Search results

A close of 5.60 will foster a quick move to 7. ETFC is in alot better shape that you see. They're picking up accounts and insiders are buying.

You'll need to figure out the cheapest to deliver and use that. The conversion, coupon, maturity, etc is available on the cbot wepbage. I imagine somewhere on cmegroup.com as well. http://www.cbot.com/cbot/pub/cont_detail/0,3206,1413+20356,00.html

If you're in Chicago, there's a workshop going on today covering this with TT, QuantHouse and Tick Data. http://www.quanthouse.com/website/CHI_01-31-08.html

Continous contracts certainly help but I've also often overwritten my futures models with cash models. The historic cash data is easier to obtain and no need for a continous contract. Look at Yahoo for archival prices on QQQ, .DJI, SPX, or other cash indicies. You can also do the same for...

HOKU

Nice trades. Going your way real well.

Change divided by first (initial price - last price) / initial price

This has been tried before. Cantor (which owns ESPD) attemtped to do this seven or eight years ago (launch an electronic bond exchnange). It failed miserably. I wholly endorse competition and it will be interesting to see how CME reacts. Expect more rate cutbacks at CME and watch the...

This isn't too difficult to do in Excel. Just create a matix with archival price data of an entire industy and regress the returns. You can pull the prices for free from Yahoo and the fucntions for statistical analysis are build into excel.

Hmmm...looks like I was correct! Fed cuts rates and CORS is up 10% the next day.

Fyte is fives over tens. I play all of these from time to time. Treasury spreads are relatively calm...try your hand spreading energies like NYMEX NG vs. ICE Henry Hub. That thing moves like crazy.

What do yo mean by monitor? Charts? Alerts?

you can figure your ratios a few ways, but consider the contract value, tick value and volatility for each.

CORS ain't doing all that bad. I see the activity in a branch office by the CME and they're fine. Chicago real estate has bottomed and you can bet the florida real estate market will will pick up as snow birds head down this winter. we have huge numbers joining the retirement ranks and...

There are alot of different markets popular for spread trading. calander spreads in GE, energies, grains...NOB spread (notes over bonds), product spreads (ICE WTI vs. NYMEX Crude)....any correlated markets can be spread

short calls, if they're not covered, leave you open to unlimited upside risk...sell naked calls in F @ 10 and stock goes to infinity, you gotta pay that spread. covered calls on the other hand limit your upside potential.

My account manager at TT sent over an autospreader cheat sheet when we asked. Try that or ask on the tt user forum. They get back pretty quick when asked for stuff. have you tried inside smart quote?

They do offer solutions for connecting direct to the gateways. I fiddle around wish some simple api stuff myself. http://www.tradingtechnologies.com/api-solutions.aspx http://devnet.tradingtechnologies.com/DevNet/ProductCenter.aspx

The NYMEX implieds are a big load, but at least they stop the implied calcs at 2 generations. ICE has an infinate loop in their engine which generates more prices / messages. CME will have to expand their engine at some point to keep up. This is a growing issue and expect the exchanges to...

another think to keep in mind is what you can do with the premium. risk reversals take the premium brought in from selling the (covered) call and uses it to buy puts on the same stock / product. as im writing calls into the rally, the calls bring in more premium that the puts cost leaving $$...