Search results

is that even the same trade.. We are looking to trade the bank lending rate against the gov lending rate..

So do you build it with jan Tbills against Apr Eurodollars..

I don't post alot of trades in here.. but just for shits.. + BOT 1 CL - (1) JAN14 + (2) FEB14 - (1) MAR14 Combo 0.05 USD NYMEX 06:06:24 thats a F/G/H fly from .05 ... that isn't the only thing i have going in the curve.. so that doesn't put me short overall...

What are you referring to FF rates

So I don't get how to build a quote in IB

I"m not calling you names.. and if it came off that way i'm sorry.. Your just being ignorant..

This is a pure example where you could be hit on the head with a trading edge and you wouldn't get it... You have gotten more leads into the core of the relationships between the futures, etf products , and you think people aren't getting what your saying... "The majority are not here at ET...

So obviously you could say pic March Eurodollars against 3 month t-bill futures.. There is obviously different pricing through the term strucutre.. you pick say jan14 GE against jan14 GTB , whats the difference.. whats the term structure risk against the other term structure risk

+1

What's a token trade

Do you have a system or are you trading descresionary

To me there should be a premium between a strip of spx options and vix futures that represents the cost of neutrality in the strip of options and even then this cost is different to different parties and can't exactly be knowable due to rare events / large jumps... All that can be somewhat...

Do you trade this time of night for any reason

I think larger time frame trading is better period.. the shorter the time frame.. the more you trade noise..

You should relax.. you should take a step back and realize this isn't about self righteousness.. we are only trying to help you..

Not trying to be condescending.. or a jerk.. i'm just telling you from someone who knows the products, the curve, the index, and the options that underlay the entire deal, you will not find any product that doesn't have the inherent risks your talking about that "cost" you something to go long...

Trust me , i know we are on the same page.. Its just this guy isn't getting it.. I'm going to have to abandon this thread at some point and get back to reading about TED, and such more productive things

I'll keep telling you over and over again.. The answer is you will find nothing that follows the index... And your referring to a measurment called the vix index.. its not "cash"

not to correct you but if you were long the futures every month and then at expiration rolled to the next futures contract, you would end up at a slightly different price , then if you were doing what vxx is doing or any other etf.. As the vxx keeps a basket of futures weighted to 30 days, and...

The problem is we were explaining why what your looking for is impossible to find.. and you weren't listening