Recent content by Tradeae

Volatility weighted ratios e.g. how many contracts of ZS are roughly equivalent to ZL in terms of volatility. For ZS:ZL I am getting 1:5 which intuitively seems too high.

Thanks TraDaToR, I used the $ based average daily range approach and I got for Soy/Oil: 2/10 and for Soy/Meal: 2/2. The Soy/Oil ratio seems off, seems incorrect intuitively - but that's what my calculations show. I am somewhat perplexed by this... What do you get?

Hello, I would like to know the ratios for "spread" positions between ZS, ZL& ZM. I use the word spread roughly. In essence how many contracts of ZL are equal to 1 contract of ZS in terms of volatility. Similarly, what would be the ratio between: ZL & ZM ZS & ZM Thank you.

I agree with you Pippi. There is no justification for last look provision. Yes there should be one "ruleset for everybody" such as: "A continuous auction market, central limit order book with price/time order matching, only one order type (limit ioc/gtc/gfd). Do you have any new...

Interested developers can send me a PM so both developer and client can determine the "realness" of the other side.

Hello! I'm still looking for an experienced C#/.NET developer to work on an automated trading system (ATS). Experienced developers who are interested, please send me a PM. Thank you.

Hello, What would be the best way to design an ATS such that one Automated Trading System to execute across multiple trading APIS. For example, how could one use one ATS to trade over the IB API and also the Rithmic API. The aim here is to avoid creating a separate ATS application for...

Hello, I am looking for a C# developer highly proficient in Automated Trading Systems development. The emphasis here is NOT on trading strategy development but development of the execution platform. Interested and experienced developers should send a PM with details of their experience...

Hello Elite Traders! If you expect there to be a sustained trend on a particular trade day or a substantial expansion of the normal daily range - but are unsure of the projected direction, what would be the best trading strategy using futures to profit from this projection. Thank you.