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Here are a few (I don't use them myself so I can't offer feedback on them): https://www.pairtradinglab.com/ http://www.pairtradefinder.com/ https://arb-maker.com/

Well, I addressed that point wrt buying DOTM puts. So my better recommendation is to trade market-neutral with longs and shorts. This will hedge a black-swan event and more. My apologies for essentially repeating my previous post.

I posted earlier in this thread.

What is the basis for your assertion that a currency like USD is a hedge for an extreme down move in the broad US stock market? Look at the black swan event that occurred on 9/11/01 for an example of what happened when the stock market dived. Historically, there has been some value in a long...

As I read it, is your advice to purchase the US Dollar index to hedge a black swan event on the US stock market? Just seeking a simple confirmation that I correctly understood your recommendation.

I wish there were some way to "short" the advice in this thread.

Are you kidding? To hedge a Black Swan event?

To protect against a Black Swan (systemic) event in stocks, which is a sudden and extreme move to the downside, buy DOTM Puts. When you get very Deep OTM, they are not too expensive. But a Black Swan event occurs very infrequently, so these puts will usually expire worthless which results in a...

If you trade the majors, you should be fine with futures. Not sure the same is true if you trade the cross-rates. The last time I checked (has been a while), spot FX had an advantage in the cross-rates.

That's what I suspect, too.

Beyond the original iPod and iTunes, I wonder how much of Apple's innovation really came from the mind of Steve Jobs?

What Sig says is something I discovered when I looked into PM at IB. The calculation really is a mystery and is subject to change at the whim of IB which can result in a margin call, which means auto-liquidation at IB. It's a risk category unto itself ... maybe we should call it "Dynamic Black...

Based on the posts just prior to my question, I was thinking on an intraday timeframe. Anyway, your answer makes total sense. I am mystified how you discovered this FX cross-rate correlates with the down moves on ES. Most traders would not run correlation studies across different asset...

Interesting correlation, but why trade a less liquid FX cross-rate instead of the most liquid contract in the market?

8 years ... congrats to you (and Intel)! Do you have separate SSD's for the OS and apps? Are you using RAID?

bone, do you have any thoughts on the new Aluminum contract on the CME? In previous posts, I recall your guys traded Aluminum on LME, which is not as accessible to retail traders like me. http://www.cmegroup.com/education/webinar-aluminum-a380.html

As the SEC applies these Insider Trading rules to stocks, I wonder if the CFTC applies similar Insider Trading rules to commodity futures? I would guess that professional commodity traders get "insider" info all the time regarding commercial speculator and hedging activity. It doesn't seem all...

Until I read this, I had not considered exiting a position to be Insider Trading, but makes sense.

Agreed :)

Given the low range in ED spreads, you really need exchange member commissions to make it worthwhile.