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You're right about Quandl - the futures data is fine for a quick visual to see where a market's been, but there are too many gaps to use it for analysis. These firms have been around for a long time: http://www.csidata.com/ http://pinnacledata.com/products.asp...

Just because I've never quoted myself before :p, here's a table that shows relative leverage across full size, physical commodity contracts. The "initial" and "maint" margins are for trading that is speculative with positions held overnight. Of note: 1. There are large differences in the way IB...

For the OP: This page shows the initial and maintenance margin for the full size and mini contracts at IB. You might also run a quick calculation (margin/notional value) to see how much bang you're getting for your buck. https://www.interactivebrokers.com/en/index.php?f=margin&p=fut

Sugar (SB) is about $20,000. Contract size is 112,000 lbs. That's the smallest that I can think of for a full size contract. Most of them (physical commodities) are in the neighborhood of $40,000 to $100,000 notional. There are minis on the grains and I believe in CL, NG, SI and GC. They won't...

I have no opinion on the stock, but I just finished re-reading "When Genius Failed" and that was one of the trades that blew up LTCM. To be more precise it was a spread/convergence/arb trade with the two classes of Royal Dutch Shell stock.

Spend too much time with that Fib/Golden Ratio stuff and you'll end up like Max in "Pi."

I thought that was some Atticus-like jargon, but nope, I went to the site and the guy actually sells old Playboys and T-shirts. I glanced at the auditor's report and at the end of 2012, he had $17 million under mgmt. I'm not an expert, but if that throws off 2% in fees, it seems those would...

You could try looking up Barclays and Deutsche Bank and their exchange traded commodity products (ETPs), which are divided into ETFs and ETNs. JO is the most active one for coffee. You'll note most of them have cutesy names like MOO, NIB (cocoa), CAFE, etc. But do your research, usually there...

Maverick74 - I think forum/message board software designers figured out long ago that if you make the search function too good, the talking stops. Now, that probably doesn't apply to a forum devoted to celebrity gossip, sports fans and current events, but I think it does here. Even at a place...

I think www.InvestExcel.net has something similar to what you're looking for. If it's not exactly what you want, toss the guy a few bucks and he'll unlock the VBA code.

Nostalgia runs deep. That same guy (not Maverick74 ) posts pictures of traders and clerks entering and exiting the building, scarfing down sandwiches, etc on Twitter. It seems anyone with a colored jacket and a badge is fair game. https://twitter.com/PitTrading101/media

Well, this isn't encouraging. In the attached image, the chart in the upper left is a time series of ATM IVs for particular option months. The chart in the upper right contains segments of the vol skew curves for the same option months. TSLA settled about $198 on Thurs 4/17 and if you look at...

Or, if you derived all the HVs, IVs and greeks on your own, and have rights (or could acquire rights) to resell the raw futures and options prices, go into the SaaS business and sell access to your dbase. I'd be a prospect.

That sounds like a thorough test. I thought if you were just getting started, the results might be skewed by the price and vol moves in corn, wheat, hogs, sugar and coffee over the last several months, some of them quite significant.

The clearing broker for OptionsHouse and TradeMonster is APEX so if you're not happy with some aspects of policy, accounting and execution at one, you're not going to be happy at the other. Definitely test drive the TradeMonster platform before sending money. I think it's OK for infrequent...

I don't have a suggestion, but a question: Are you getting these types of results only in a relatively recent testing period (say Nov/Dec to the present), or are they consistent going back a few years?

I don't know who the greatest was, but I imagine some research house has figured it out. Two comments/questions about that 30% annualized figure: 1. Is that net to investors (see Steinhardt story below) 2. What was the annualized return - 1982 to 1997? - that includes the first blow-up...

In the FWIW dept, Jared Woodard of Condor Options recently earned a PhD in Philosphy. As noted in a different post, his tiny CTA - Clinamen - isn't doing very well, but maybe Condor Options and volatility research pays the bills. http://condoroptions.com/about/

I downloaded the most recent version of TWS and have been messing around with this new component. So far, I like it, it has a number of IV and vol skew charts (snapshot and historical), option volume and open interest charts and a comparison feature where the IV can be plotted against industry...