Search results

Thanks for this. Such bad behavior on the part of Bunge....

Not quite. 1. I will like to have a mix of long and short ETFs. Inverse ETFS can also be used. So it should not be long delta only. 2. It should not be strictly/solely based on historicla correlations - but this will be a factor.

Thanks. I would prefer to avoid short gamma approaches - at least not explicitly via selling options. Ideally I would like a basket (equal-weighted?) of ETFs that track various asset classes in a somewhat hedged way. In essence, my thinking is that such a basket, if consisting of roughly...

TraDaToR, please do tell about this trick... Thanks!

This is a good question. My instincts would be that ICE would be amenable to granting you some cross-margin haircuts. Why don't you email ICE directly?

Hello Heech, What do you think of ICE liquidity. Is it enough to warrant a move to ICE?

What would you recommend as the constituents of risk-averse portfolio with the key goals of capital preservation and income. That is, you wish to have minimal drawdown, minimal volatility, preserve your capital and generate some income. You can consider this is a form of a Cash-Plus portfolio...

It would have been been somewhat manageable if they had not included the trading break. What exactly is the purpose of a 45 minute trading break in the morning?!

How is this good news?

I am most concerned about the horrible volatility and spikes/gaps that existed after data reports. If data reports will still be released during trading and not during a halt, then that is one positive. I still prefer the old schedule and most prefer the ICE schedule.

Wouldn't this break as per the new schedule: "Monday to Friday, break in electronic trading from 7:45 a.m. to 8:30 a.m. CT " Coincide with data release? Does that mean, we are back to the spiky, volatile, gaps and jumps after data releases?

Yep! Just saw it. Disappointed and not surprised as this had clearly been telegraphed. All our survey responses and emails apparently were ignored. If only ICE grains could have decent volume!

Thanks 1245.

Thanks 1245. Could you at least share publicly why you consider them your first choice FCM? You consider them first choice - compared to what FCMs?

Knight purchased Penson last year. Can traders who trade through Knight comments on the service, technology and fees received at Knight Futures. Thank you

Anyone? Please share your experiences and knowledge. Thank you.

I am not sure you understand what I am trying to achieve. I wish to trade certain products via CQG API, certain products via say the IB API, certain products via say Rithmic API. I could in theory build a separate ATS application customized to work with each of these APIS i.e. have three...

vicirek, why do you think having one application for multiple APIs is better than FIX. it seems to me that configuring one ATS application to work with multiple APIs would be a very difficult task.

What would you say would be a good rate for 5000 contracts per month? What would you say would be a good rate for 10000 contracts per month? Thanks Frank.

What would be considered high volume at Advantage futures and what should one expect as the commission rate for such high volumes? Thanks.