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You can call them unofficial liquidity providers if you want... I say MMs cause it's what they do. I agree that spreads are quite tiny considering the daily range, but I will wait to see if it narrows further to trade it. Those contracts are great for trend following.

At the time, it seems that only CL has decent B/A spread intraday. Do you think NG, HO, RB spreads will narrow with time ? I guess it would be difficult for MMs to make money while maintaining a 2 ticks B/A spread on NG for example...

1es:2nq I would say. Spread trades are not really better than outright.

Not trading oil, gas... intermonth spread at the time, but for the electronic market, CL seems to be the only one to have sufficient volume for intraday strategies. NG may be possible. HO, HU, RB seems too thin. Am i wrong?

From what I observe, new products are most of the time well priced if you are looking for arb opportunities. Market makers adjust their bid/offers to fair value and opportunities appearing on OHLC datas are mostly due to the low frequency of fills. Arb opportunities come with volume to me. I...

Tradatraitor ... That suits me perfectly:D

Drinking before trading?... It wouldn't work for me, but people are different. One beer after one *profitable* day trading is my way to go. But seriously, I have never drunk in the morning( although I'm french , you know so I would have excuses... ), don't you feel crappy for the rest of the...

Thanks.

Sorry, what does it means? thx.

Every trade is important within every system and the difference between a profitable system and a loser is thin, so I don't think it's a good idea. Perhaps if you have really consistent systems that makes a lot of trades...

As you're trading full time and not really young, 1 year 'til profitable is good, 3 years is OK but 5 is too much. So stop and go ahead. Move on to another thing. It's better for your family... If you really mind, try to program an ATS in your spare time and when it's OK, release it just...

Hello, I'm a TS brokerage ( RJO Brien ) customer and I would like to know if someone has experience about futures spread margin application on TS. I am trading an inter commodity spread( index futures ) and on my reports i have something like a 700 $ margin overnight whereas i have a 6200...

Would your 4 winning trades have been losers if filled through e cbot? I doubt.

Thanks.

http://www.cbot.com/cbot/pub/page/0,3181,1039,00.html It seems like it's free information. Are they interesting? i wanted to subscribe to ag report, margin and contract news. Thanks.

Ok thanks. I assume it 's the same for initial margin on TS. In fact, on say an intramarket spread, you have the full margin of 1 single leg for a little amount of time ( less than 1 s with my system )and then the global reduced margin until exit. Am I right?

Thanks again. In fact, I'm on TS. I was just watching IB website to see if there were different informations. On TS, on the daily futures margin requirements PDF, they say that SPAN margin "may" be applied and vary from exchange rates. I have sent them an email to know what it means...

Thanks a lot. To me, the difference was only a terminology problem between stocks and futures. Thanks for explaining, i get it now. I was watching TS and IB sites to find if there is a reduced margin and I didn't find it. Do you think I have to make a request? Do you get some reduced...

Hello, Is there some retail futures brokers offering reduced margins on futures pair trades( calendar spreads or intermarket )? Thanks.

Is it only TS? It's really weird. It's like there is few transactions...