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Is quotetracker limited to intraday charting of only 10 days at a time? Perhaps I am reading their front page incorrectly, but it seems to suggest that this limitation exists for intraday, say 30 min, bars. Thanks.

Thanks JW. For my trading, I was specfically thinking of limit orders for spread trades, that is, they would be consistent with the orders Globex accepts for individual options. I wonder if IB is routing the legs seperately - I'll ask and see what I find out.

hh, Thanks. Do you have a link to any info. on ES options spreads trading natively on Globex? I still can't find any information at the CME site, and notice that others here are asking the same question. Also, you have any experience/observations on the bid/ask spreads in the native spread...

NG, Strictly speaking, one strategy is probably not better than another - since the options market is pretty efficient there isn't much free money to pick up. On the other hand your capitalization would argue for strategies that have lower potential downside so you can stay in the game, the...

Are spreads on ES options quoted and traded at the CME and by brokers as spreads? I've searched at the CME and could not find any mention of spreads on the electronic options contracts. Thanks for any info.

I believe this makes perfect sense when buyers are concerned with inflation: the negative nominal yield simply means that buyers are interested in inflation protection over the next five years. In this case the tip will cover all inflation minus a small amount because of the negative nominal...

I could be wrong of course, but based on what I know or have read of IB and their chairman, I seriously doubt that their business model includes screwing a customer on a 4 lot.

1. It sounds like you are assuming the two contacts came off limit bid at the same time, and that you would have been able to buy back your short and sell July both near the limit bid, which is unlikely. When the market opened you were really under water more than 18K, and you effectively...

His taste in art: http://www.bookofjoe.com/2007/01/etroits_sont_le.html

Interesting. Thanks for posting.

I'm no fan of high income taxes, and you are right that rates were higher under Clinton than Bush, but at first blush some these numbers seem off. I could be wrong, but I looked at the instructions for a 1999 1040 and at 30K income, a single would have a standard deduction and exemption...

OC, Wasn't questioning your understanding of the mechanics, but think I am mis-reading where you wrote, "...you are earning a nice return on your deposit. If you lower that then the numbers won't be so good as it makes buying the stock look worse as you opportunity cost is very high."...

I don't think those are my entries - probably a few people trying it out your link since you posted it. In any case, I might be wrong but it seems you accidentally got the relationship between the rate earned on deposits and opportunity costs backwards: seems to me that lowering the rate...

OC, I understand and agree with your points. I ran a few tests using a spread between borrowing and lending of two full points and the breakeven taking into consideration the difference in spreads was approximately a holding period of one month for the easily borrowed issues I looked at.

Ouch! Are these spreads representative of the market in your experience? If so, the arguements for differences in interest earnings and costs while valid, would apply to relatively longer term swing trades, depending of course on the specific rates offered by the trader's broker. Thanks...

OC, What are the typical spreads in the ten contracts you listed? Thanks.

Will do. Thanks.

I'm looking at a number of charting/testing packages, and have read that Neoticker allows users to build constant volume bars charts but cannot figure out how it is done. I've searched their help guides and a number of forums with no success, and would appreciate anyone that can point me in the...

Take a look at the lists of course work and classes for a quantitative finance degree at Columbia or U or Chicago on line. Should provide a reasonably comprehensive list for your purpose.

Of course you have to make the decision for yourself, but in my experience it is best to close this type of trade immediately. First, to the extent they are willing to reimburse you, the brokerage or clearing firms will only do so as of the point you knew of the trade. They are not in the...