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Hi! I have noticed that of all the currency futures traded on CME, the "major" pairs all show good trading volume which reflects their liquidity ranking in the spot market...except, and inexplicably for the Swiss Franc! Why on earth would that be? It is usually the fourth or third most...

Thank you Martinghoul. :)

Ah, thank you ogarbitrage. However, we are highly systematic in our approach and regardless of instruments our systems allow us to simply add, and add, and add without any impact on the two founding partners. You are most certainly in the correct area for your speciality, especially Zug...

Aah, thank you Runningbear, much, much appreciated. I did thought it was a bit fishy - there should really be no difference due the fact the EUREX seem to have the longest non-trading gap of all modern futures exhanges. Runningbear, I know this is the EUREX board, but what is your impression...

Hello Murray! Thanks for all that - you may say I am a newby, even though I am a fund manager! :D We are highly experienced in spot forex for the last 15 years, but I am totally out of my depth with gold, silver, ETF's and futures (to a lesser degree). So I do need some help. Err, what is...

Thanks - but what do you mean? I thought it would be the most traded STIR after the Eurodollar Interest Rate? What do you mean Fed policy? So I am reading it right, there is no more volume / liquidity in 30 Day Fed Funds? Thanks! :)

Aaaah, good point. Thanks!

Thank you for that. So the ETF is essentially participating in shares (equities) which I assume are gold-mining shares. So it is not "pure" gold, but as good as? What about trading XAU and XAG similar to spot forex? I see it is widely offered now - surely that must be even better liquidity...

Hello! We are looking into trading both gold and silver. This may sound like a total newbie question, but what is the most efficient way to trade this in context of liquidity, spreads and volume? I have always been under the impression the best way to trade this is in the futures market...

Hello! I have been investigating to trade a basket of interest rate futures in the US, amongst others, Eurodollar Interest Rate, 10 Yr Treasury Notes, 5 Yr Treasury Notes, US Treasury Bonds and 2 Yr Treasury Notes. However, it was suggested to me that 30 Day Federal Funds are also...

Hello! We are a fund wanting to diversify into futures, we are using a systematic trend following approach. It is essential for us to choose only those futures which exhibit very few (if any) gaps between sessions (between days). The EUREX exchange has the severe disability that it does not...

Thank you for that - that is what I mean, it really makes it convenient and good for systematic trading. Frankly, I don't know what strategy (systematic or otherwise) can work in markets which have long closing times and potentially large gaps, with the exception of day-traders who close out...

Thank you so much both you. Much, much appreciated. By the way, I also found this good article on this subject: http://www.automated-trading-system.com/what-everybody-ought-to-know-about-continous-futures-contracts/ My other question is as follows: It appears as if a great number of...

Hello all, I am a fund manager from Switzerland specialising in FX and wish to explore futures trading as part of our portfolio. We are systematic traders. I have three questions that I can't seem to find in any other way and hope some of you may help me out. I will ask them one by one if you...