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One ES put will hedge one ES contract. Make sure that the options contact exercises into the month you have the long future. ES options do not trade very much but they are pretty easy to arb so if you split the spread you should get a fill. As far as selling at the end of the day goes it...

I agree, more futures options on IB (GE, Coil, currencies, gold, ags)

I response to the original post, if i was in your position I would start slowly diversifying away from futures. You have enough money that you need to have some good sources of yield on your excess trading capital. I would look at selling cash covered puts on MO (Altria or whatever Philip Morris...

In my experience you are always better to hedge with what you are hedging. I mean that if you want to hedge ES use ES options. Otherwise your are really making another trade and are likely to end up with a Chinese hedge. Is there any reason why you do not want to use ES options? The other thing...

Sorry to sound like a know it all but Labatt's has sponored HNIC for the last 3 or 4 years even though Ron Maclean still says "Molson" mistakenly before says with his voice trailing off "hockey night in Canada, on CBC"

http://www.olsen.ch/center/working_paper.html Some good free info

Thanks

In Canada we are free of daytrading rules. We also have universal health care and very little poverty. We can also proudly display our flag where ever we go in the world. More seriously with IB (SEC) daytrading rules apply only to US Stocks and US stock options. That means you can use your...

Does anyone know why the US treasury futures spiked at about 2:50am (gmt -5) on Tuesday July 12th?

Audrey, Here what I want you to do. Go to your IB account management menu and sign up for Canadian data. Run you system for a month on Canadian stocks and then post your monthly account statement for all to see. If it is good you can rub everybody's nose in it, if it is not good then.......

Here a thought, lately I have been doing some research into the Hong Kong Dollar. Since the Hong Kong monetary authority keeps the value between 7.75 and 7.85 per US Dollar it could be a good place to start trading because of the limited risk.

Does you system only work for US Stocks? Will it work on Canadian stock, European stocks (that are not regulated by the SEC and therefore have not restrictions)? How about the e-mini futures? Please start small as until you work the bugs out of your system. Then develop another way to trade and...

I have no experience with black boxes but if I were a programer looking to write a program to trade the market for me I would look at scalping between futures prices and futures spread prices. I have done this manually with a bit of success but it is very boring and time consuming. However I...

On IB right now (4:37 GMT -5) there is a one pip spread with 9,000,000 euros being both bid and asked.

I thought that Londoner's could use some support right now. Here is Noel Cowards song London Pride. My condolences to all who suffered losses. London Pride has been handed down to us. London Pride is a flower that's free. London Pride means our own dear town to us, And our pride it for...

If you think this market is tough remember last fall with the election on Thursday and the job report on friday. Every exit poll would whipsaw the market wildly and then a complete surprise with the very high jobs numbers.

For some reason I love to trade QQQQ options worth $0.20 in the second nearest month to expiry. I only trade one at a time but I usually make between $20-$30 a month. If the market was structured better for the electronic trader I would trade bigger lots.

Here is another way to look at it. High frequency trading is trading based on decisions made from looking at high frequency data( that is a reapetive series of hourly or daily periods) as opposed to traditional trading based on low frequency data(a continuous series of data over week or months)...

I think the heart of the idea of high frequency trading is to look at the market as a repeative sets of daily or hourly trading instead of a continuous string of trades going back months and years. Markets will often behave the same way everyday at a specific time. Where the criticism of...

Of course I am the guy making the hit on the right side of the screen.