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  1. trader221

    Question on the spread calandar vix.

    Hello. I need your help please for these 2 hypotheses. thank you 1) In which scenario should you sell the nearest contract and buy the furthest contract vix? 2) In which scenario should you buy the nearest contract and sell the furthest contract vix?
  2. trader221

    VIX Futures

    I realized there are several Vix contracts which expire in the same month. The only way I can find to choose the contract I'm looking for is to sort it by expiration date. Contract vix = null; String expir = "date expires"; then make a loop to collect all the contract vix in a variable (var...
  3. trader221

    VIX Futures

    VIX16U20 = september contract
  4. trader221

    What do you think of the revelations of Haim Bodek?

    Is that so. Yet he is so intelligent. very clever. I saw several intervieuw from him .... but the idea of the choir was bad.
  5. trader221

    My E2T journal using quantitative strategies to trade

    What you are saying is certainly true. You must be in this universe of HFT? I see myself as a small fish that takes advantage of the shark hunt to feed on their remains. Or like a traditional gold miner looking for gold nuggets in an already operated mine. You have to be constantly evolving to...
  6. trader221

    My E2T journal using quantitative strategies to trade

    I had the same project as you and I managed to code it on quantconnect. If there is an important remark: the backtest is like a ferari and the live a Peugeot 505 from the year 1980.
  7. trader221

    What do you think of the revelations of Haim Bodek?

    Thank you for informations
  8. trader221

    What do you think of the revelations of Haim Bodek?

    According to Haim Bodek, a former HFT trader, some HFT insider uses special order types in their line of code to be prioritized in the execution of pending limit orders.
  9. trader221

    Total markets volume - as it happens / real-time - possible to get?

    https://www.barchart.com/futures/heat-map
  10. trader221

    Hedging and Cross-hedging ETFs

    This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging each ETF position with its own index futures we find that it is difficult to improve on the na�ve 1:1 futures hedge, that hedging is less effective around the time of dividend...
  11. trader221

    TopstepTrader Q & A

    Hello . Does Topsteptrader accept traders from Africa? I tried to download the Topsteptrader mobile application from Senegal (west africa) but Playstore is telling me that it is not available in my country. thank you
  12. trader221

    Reality of Day Trading

    I wish you good luck . It is very possible. 99.999% of people have a loser mentality. I have almost the same goal as you.
  13. trader221

    Forex trading platform with a DOM

    you can use the cme forex futures. it's not very liquid but basically it's like trading forex from futures contracts (with DOM). but the forex spot are OTC type products. you are obligated to pay the spread even if you enter with limit orders. for example if you enter a buy limit at the bid...
  14. trader221

    307/5000 Need to understand something about the future vix

    Hello. On the VIX futures contract the tick value is 0.05 but on my book it moves in steps of 0.01. How is it possible ? I even see orders executed at 25.71. Are there still things that I haven't understood?
  15. trader221

    Does anyone know a broker like IB ??

    Lynx is a white ib brokerage. So there fee are more expansive .
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