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Yep, and no wonder that Arnold was on the correct side of a seasonal NG Spread commonly referred to as: "the Widow Maker".

Well, I would assume that the term "mid-frequency" implies that he's asking about tying up alot of capital holding a portfolio for some period of days, which would not fly unless he is mostly hedged with plenty of margin offsets in order to minimize capitalization requirements. Plenty of firms...

Since another trader's market space, strategy, capitalization and skillsets are certainly different than yours - should it really matter in terms of relevancy ?

As we speak, the entire 2012 strip is like 20-40K on the best bid and likewise offered in terms of the exchange supported simple pair calendar spreads.

As Martin so eloquently stated, Eurodollars are a spread trader's wet dream. There must be thousands of different calendar combinations when you consider not only simple pairs, but flys and condors ad infinitum. You can also spread them against cash or Treasury futures, and they make fine...

Sums up your postings nicely. In fact, quite frequently you have multiple postings with opposite biases during the same trading day - all painted in broad, long-term major market move descriptions and terminology. From the NIH: "The diagnosis of bipolar disorder can be complicated by...

Most of the profitable Chicago prop futures traders I have met the past twenty years do it all the time. By the time you pay the vigorish, the desk fees, the commissions, split those net profits with the house ( your backers ), and then pay the IRS at normal tax rates because you get paid as an...

I would disagree that an "edge" in futures spread trading should necessarily require shorter timeframes for sampling and shorter position holding periods. I do believe that there is "edge" in the spread combinations and construction, and there is "edge" in a good trade entry model and...

If one's interest lies in simply capturing a bid/ask spread and avoiding "non-random drift" (??) then a very restrictive pure arbitrage strategy is your only real option. And you will not find a technically pure arbitrage opportunity in a retail setting - at least, not for long. And in a...

Many traders that have done both well might profer the opinion that it is easier to be more consistent trading spreads. And of course, once you are truly consistent then you lever the piss out of your strategy and away you go. Most traders who are truly proficient in both strategies believe...

In terms of an execution platform, X-Trader for me personally but I have plenty of clients that use CQG-IC and CTS T4. eSignal, CQG, and some of the other more prominent charting packages will be able to provide real time quotes for exchange supported implied spreads.

Please review the Comex GC contract specifications on the CME website. Your difficulty will be finding accurate and timely quotes for the underlying - on a cost-effective basis.

Why not use the exchange-supported implieds with the futures ? Doing just intra-markets ? Implied spreads done across the exchange's order matching engine are just the cat's ass.

The commissions are really expensive across the pond as well - every European client I take on eventually moves his futures account over to a Chicago FCM. Agree on the desk fee - very pricey. And you know the arcade/prop firm is taking a haircut with transaction fees also. Wow. Office...

Yes, unions will restore the middle class and make a Company much more competitive globally. For sure. Makes perfect sense.

Exchanges get paid on transaction fees, not on slowing things down enough for silly manual scalpers using a mouse and a DOM window to vainly attempt to catch up to the bots.

Ha! Classic quote, well done.

No.

Don't fade that spread. BTW, look at the statistical correlation - it's complete shit, the Daily closing correlation is like in the low 64% last time I looked. And you won't get a SPAN margin credit on it either.