade commodity futures with Interactive Brokers and hold positions until LTD or the day before FND? I am considering to switch from Phillip Capital which are ok with this. Does IB has a policy to automatically close trades if too close to expiry? Thanks

Probably because it is the weekend. Also, you can get executed passively.

Or this one: https://www.lmax.com/global

Have a look at hotspot fx. you might be able to see the spreads.It is not the best ecn but i think it is easily accessible.

It is possible on some of the biggest pairs with a liquidity provider aggregator. You can even have negative spreads. It won't be possivle for some of the pairs that you listed. However they usually don't like hft and consider it toxic flow as it is difficult for them to hedge against your...

Thanks. I got 2/3 out today between -11 and -14. Will probably exit the rest tomorrow.

I'm still short on Z/H really wonder how low it can go. Have some to partially exit @ 11.

Thanks

When you mention the seasonals, do you compare the actual fly against an average of the same fly 5 and 10 years ago? Something similar to seasonalgo? Thanks