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  1. K

    Spreading 2s and 10s

    Thanks Ilan!
  2. K

    Spreading 2s and 10s

    Thanks for the reply. CME's website gives the formula below from this link: https://www.cmegroup.com/education/courses/understanding-futures-spreads/trading-the-treasury-yield-curve.html Spread Ratio (SR) = BPVultra-ten ÷BPV2-year I'm getting a BPV of 21.75 for ZT and a BPV of 127.9 ZN (as...
  3. K

    Spreading 2s and 10s

    Question for rates traders. Am I right to assume that a spread trade to capitalize on an inverting yield curve would go short 6 x ZT and long 1 x TN (ultra) ? How much is 100 basis points of inversion in this scenario worth, in terms of dollars?
  4. K

    Brent vs. WTIC Crude

    Thanks, Taz. Great insight.
  5. K

    Brent vs. WTIC Crude

    Are there predictable/cyclical variables that cause the spread to move in one direction or another over the long term?
  6. K

    Index Intermarket Spread Credit / Margin Relief

    Thanks! Exactly what I was looking for!!
  7. K

    Index Intermarket Spread Credit / Margin Relief

    Anyone know what sort of margin relief is standard when taking intermarket spread positions in US equity futures (NQ, ES, YM)? Which brokers currently offer the best spread credits? (And is there a public link to view the credits they are offering?) How do the credits typically change during...
  8. K

    Millions for a half-shredded Banksy? The art market has lost the plot

    I mean, in the case of Hirst, Basquiat and Koons, they all produce work that looks good, but they also want desperately to be famous. These artists originated in an age of mass media and understand that in order for their work be admired at scale, they themselves needed to become media...
  9. K

    Millions for a half-shredded Banksy? The art market has lost the plot

    They're buying fame, it's not about the quality of art. It's about the quality of the fame.
  10. K

    Only desktop apps for automated trades on major broker platforms?

    Gotcha. Thanks for the input. So it sounds like what you're saying is that you can do it on IB, but you need to integrate with TradingView first? Also, if this is the case, do you need to pay for a premium TradingView account to integrate into IB and actually execute trades?
  11. K

    Only desktop apps for automated trades on major broker platforms?

    Anyone know if you're limited to desktop apps if you want to execute automated trades (based on scripts) on... - ThinkoOrSwim - Tradestation - IB ? Do any of these platforms let you automate orders from scripts through their web/mobile platforms?
  12. K

    Backtesting features

    Thanks. Feel free to DM if you want a walk through.
  13. K

    Backtesting features

    So we never got around to adding this particular dataset, but we did populate the platform with earnings beats. And we did a huge backtest of Nasdaq stocks since the Index's inception, testing whether or not big earnings beats led to upward drift in prices. The results were super interesting.
  14. K

    Backtesting features

    Finally wrapped up a beta version of that backtesting program platform I said I was interested in building about a year ago. It's called Tradewell (www.tradewell.app) and you're welcome run backtests on it for free by clicking here. It's only a beta right now. The basic idea is that you can...
  15. K

    Bloomberg Terminal Users

    Thanks, I appreciate your perspective.
  16. K

    Bloomberg Terminal Users

    Wanted to ask anyone who uses a Bloomberg at work but doesn't have access to one outside of the office. What are the key analytics and data you wish you could access when offsite for any personal trades/investments? An example of this might be asset correlations.
  17. K

    Dough.com - Media - Millenials and Gen Y-ers what do you think?

    Discovered this youtube channel today... Not my cup of tea. The content feels very contrived, but I'm curious to hear your opinion if you are a Millennial or part of Gen Y. However, for a younger generation, the personas in the content may be more relatable than the old people on CNBC...
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