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IB. With the webtrader you can trade from any location.

The TS didn't specify a currency. EFP's (as a product) can only be traded in $.

One thing I don't understand: why do you call the DAX future liquid while the EuroStoxx 50 future (which has obviously no drawbacks compared to the DAX) is 5 to 10 times more liquid (based on the monthly volume)?

IB

IB

Just take a quick look on the eurex site and you can see that the DJ Eurostoxx 50 future is (together with the ES) the most liquid equity future in the world (much more liquid than DAX). Also big option volume. http://www.eurexchange.com/market/statistics/monthly/2007_en.html Logically...

I don't understand. I make the assumption that the interest (near LIBOR) is always priced correctly into the NQ (as it is one of the worlds most liquid futures its fair value will always be evaluated by the market). The QQQQ is even the most liquid stock in the world. The only risk I see...

Why should I deliver anything? The plan is to just keep the ETF's forever en and roll over the future just before expiration. The last action has to be repeated 4 times per year and these are the only costs (apart from the 0.1% management fee of the ETF's).

I red through the whole thread, and what I don't understand is why index ETF's / futures are never mentioned. Why not just use the very liquid QQQQ (buy) and NQ (sell)? (SPY / ES or DIA / YM also possible but these ETF's pay much higher dividends). Why not use the worlds most liquid...

Can you tell what interface/application you plan to use for this?

http://individuals.interactivebrokers.com/en/trading/ViewShortableStocks.php?cntry=usa&tag=United%20States&ib_entity=llc&ln=&b=VFM&e=VNO

Excel is much better. Biggest improvement since the start of the program. See: http://blogs.msdn.com/excel/

Without slippage and commish any random system X:Y (with X, Y > 0) will break even in de long run.

BTW, instead of attaching a bracket order you can also attach other order types to the original order.

Can't you just save a template in TWS? I know you can do this with a basket order. So maybe you can put a bracket order into a basket. About not having the stop loss. I tried in TWS and you can delete one of the 2 "legs" of the bracket order. However, I can't confirm this from trades.

Thanks. On their website there's a trial version (4.0 build 3) which I downloaded en tried. Indeed, it seems that you cannot select any brokers. I will try an older version. However, the takeover was already in 2004 I see on Google.

I'm looking for a good program to backtest and Wealth-Lab seems a good candidate to me. I have 1 question though. I looked at their forum: http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/categories and it appears that the posting activivity there is much lower during the last few months...

The 6,9 bln euro is BS, the trade value of these options is around 1 mln euro.

The only risk for both methods is to loose the card/device. It kan be tat there are "only" 50.000 challenges with the passcode card, but you also have to know these challenges. And each token is also unique and tied to a specific account. So in practise, security is equal.

I looked on the website and found this: Margin Call/Liquidation fee - $25/per contract Does this mean $25 per liquidated contract or $25 for every contract which causes the margin call? Why not just charging the normal commission?