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    E-mini slippage

    no butt kicked, up more than 100% in 5 months on a 6 figure account so no worry. During a rally or sell off this does not apply as one of my assumptions is market at equilibrium.
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    E-mini slippage

    Sucre Estave, Nononsense, I actually do not believe it's frontrunning by the broker nor some tricks played on me, it's actually the result of market makers/arbitrageurs that will systematically place limit orders both on the bid and the offer at all the prices. Depending on market action...
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    E-mini slippage

    so far, wide distribution of answers!
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    E-mini slippage

    no. But I find them a useful measure of liquidity under certain market conditions.
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    E-mini slippage

    yes, you are right. I trade using X-trader 100 contracts at a time and find the markets sometimes quite illiquid. I also feel like my limit orders are the last to get filled even if I placed a while ago (I believe I know why..). I wonder what size the biggest players trade on an intra-day...
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    E-mini slippage

    maybe we could try to define slippage as follow: assuming the market trades at X and is at equilibrium, i.e. equidistant to the offer and the bid and there is roughly the same number of contracts Y sitting on the bid and on the offer, and you are next to trade and you lift the offer...
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    E-mini slippage

    how many contracts before you start experiencing slippage during liquid trading hours (defined as 9.30 to 11.30 and 14.00 to the close)?
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    ES Journal Archive (2006 - 2008)

    I don't like this trade, it sounds too easy...:confused:
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    Is corn closed today?

    yes, the ZC contract
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    Is corn closed today?

    it's 09:30 in Chicago and nothing is going on, what's going on?
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    Any traders in Perth?

    hi there, anybody living/trading from Perth? How is it? What's good/bad about the city/region? Would you live somewhere else in Australia? Thanks
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    Iran vs. USA: First round

    why should oil transactions be $ denominated?
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    Iran vs. USA: First round

    why should they fear the US, these guys have oil, the most valuable bargaining good in the world. Military intervention is not an option for the US. There is no quick solution
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    Need an exotics structure for hedging

    this is a carry trade that cannot be perfectly hedged unless you are willing to sacrify the interest rate differential. You will lose if the yen appreciates by more than this interest rate differential. If you try to hedge this with options via collars or other, the forwards used to price...
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    US getting tough on IRAN

    well, I can't compete, you seem to be versed in Latin. Let's see how markets will factor increased chances of military intervention PS - this post doesn't endorse military intervention
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    US getting tough on IRAN

    I thought using a "dead" language made sense for this subject
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    US getting tough on IRAN

    this could prove interesting, "Iran faces tangible and painful consequences" dixit John Bolton. War could be closer than we think
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    ES Traders

    nope, selling pressure all day long
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    differences between IB WebTrader and TWS?

    is there a speed difference between the two, i.e. are you at a disadvantage if you use one versus the other? what are the main differences in terms of functionality/features?
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    Calculating Position Size

    I don't get your point
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