Search results

Here's a chart, at least!

I'd suggest you think about investing in OptionVue. You can definitely get that data. They do have monthly leases, also.

Here you go. Crude volatilities courtesy of OptionVue. Red line is statistical/realized volatility, and blue line is implied volatility. Red line is for previous 30 days, blue line is for following 30 days.

My understanding is that ZF is basically running in instance of Rithmic's code on their own hosted servers, sort of like how a broker/FCM might run TT's FIX gateway. In terms of what that means for actual data rates, etc, etc... I don't know the answers to that. I'd be interested in more...

Looks like Optimus is an IB for Vision. http://www.optimusfutures.com/futures-commodities-trading-account.htm

By the way, for those who may not be aware... Rithmic is now providing a white-labeled solution for Vision Financial Markets: http://www.visionfinancialmarkets.com/futures/services/activetrading/ You can trade via R|API, or Ninja.

Even if that's the case (and I don't know it is)... keep in mind there are a number of bills in Congress right now that will get rid of that advantage for limited partnerships, ie CPO funds. I've read that the financial interest take it for granted that it's only a matter of time until that...

Hi there, By the way, I'd point out NinjaTrader has its own set of forums which are extremely active... and as far as I know, very open for both positive and negative comments (within reason, I'm sure). You should be able to get great feedback there. Just by way of background, I have a...

I'm sure Aaron knows the answer to this, I don't. As a CPO, for now at least, carried interest is taxed depending on the characteristic of the profits... so while trading commodities/futures, that means 60/40 long-term cap gains. But there are various bills in congress that will get rid of...

Aaron, Sure, happy to share what I've learned. This seems obvious, but just to repeat what so many others put in their emails: none of this is tax/legal advice, talk to a real professional. Keep in mind many firms have some sort of startup package. Keep in mind, also, that your fees are...

For every 38 monkeys who play roulette in Vegas and randomly fling poo at the wheel (repeating throws in case of a doubled up number)... one of the 38 will be up 3700% after one spin. I'm not arrogant enough to say I am that monkey, but I think the other monkeys should re-evaluate their...

My wife used to act as a great form of risk control. Any amount I lost in a month, she could pull the same out of savings and spend in any outrageous way she wanted. But now that I'm making money... it seems to be any amount I make, she can pull out of savings and spend in any outrageous way...

For me, after bouncing through a few different firms, my biggest priority has turned to "customer service" above the rest. Because frankly, customer service should be able to make the rest work out for you. (This all assumes you're doing decent size; there are no philanthropists out there.)...

Probably. I don't know about attorney fees for the disclosure, since those costs should probably be roughly comparable. But for a CPO, I: a) had to register the LP structure as well, b) found an independent auditor to audit my books. (Rothstein Kass, one of the tops in the industry...

Yes. From a compliance perspective (and possibly perspective) CPO is more work, but doesn't seem overbearing either. I just meant CPO seemed easier from my trading point of view. I mix pit-based option trading along with electronic futures, and occasionally throw on hedges, etc. I trade...

Good thought, re: attorney advice. I'm not a CTA, only a CPO. I didn't want to run managed accounts. I wanted to keep it simple, and preferred a pool structure that lets me diversify across more instruments. I was only approved on 1/19 of this year, started trading the fund in Feb. 100%...

Aaron, I don't mean this as a criticism as all... but genuine curiosity. My attorney is apparently extremely conservative from a legal point of view. He keeps advising me that in order to keep from violating Reg D for my CPO, I basically need to keep my mouth shut in all public forums...

I just exited Sunday afternoon. Was able to sell for a total of $31300. So, net loss was $4900. Commissions ~$400. I really had to hit the bids to get out right now. I'm really curious what I could've exited at tomorrow morning at pit open... I'll definitely check it. The cost was...

No reason to think that hedging market risk faster/slower changes your expectancy. And if spread is the issue, no reason you: a) can't sit on the ask/bid, b) trade instruments with narrow spreads. Not all options have wide spreads.

Discuss? If you had a negative expectancy strategy, what keeps you from doing the inverse?