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Over the last 5 years almost any ES EOD system that buys dips and takes profits 20 to 100 points higher will back test very well. Almost any mean reverting EOD system that only plays the long side will back test very well. I wouldn't want to use any such systems over the next 5 years.

The stock just IPOed. There are requirements for options to get listed. It takes at least 7 business days for the options to list. http://www.cboeoptionshub.com/2013/11/05/twitter-options-coming-till-next-week/

I stopped trading equity options many years ago. Less event risk in index options. I am well aware that OTM options are sometimes exercised, but isn't this usually event driven ? For settlement you have to specify which ES options you are trading: quarterly (SOQ Friday morning), serial...

Sorry for your loss, but huge leverage is your own choice. You are not required to use all the leverage that minimum futures margins makes available. I am not aware of any markets that crashed today. The 1% to 2% down moves in the DJIA and the NDX are just bigger than usual daily blips. There...

I don't know what CME material you happened to read, but the ES options contract specifications are quite clear. The option tick size is 0.25 only for premium over 5.00 and 0.05 for premium less or equal to 5.00. ITM means ITM. As long at the option is ITM by 0.01 or more at expiration it...

IB's US futures commissions are not 5 USD round turn. IB's US futures commissions start at 85 US cents per side and drop to 25 US cents per side after 20,000 contract sides. The bulk of what you pay to trade futures is the exchange fee, not the IB commission. IB also gives a free trading...

Just a 1 day problem. Worked fine today, but no backfill for yesterday.

BigCharts has the last 10 days with one minute data.

Anyone else having a problem with TICK AND TRIN ON TWS? TICK-NYSE is stuck at -5 and TICK-NASD is stuck at -6. TRIN-NYSE AND TRIN-NASD have no data at all. These symbols have been working for years without a problem.

Using your numbers from 2013/09/22: A 3 FTSE to 1 DAX leaves you 9% overweighted in the FTSE. A 11 FTSE to 4 DAX is just about spot on. The ratio will change as the DAX and FTSE move around. The larger questions are why do you want to trade this spread, how do you pick the long and...

Please point to the references that Paul Rotter has a book. Are you confusing the order book with a printed book?

You missed the point of my post. BTW, gold prices from before 1968 are useless.

An average price chart over N years disguises the movement of each individual year. Over the last 8 years gold went up in 6 Septembers. The 2 down Septembers were 2006 and 2011. Is 75% good enough for you?

NASDAQ peaked extremely late in the 1990s on March 10, 2000 with an intraday high of 5132.52. You better check your numbers. Whether you use the 2002 or 2009 bottom we are well above the 50% retracement level.

You appear to have a special set of requirements. Have you talked to the institutional side of Interactive Brokers? I doubt they would give you commission levels like Advantage Futures would, but they might fill many/most of your other needs. Otherwise you are going to have to go down...

Yes, you are correct a side is just one side of a trade and it takes 2 sides to make a round trip. With daily volume in ES and 10 year notes around 1.5 to 2 million contracts, you are also right about 5K RTs not being a lot. Advantage Futures states "Advantage Futures ranks among the...

The gap up is not from ES contract rollover. With current interest and dividend rates the roll from SEP ES to DEC ES is negative by about 8.00 points. Read about index futures fair value and premium/discount at indexArb http://indexarb.com/

2.5 million contract sides per year is 10,000 sides per day or 5,000 RTs per day.

EOM ES futures fair value settlement has no effect on the EOM ES futures option expiration.

Messed up how? TWS and IB data feed working fine for me.