Search results

I haven't personally traded the crush in a couple years. Looking at the CME website they list the current inter market SPAN margin ratios as 5:1:1 for all months/years with a credit of 90%. 5 beans vs 1 oil and 1 meal. Am I missing something ? I am always willing to learn something !

I really can't think of a worse trading space for someone completely naïve about the actual products to just start quoting bids and offers. Especially to savvy OTC brokers who are looking to keep their best and longest tenured clients happy.

I agree with Mav completely. Just know that some of these products are not "day trades" and you will likely need to find a way to hedge them before your next look comes along. And the margin requirements for many physical products can be very beefy. Lots more to it than buying bids and...

Welcome to a new client George from Canada.

My understanding from a client: You will want to live in a gated community. Real Estate prices are more expensive than some US states. Utilities are more expensive than many US cities. Electricity can be erratic short- term but good battery back-up solves most of those issues. Reliable...

My understanding from a client: You will want to live in a gated community. Real Estate prices are more expensive than some US states. Utilities are more expensive than many US cities. Electricity can be erratic short- term but good battery back-up solves most of those issues. Reliable...

Gorgano, if you are using Bollinger Bands, please make absolutely sure you are using them correctly and as John Bollinger originally intended and designed. My observation over the years has been that many traders use BB's incorrectly. IMO, using multiple time frames yields better results than...

:D

Due to Summer holidays I am improving (extending) the contract term gratis from six months to nine months for new clients starting in June.

Yes - in my personal opinion, HF order routing and front running will become a regulatory issue.

Yes, you are absolutely correct using the term Beta. But exchanges and data providers do not always use the academically correct terminology. Please be advised that CME uses the term " ratio credits" and ICE uses the term "deltas" in their inter commodity SPAN margin procedure. No mention...

Quick Google String search: http://citeseerx.ist.psu.edu/viewdoc/download?rep=rep1&type=pdf&doi=10.1.1.217.6703 http://web.mit.edu/alo/www/Papers/lorepsteen4.pdf http://faculty.chicagobooth.edu/juhani.linnainmaa/DTPerformance.pdf...

I have never kept a white paper that I've found useless. So - you are correct in that I cannot "back up" my opinion. Since everyone's opinions are just that - why don't you start a poll here on ET with some well thought out demographic questions in order to collect the information you are...

While I don't necessarily disagree, the basic simplicity of his question compelled me to offer up "quick and dirty" in lieu of a financial engineering exercise. As I mentioned in my original post, there are various techniques to calculate deltas between products. In fact, probably the best...

Using Google, maybe you could find an academic paper that is accurate or passes the sensibility and smell test regarding day trader demographics and post the link here.

If he didn't have a gun, he could have raced his car into a crowd. He could have hurled Molotov Cocktails. He could have thrown acid in their faces. He could have made pipe bombs in his bedroom. Chicago outlawed firearms for a few years and the murder rate did not go down. In this...

Basically true - we use a 20 day rolling or on-the-run comparison. It's as good a technique as any other out there ( and there are many). The only other point I would add is that you absolutely want to make sure that the products you are spreading have a very high positive correlation to...

Many of my clients are full time working professionals and business owners. I've developed a swing trading system with very modest capital requirements. I have many clients who are doing it successfully and some provide references. My own pimping aside, it is certainly viable IF you have...

It would be better for the average person if the SEC and the CFTC and the FBI actively investigated and enforced existing laws in terms of bank and HF activity in the markets.

Every academic white paper I've come across over the years on the topic was just wrong. Their sources of information (exchanges and regulators and industry groups) were naive and misinformed and biased to begin with. Look at how corrupt this whole HFT issue has been for many years.