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Cheers dude, not able to get it to work, but working with CQG to find a solution, thanks for the response!

Does anyone know how to chart the Bund vs. T-note (ZN) spread (or have links to other discussions)? NOT THE HEDGE RATIO!! I am currently using CQG and use the yield function instead of price. When back testing various trades, 1bp move in the spread show varying $ values. More than I...

Ha, nice call. Dollar Libor jumps and away we go!!!

Indeed dogfish, indeed!:D

You've posted this already

Not far from the truth!! lol

As per usual guys, thank you very much. I much apreciate the speedy reply. However, looking at the charts, I think I will probably knock this combination on the head. Like you say bone, I think there are better / more economical ways of expressing this trade. YOR.

To either Bone or Martinghoul or NAVEEVIa if you're still around/following this thread. I am trying to work out how you would go about structuring the 2s10s30s CBOT fly. Simply adding the TuT and the NoB I assume +5TuT-3NoB. Do you agree with this or have I missed something? If you...

bone, I have recently started looking at energy markets - namely the wti and brent arb and also the Brent calendar fly. Do you trade this fly? And if so, do you execute this manually or do you have any execution techniques that help achive better fills. Similar to that of the CBOT fly...

NAVEEVIa and bone, thank you both so much for getting back to me. Both responses were very very helpful. bone, I like your tip on quoting 2 seperate spreads. I do have a TT pro lisence and will give this a go. My only concern is that when things get very busy, I could get legged up or start...

Hey NAVEEVIa thanks for posting the leg ratios that you (used to) use for 2s/5/s/10s fly 3:5:2 - Even though you say you don't trade the fly any more I'm keen to have a look at it. Either NAVEEVIa or bone, do you know how to chart this fly on CQG or any other charting package. I'm not sure...

Thanks for all of the suggestions so far. I have been quickly enlightened. Still, I have the problem of charting the fly on CQG. Does anyone have any good suggestions on how to translate the fly on to the chart?

Cheers Atticus, this is exactly what i'm looking for. But I have no idea as to how to calculate the PV01 equality on the fly legs. Could you help shed some light on this for me. Cheers

Anybody know the 2s/5s/10s fly price/leg ratios? I've seen the one that NAVEEVIa kindly put up, but I was wondering if any one had any other suggestions. I've tried adding the 2's/5s with the 5's/10's but feel as though this is wrong. All suggestions welcome!!!

1dax / 5stoxx hedge dax - 2*stoxx on the chart Trades worse than either 2 outright contracts

Who cares about volume anyway? Prop firms can't move the mkt significantly. Prop monkeys are in and out, long and short. Long only pension funds etc.... are the big boys that will take a stock up/down +/-5% in a day (not including the obvious exceptions e.g Bear Sterns, the soon to go Bankrupt...

For anyone who even cares by now. In defence of 'Fat RAN', he'll squawk 'Joker-Talk' for free (Whilst eating doughnuts). Baitsee sounds like a monkey on a microphone And just listening to CNBC will leave you a mintue or 2 behind the info curve. 'Trade the News' are not bad:D

walterjennings - First - traders dertermine the bid/ask spread which determines the price (With no exception) Second - Don't try and defend against knee jerk price moves that occur around news/economic releases (It's impossible), just make sure you are positioned with enough of a buffer to...

Yeah, my MTS qutoes have been terrible over the past few days. Not worried though, I'm hearing Vlad's system has hurt Rotter quite baddly.

First, Eurex could not give two $hit$ whether locals, cowboys or robots trade on their exchange, eitherway, their volumes are increasing and so is their P&L. Eurex have never had a down day, Rotters' had more than i've had hot dinners. Anyway, the firm u want to know about is called aquarius...