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Well, consider the source ( brokers with a strong pit presence ). The simple fact of the matter is that anything you could leg in the pits you can certainly leg on the screen. And I have an extensive background doing both. You can use futures legging automation as well for that matter...

Personally, I like the really meaty ones with respect to topics like using MatLab or S-Plus for modeling financial time series... stuff like that. The financial engineering texts usually offer "actionable intelligence" if you can manage to get through them without your head exploding. Just my...

I have never personally traded them pre-packaged like that ( I always legged into options on futures spread combinations or options on financial swaps / physical swaps spreads ) - but I have heard of them being offered by various exchanges. Any useful information from someone more adroit on the...

When new clients build out their charting platform pages, they notice that some spread combinations in the same product suite - most notably calendar spread pairs, will have a curve shape that looks almost identical. I typically weed out most of those to just include the pairs that are furthest...

I have blocked out most of the day tomorrow to transfer to my new client the necessary materials and files. It typically takes a client about four weeks ( or longer ) to get through it all first pass. I use both the clients email and a secure remote drop box to transfer files.

On Open Interest: the CME site is easy. ICE and Eurex it is very difficult to hunt and peck through their site to find open interest. One alternative is to find out if your charting platform publishes OI. Much easier and faster.

I would like to welcome my second client from the great state of Kansas !

I agree that your hedge ratio coincides with the CME SCAN ratio. Having said that, you are clearly missing the most important issue which you do not appear to have accounted for with respect to the two particular products you have chosen: co-integration risk. There is a similar juxtaposition...

That is just hilarious !:D:D:D:D

Actually, the trading exchange itself has the most sophisticated volatility scanning ability on planet earth. And as of today, in terms of inter market margins, they assign a hedge ratio of 2 Corn versus 1 Soybean, and they assign a margin credit of only 50% ( which is really weak as far as...

To get a sense of the substantial margin credits a trader gets for spread positions, take a look at the intra and inter tabs for CME performance Bond / Margins. http://www.cmegroup.com/clearing/margins/intras.html#e=all&a=all&p=all

I hope you are right about restraint and understanding from all parties. Same sex marriage is now established case law - deal with it. Probably a bigger wildcard is that by executive fiat you currently have an administration in power that uses Departments like Justice and Internal Revenue to...

Well, here's the thing. Undoubtedly, despite warnings otherwise ( from some savvy LGBT groups and some reasonable Dems ), some parties like the ACLU and some same-sex couples are going to challenge religious denominations with long standing beliefs and dogmas otherwise to force those religious...

I can think of no faster way to a veto-proof Republican political monopoly in Washington, D.C. than for Democrats and the LGBT community to force and threaten and intimidate unwilling religious ceremonies when the same-sex couple have ready and legal alternatives to get married in any County...

All of the major religions in the world have for millennia have held through dogma and rite that marriage unites a man and a woman. It would be a public relations disaster of epic proportions for the LGBT community to force unwilling religious ceremonies through lawsuits and threats when they...

One of the great things about exchange spreads is that they use a singular order book ticket, and they will accommodate any type of order that the flat price futures product will ( MOO, MOC, OCO, limit, etc. ).

;) Agreed. Making markets and hedging in options is no longer profitable from many Chicago trader's perspectives and is crowded beyond comprehension.

Some charting platforms have much more capability than others to utilize exchange supported spread expressions. If you are or want to spread trade futures, you should absolutely be using the exchange spreads if you can.

Well, IMHO I believe where this will all land is that if a gay couple wants to get married, there is 100% certainty that they can go to the County Courthouse in any State and get it done. If, however, the gay couple would like to have a priest or minister or rabbi or imam do it in a religious...

Well, marijuana cultivation and distribution is a federal offense as well, and multiple States have certainly chosen to go the other way on that one as well.