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Thanks for your reply. I know VXX options trade actively, but backtesting an option-based system is much more difficult, and I want to trade close a strategy close to what I have tested. Interactive Brokers lets you enter market, limit, or "IBALGO" trades, and I am going to look at how IBALGO...

I am running a trading system on XIV based on closing prices. I may trade up to 50,000 shares. If I enter my trade at 3:55 PM, how would you suggest placing it? Since the XIV market is typically a penny wide, (currently 24.09 - 24.10), I could place a limit order to buy at the offer or to sell...

I have read Larry Connors' books such as "High Probability ETF Trading" and "Short Term Trading Strategies That Work". They cost about $100 total -- not that much. Connors offers a "Swing Trading College" on trading ETFs that expands on his ETF book. Did anyone here take the course? Did it add...

CNBC publishes the "fair value" of the difference between S&P 500 futures and cash each day, using interest rates and expected dividends until expiration. Is there "edge" in trading this during the day, buying futures when they are below fair value and selling when they are above? Of course one...

I trade futures at OptionsXpress. Is there a program that will look at my futures positions and calculate risk measures such as expected daily $ standard deviation or value-at-risk? It could be stand-alone or part of a broker's web site.