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You need to get the right ratio. Look at the relative contract size of corn to soybeans and neutralize for percentage moves. A Soy contract is currently $50*$736, a Corn contract is currently $50*$402. A ratio of roughly 2 corn to 1 soy is appropriate. 2C-1S

Allendale may have their own reasons, but it's hard not to get nervous with the supply & demand picture. Soybeans will have larger ending stocks than at any time going back at least 20 years. By a lot. Corn, on the other hand, will have the second smallest ending stocks going back 20...

Take a look for yourself: If you bought at the low, sold at the high, could move 500 shares of SPY without partial fills, and got lucky, you might make $20 a pop. In reality though, the odds of this are pretty low. That being said, there was just a long thread on the "premium"...

I built my own stuff on top of DTN's IQFeed. I put together a variety of filters and scoring systems to try to correlate multi-legged trades, and then combine that with the move of the underlying. Short term options which drive up call prices on down days is a hugely bullish signal. I'll then...

And if your Internet connection went down, would you sue your phone/cable company? If your computer crashed, would you sue Microsoft? Take a look at the material you signed to get an account at IB--you've waived all of their liability in these circumstances. Still, a call back would have...

Do you have any evidence of disciplinary action against Najarian? As to your second point, to each his own, but I strongly disagree. You can tell a LOT about underlying movement based upon the paper flow on options. Take a look at the "Bond Rally Nearing an End?" thread for plenty of...

Worth repeating and sticking on the wall next to your trading station. Capitalism is all about finding leverage and winning. Did Microsoft feel sad when they crushed IBM's OS business? Does GM feel sad that Ford is sinking fast? Why would you feel sad to take someone else's money?

I'm confused... Is NYMEX going to compete with NYBOT on identical contracts? NYMEX is going to offer through GLOBEX, but NYBOT is going to offer through eCBOT? What happens when CME & CBOT merge? Is IB now going to list both NYMEX and NYBOT softs? What a mess.

IB has something called the "Index Arbitrage" meter which measures this premium, which you can get by entering spx and selecting "index" (on my TWS, it popped up another window showing the "arbitrage meter") Unfortunately, you can't create generic combos using indicies, but you could play...

The definitions are completely confused. Here's a nice article about lambda (leverage): http://www.umderivatives.com/DW.Lambda.Winston.Ma.pdf But then another article starts with: "A third member of the Greek chorus is the option's Lambda, denoted by [Lambda], also called Vega." Oh...

Gamma (and potentially even Vega) is too important a factor, and so the formula you're looking for is much more complicated. Let's say you're trading the S&P 500, and it moves up 5%. Volatility will almost certainly get crushed leaving you with a more profitable position than a simple delta...

Right click, select "contract info". It will show you a multiplier of $5. But, the other posters are right--read everything you can about the contract you wish to trade on CBOT (or CME or NYMEX or NYBOT or...) before you trade anything.

futures trade for a lot longer than 15 minutes after cash close. YM trades until 4:00pm, ES, NQ, EMD, ER all close at 3:15. also note they trade (almost) 24 hours around the clock, reopening in the evening and going all night Which was my point. If the close of SPX futures is sampled...

If you can accurately simulate the stock market such that breakouts and other human-induced oscillations "work", you could create a system to easily beat the market. Nothing beats the real thing--look at forex. You can trade practically any currency 24 hours a day and get real human behavior...

No risk--I've done this with IB frequently. I've not looked deeply into the accounting details. If you're short stock and exercise calls, IB immediately makes the position go away--no waiting for midnight. Whether I'm being "charged" margin or not isn't clear.

Keep in mind that futures trade for 15 minutes after the close of the cash market. So, if someone had great earnings after the cash close yesterday, the S&P futures might close up 2 extra points. The next day, the futures market will appear to be up 2 points fewer than cash simply due to when...

Sugar #11 is sometimes called "international sugar", Sugar #14 is called "domestic sugar", and Sugar #5 is refined beet sugar (aka "white"). Sugar #14 specifically calls for sugar delivered at ports in the US. Sugar #11 is freely traded, sugar #14 is subject to a wide variety of American...

Yes, the mini grains can be traded, but there's no liquidity at all really. There are no mini contracts for cocoa, coffee, and the rest--they JUST (as of 2 weeks ago) got an electronic contract for most of these, and the volume is pretty thin there too.

I'm not sure I know what this means. People generally do not roll options from month to month, they'd get eaten alive in theta. You're thinking futures, when someone rolls from one contract expiration to the next. I've never seen an IV drop immediately before expiration due to a "roll...

http://www.chart-ex.com/ These guys have a variety of price-at-volume charts that are unusual. http://www.seasonalcharts.com/ Seasonal price charts http://futures.tradingcharts.com/ The "usual" charts