Recent content by Whisknladle

is there advise anyone can give about picking a trading room locaton out of a nice european time zone area w sunshine.. & incredibly upscale/clean/safe urban infrastructure.. w high speed fiber capacity... & a hint of resort style living? what are the absolute best euro time zone trading...

if you dont mind longer duration... the german BUXL is a fantastic option for day trading as well.. a bit thin sometimes in non pit hours.. but great movement for scalping otherwise

What questions do you have about co-lo in frank? Maybe we can help

its ok for pikers.. usually a hundred or so to bat around at each B/A http://www.eurexchange.com/exchange-en/products/int/fix/government-bonds/Short-Term-Euro-BTP-Futures/16004

eurex has another option for italian exposure you might like FBTS is the symbol.. roughly 2.6 years duration They spread well against the italian 10y (FBTP) if you wish for curve function.. However, spreading either to other countries will give you a cheap thrill followed by a spiritual...

Europek.. there is a medium term gilt future you can use which is roughly 5y duration. very illiquid, but the option is there for you since you are in a long-term macro set up.. there is also a short term duration gilt future as well. i use both all the time for long term strategies. .. bid...

s0mmi, unless you are trading these ust spreads here in chicago on the microwave network with predetermined legging intelligence, i would advise you to use the exchange supported ust spreads already available. remember s0mmi.. 200 milliseconds is the time it takes the human brain to...

i would caution you with the crude:gold spread. make sure to set very liberal stops & be prepared to ride the lightning. crude with its drivers, accompanied with gold & its drivers.. can lead to one volatile, abusive, bipolar relationship.

oil.. is the front edge of the spear. fundamentals come after

if you are trading 5 10's in a ratio of 15:10 your formula would be: 1.5*FVA-TYA (ratio of 16:10... would be 1.6*FVA-TYA) if you are trading 10 30's in a ratio of 10:6 your formula would be: TYA-.6*USA (just change formula to match ratio you want) &.. if you like to spread ust...

also... you might want to take a look at the ultrabond for another outright option in place of the zb. its a monster when the long end breaks, and the tick size gives it good play for scalping (like the 30 year cash w/o the headache of margin).

a good spread ratio for 5 10s is 17: 10 a good spread ratio for 10 30s is 9:5 so a butterfly of 5 10 30s is 17:19:5 or +17fva -19tya +5usa i would trade it: 34: 29: 5... since long end is more volatile