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    CME Labor Day?

    Can someone help me understand this schedule? http://www.cmegroup.com/tools-information/holiday-calendar/files/2010-labor-day.pdf It doesn't say anything about how the ags (grains, livestock) will be trading on Monday. Is it closing for 3-4 hours similar to NYMEX + equity products?
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    Setting up a mutual fund rather than private offering...?

    I'm currently trading exchanged-listed commodity futures/options. I charge 0% management fees in my fund; I'm opposed to the idea in general, and more importantly, have enough of my own assets in the fund that I don't have a problem covering operational "expenses" out of hand. I charge 30%...
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    Setting up a mutual fund rather than private offering...?

    Is compliance a nightmare? I can run a one-man shop right now with my CPO. Am I going to have to hire an army of lawyers/accountants to do the mutual fund route? And... the big question, am I limited to charging management fees, rather than sharing in gains?
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    Setting up a mutual fund rather than private offering...?

    Any managers out there given some thought on setting up a mutual fund rather than a traditional private investment pool/fund? I just always took it as a matter of faith that "mutual fund = heavy costs"... and that it only made sense for some huge amount of AUM. But I noticed this fund today...
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    Institutional sales contact @ NewEdge?

    Hi there, I'm not really sure why... but I've never actually had a conversation with NewEdge about clearing through them. I do have some new needs involving overseas exchanges, so I'd like to at least have the conversation. I believe I've dropped them an email through their website before...
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    Weinstein Trading and Fading

    Banks typically are extremely willing to lend to physicians. Whether unsecured private loans or secured mortgages, most banks have special lending program specifically targeting doctors... Starting from med school days. I speak as the husband of a current resident.
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    ES weekly option volatility

    Hi there, If there's another active thread with discussion on the ES weekly options... don't bash me over the head, just give me a link, thanks. :) I'm looking at the implied vol in the ES weekly options, just using IB's OptionTrader. First thing I'm noticing is that the weekly options...
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    OEX weekly options

    For anyone actively trading these... what's the size of the spread of the ES options for futures, versus the CBOE options? Are they both equally liquid? I'm looking at ES weeklies right now, and it seems like spread is 0.50-0.70 pts. Where are spreads for the cash-settled CBOE options...
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    Mean Reversion In Stock Index Futures Markets: A Nonlinear Analysis

    Your fund is kicking serious booty! I've been following along on IASG. Congrats, keep it up.
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    Infinium Capital´s odyssey into HFT Oil ETF/Oil Futures arbitrage and other HFT stuff

    It does make sense there are tremendous opportunities here. I remember "learning" about arbitrage during my school days, and the implicit sense was always that the opportunities were behind us... truth is, with the proliferation of these new "derivative" instruments like ETFs (for the lack...
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    ICE/IPE - ECX EUA traders?

    Hi, Any traders of the ICE Futures Europe (IPE) listed emissions futures/options? I have some basic logistics questions about trading it... like which broker you're using.
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    Jinxu's Dow E-mini Journal 2010

    I assume something in your life experience has led you to believe that projecting an aura of self-confidence, bordering on invincibility, is an important part of success. In some pursuits, that's probably true. On the other hands, the markets really don't care about your false bravado. And...
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    Jinxu's Dow E-mini Journal 2010

    What we need is the ET version of dead pool...
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    Switching to Zenfire Data

    I've switched from IB to ZenFire (and later Rithmic), and had no issues. I still use IQFeed as a backup data feed. If you're trading futures, you just need to be careful that tick size isn't always the same... with cotton, for example, IQFeed's tick size is 100x that of ZenFire's. If I...
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    China building Gigantic buses as it forges ahead.

    I believe high-speed bus systems in China are designed on average to travel around 30 km/h, or approximately 25 mph. These things don't travel on the equivalent of the interstate.
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    Congrats to my buddy Aaron at Schindler Trading up over 13% in July....

    Aaron's been a great contributor to this forum, and the fact that he has $6mm AUM alone speaks to the value of the EAFE overlay approach. And not only I would also never wish to speak poorly of a fellow MIT alum... you really need to have a longer-term horizon when looking at management skill...
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    China building Gigantic buses as it forges ahead.

    Apparently the design has been approved for use in a district of Beijing (as of yesterday), and it is going into actual engineering/production. Timeline looks like this: - initial prototype manufactured within 3 months, - laying of rails might start by the end of this year, - July 2011...
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    China, Argentina sign $10 billion railway deals

    Which is precisely why high speed rail is so appealing to various countries around the world... 100 A380s can carry how many people on a daily basis, at what cost, for how many years, and while generating how much carbon?
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    Infinium Capital Management Faces Civil Charges for Algorithmic Oil Trading Mayhem

    I admit it, stuff like this keeps me up at nights. http://wallstreetandtech.com/asset-management/showArticle.jhtml?articleID=227001067&pgno=1
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    no analysis of greeks when trading options

    If you are trading options with expectations of holding to expiration, or you'll only rebalance your position at some extreme (ie: deep ITM/OTM)... then greeks are absolutely unimportant to you. Greeks are only important if you need to understand how the value of your option portfolio may...
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