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Get on the CME Globex website under educational resources - lots of great and free info/pdfs

Crude Oil Calendars, Nat Gas Calendars, HO Cracks, RBOB Cracks, HO Calendars, RBOB Calendars 'Calendars' includes butterflies, condors, and strip strategies of all sorts.

I am using Knight Direct - they have an institutional grade pairs order driver platform that is server based.

Don't use anything Java-based if you can help it.

Yep. 0.55 per side. But I also trade a few thousand buys and a few thousand sells per day.

NewEdge in the U.S. for sure. Advantage says they're going to get it as well, but not sure if they bought a seat or have a give-up agreement.

It has been a bit disconcerting to me that many of my clients never kept daily trading journals in their previous lives. The best traders I ever knew were very clean with their mental approach in terms of the decision-making process. Eliminating repeatable mistakes and self-sabotage goes a...

I have a client who just bought a Nymex seat - the commissions are a driver, but so is the capital gains parking spot. I have paid as low as 55 cents all trading about 60K contracts per month (120K total).

I have a few clients who scalp products intraday based upon market action in correlated products - provided that the cointegration in favorable (that's a biggie). Myself and most of my clients use correlations primarily for relative value spread trading for futures and equities.

I'm just trying to get a sense of how many of you spread trade equity baskets versus a stock index future under an omnibus account.

Right here, right now, the Swiss Franc cash (not the Globex Future) is the instrument I look at first. Wonderful correlations, and has a sturdy quality in terms of intraday cointegration that just can't be matched by the dollar or the euro. The SF correlated with energy, certain...

ProfLogic: If your meaning of "consistent" is the entire lifespan of your 15 years of correlation study, then I cede your point. If your meaning of "consistent" is an annual refreshment of your correlation analyses, then I cede 75% of your point. If your meaning of "consistent"...

well, it's not utopia but is certainly the best bang for the buck. i have alot of clients starting to use it, and i got a subscription two months ago. works great with scanners, and supports exchange implieds.

the S&P 500 also has a pretty good correlation with copper as well. gold has a decent correlation with the swiss franc. i love correlations.

I have no idea what you're talking about. Nothing to see here, please move along please. (the secret is that there is no secret, but correlations and statistical fitness is the closest legit thing. stat arb is the case-in-point)

I have been trading spread differentials using technical analysis and statistical time series studies for going on eighteen years now. I have thirty clients, (many of whom are ET members) who also use my methodologies. Most technical analysis is useless for spread differentials, but some...

I stand by my contention based on my hands-on experience with the product in November and December of 2009, and a private message with more technical details I just forwarded to Yuri. As of January 2010, we couldn't get the CQG Spreader charting package to go back more than several days at...

Yshterk: I am referring specifically to the CQG Spreader product. I have used CQG for 17 years, and when I heard about their execution platform for spread trading I had to find out more. Joe Kaenen, the CQG Product Manager in Chicago is my contact there and I spent a significant amount of...

I have a client in Australia who uses it for index futures spreads like Nikkei vs. S&P and Kospi vs. Nikkei. I wouldn't call it ATS in the literal sense of the term the way he uses it - more like automated execution. There is an inherent limitation using the CQG spread trader or the TT...

Regardless of the market space (energy, currencies, grains, metals, interest rates, equities) or the holding timeframe (months, weeks, days, minutes, high frequency stat arb) the basic tenets for relative value spread trading remains: capture the difference between the products either through...