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    CME Loophole that benefits HFT traders: WSJ Article

    Interesting article on CME loophole that benefits HFT traders. http://online.wsj.com/article/SB10001424127887323798104578455032466082920.html#articleTabs%3Darticle What are your thoughts?
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    Risk-Averse Portfolio for Income

    What are people's thoughts on "Target-Date Funds" as a way of achieving a risk-averse portfolio for income?
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    CME Variance Futures

    From the CME: CME launches on April 21, 2013 nine variance futures contracts...
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    CBOE Variance Futures

    From the CME: CME launches on April 21, 2013 nine variance futures contracts...
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    Best Electronic Trading Venue for Spot FX

    Thanks again, Pippi So for a price taker how would you compare LMAX to Currenex , HotspotFX & Interactive Brokers. Are you familiar with Solid FX - I understand they have Rabobank as thier CCP?
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    Best Electronic Trading Venue for Spot FX

    LMAX seems interesting as it is a pure exchange with client funds segregated. Their website, however, does not publish it appears commission rates or average daily trading volume.
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    Best Electronic Trading Venue for Spot FX

    Thanks pippi for the reference to LMAX. I had not previously heard of them. Anyone familiar with Solid FX: http://www.solid-fx.com/default.aspx ? Can people comment on pros/cons of Currenex vs HotspotFX vs Interactive brokers FX? Thanks!
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    Best Electronic Trading Venue for Spot FX

    Excluding the CME's GLOBEX what is the best electronic trading venue for spot FX where: Liquidity is very high, Commissions are low, Quotes transparent AND real and There are no games like "second look" on quotes or re-quotes. Venue should also have the ability to connect via...
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    New ICE grains in may

    Quote from this article above: “It certainly creates a little more excitement for the markets,” Mark Schultz, the chief market analyst at Northstar Commodity Investment Co., said by telephone from Minneapolis. “Farmers have mentioned they have a hard time getting motivated to trade when...
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    Global Macro Trading Journal

    GoC, what do you think of EURUSD. What are your price targets over the next 3-, 6- & 12 months. Thank You.
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    New ICE grains in may

    DO people really believe that volume dropped due to expanded hours. That volume will increase with reduced hours? That there needs to be a defined "open" and "close" akin to a pit "open" and "close" for liquidity to exist. These are ridiculous assertions completely belied by the evidence of...
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    Credit Index Futures on ICE

    https://www.theice.com/cds.jhtml This should be a great product...if the liquidity is there.
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    Risk-Averse Portfolio for Income

    How about Short SPY Short TLT?
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    Risk-Averse Portfolio for Income

    I see your point about optionality/convexity. However, does that not expose you to greater risk? Also the aim here is not to beat the S&P, but to achieve a return in the range of -5 to 10%.
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    Risk-Averse Portfolio for Income

    OK. Understood. What do you think of just a simple equal weighting.
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    Risk-Averse Portfolio for Income

    When you say "vol" you mean volatility, correct? But you first said you suggest it be done by vol-weighting, but you now you wisely point out the risk of vol weighting. So I am confused ...or am I missing something?
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    Risk-Averse Portfolio for Income

    Thanks! What does this mean: IBwhatifratesriseomg?
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    New ICE grains in may

    Question: What percentage of grains traders are speculators? Are hedgers/commercials?
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    Risk-Averse Portfolio for Income

    I am thinking of a basket consisting of: 1. TLT 2. SPY 3. EEM 4. GLD 5. USO 6. UUP 7. An ETF that contains a basket of high dividend yielding stocks. Any ideas? The key questions then would be what should be the weighting for each ETF and determining whether to go long or...
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    New ICE grains in may

    According to this article, USDA reports will remain at the current time during market hours. http://www.businessweek.com/news/2013-03-05/cme-says-it-s-reducing-grain-trading-hours-after-customer-survey
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