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Create a virtual security. Example: 200*"MSFT" + 300*"AMZN"

More info and examples here >> https://www.cmegroup.com/trading/interest-rates/intercommodity-spread.html These trades include the "two ten spread" the "fives tens" and "notes over bonds" or "bonds over bonds" ("BOB spread"). It has little to do with equity options, and is much more linked to...

Might as well just learn the rates market directly. Learn how traders take advantage of margin at CME with the inter-market spread trades. Futures spreads ("rate spreads") are vol hedging rates trades with favorable margin treatment that utilize the DV01 ("duration") market to speculate on the...

https://tlc.thinkorswim.com/center/reference/Tech-Indicators/studies-library/G-L/ImpVolatility description here https://www.investopedia.com/terms/b/bjerksundstensland-model.asp

Dividends are almost irrelevant. Correlation trends, is speculative, and is also liquidity seeking. Margin and borrow rates, holding period, vols and liquidity are much more important. Also, baskets are employed in order to reduce idiosyncratic risk on the trade. A basket of stocks spread...

https://www.bloomberg.com/news/features/2019-03-08/the-gazillion-dollar-standoff-over-two-high-frequency-trading-towers

I built custom charting software and it can do 1sec charts. I have so many screens, that I can have candle, line, tick, etc all at once. Line charts are useful. My best momentum analysis algo recolors line charts based on a complex function of price changes. For most purposes, I think line...

Combine with VWAP and detrending. [EXAMPLE]

The differential gain/loss is heavily traded. Since the CME gives a 70% margin discount on the correlation, this trade is highly leveraged. Remember, if there is a strong correlation among leverageable assets, in this case NDX and SPX, then you can either trade the outperformance of the tech...

Its a simple detrending script. You will have to make the studies in thinkScript. Set it up like this, with the left axis checked for the overlay and the Relative Position study on the lower list. Overlay() input Ticker = ""; plot X = close(Ticker); LinearRegCurve(0,150,CLOSE) input displace...

Prices outpacing wage growth. The dual mandate states "price stability" and MODERATE long term rates as priorities which are to be balanced against the concern of "full employment". Under the "rule of seventy-two" or doubling rate, current CPI/PCE is very far removed from the conservative 2%...

I could guess that the EUR funds can earn a rate above EURIBOR via money market or hedged USD overnight rate (eg. Fed funds less EUR/USD swap rate?). You may want to compare this to the cross currency swap rate. (not sure) I am interested in analyzing this basis as well. What broker/exchange...

Yes.

Hmm, seems kinda cool. It's like a robot that watches the book for you and generates little memos about trading on the bid and offer. I'll have to check it out.

Not sure if volume profile is the same as bookmap, but I did manage to find a script online somewhere a while ago. I figured it would complement my other studies, and it does. It's also very cool that you can put futures spreads and synthetic futures (50*/ES - .5*/YM) in it and it will create...

Intermittent fasting is a feeding protocol to control hunger during periods of calorie restricted eating. It can allow you to eat larger meals, while still maintaining or losing weight. It can also be abused to eat much larger meals (junk food, cheats, etc.), which can resemble binge eating...

647 Bread and English Muffins.

No. It's much faster now. (CBOE data)

Cash and carry arbitrage and Reverse cash and carry, i.e. Index Arb. An arbitrageur will source cash, pay (or forego) the risk free rate, buy a replicating portfolio (or similar) on margin, and short the contract. He will receive weighted dividends and deliver the asset at the contract...

https://www.youtube.com/@l_eel_em This guy dieted for over 50 weeks for his show. Not really a champion, but he placed in an amatuer competition. Cyclic Ketogenic Diet, Ultimate Diet 2.0, Calorie Cycling, Carb Cycling, Competition Dieting, Recomposition Protocols. Basically, you can alternate...