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Anyone know the IB symbol for soybeans on ICE US? ICE shows it as 'IS', but I haven't been able to find that in the IB symbol search.

I'm on the side of people who say you should find a service provider, and start building your operational infrastructure. If you're trading securities, the various registration requirements for accepting onshore money is pretty serious. Sooner you get started, sooner you're ready to move on to...

All me. :). I've done my share. That said, I don't care that much about liquidity if the current MM sticks around. The .25 spread, and I'm able to get .05-.10 inside of that, is great for me.

Thanks. Also realized its on the same expiration schedule as the VIX futures, which makes sense.

This is such a natural hedge for me... I'm gonna end up doing 50-200 lots a month. One question though... can someone parse the expiration dates on these futures contracts? Does anyone have an expiration calendar? "The Wednesday that is thirty days prior to the third Friday of the...

Sweet! Just filled my first lot. YAY!!!

No, you can certainly "show" performance fees every month... But they'd just be liabilities/fees due. That's what I do, but fees only crystallize into my accounts quarterly.

Like anything else.... it depends. I do quarterly, which is not uncommon in the CTA/CPO space.

Maybe you aren't getting the point.... but selling puts on bonds are effectively the same risk position + similar return profile. There are a lot of ways to earn 30 bps a year on some huge notional number, for events which probably won't happen. If Warren Buffets' equity put position excites...

Funds don't get off that easily. They have special categories for those managing other people's money, usually requiring equity ownership. A LP trading prop funds have it easiest. I'm not convinced about the CTA w/ SMA... I'm hoping that isn't the case. i'll follow up to this thread after...

Uh, the numbers are dependent on trading volume, not AUM. And membership was already almost making sense for my pool a year ago. I've gained 50% in the pool in AUM since and am onboarding my first SMAs. If membership applies to my client accounts, then the numbers REALLY work.

Hi guys, Reading through the CME's membership section on their website gives me a headache. I thought I'd just lean on the combined expertise of everyone here... How are clearing fees handled, for CTA-traded accounts? If I was a member, would my clients get discounts on trades as well?

Physically settled doesn't bother me at all... I never hold to delivery anyways. You're still going to have to roll forward in the cash settled futures, if your intent is to hold the position into the new month. The big discontinuity is a huge issue, a factor I detest with a passion. All...

Well, it *will* now. But it already served the broader trading community's needs by forcing the CME to adjust its trading hours... about friggin' time. It's not necessarily about trading the report... (I can't imagine what the spreads will be at 8:30 AM EST on a big grain report). It's...

Two thumbs up: http://cmegroup.mediaroom.com/index.php?s=43&item=3267 Of course, it means all of my back-testing (as related to open/close) is meaningless again... Beginning, May 13 for trade date May 14, customers will have expanded access to CBOT corn, soybeans, wheat, soybean meal...

I'd second the 4-8 week number. It took my attorney about 4 weeks to get all the paperwork completed and submitted for my CPO (including LLC management company, LP, state-based blue sky filings)... And that includes a 1 week delay because my fingerprints kept coming back as illegible. Another...

Are you kidding me? Michael Covel wrote his first book in 2004, Jack Schwager wrote his first (and extremely, extremely, extremely widely read) book in 1988... let me repeat that NINETEEN EIGHTY EIGHT.

https://www.theice.com/publicdocs/futures_us/Futures_US_Soybean_Futures_Specs_IS.pdf YES!!! Trading Hours: Monday - Friday: 8pm to 6pm (Eastern Time) On Sunday, trading begins at 6pm (Eastern Time)

Oops messed up the URL. http://www.ljmpartners.com/downloads/marhedge_ranking.pdf

In 2005, 5 yr sharpe was barely over 1: http://www.ljmpartners.com/downloads/marhedge_ranking.pdfs