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:p :p :p:D :D :D

Bank CD's are about 5-6% per YEAR.... Are there any strategies that gives at least 1%/month? (with >95% chance without pure directional trade; partial directional or spreads are fine)

That's exactly the point. I am looking for strategies that are close to zero market exposure (not necessary zero) but at the same time balance by risk/opportunities that oscillate for a swing trade. (If possible, any kind of spreads even between 3 pairs/trios that widens and close in less...

Anyone here into Averaging Optimization & Martingale/Kelley Variation Models applied to Index Futures hedging? Is there an optimal way to position size your shorts to protect profits already made by your long trades? I was just wondering can these models be modified in a long/short...

Anyone here into Averaging Optimization & Martingale/Kelley Variation Models applied to Index Futures hedging? Is there an optimal way to position size your shorts to protect profits already made by your long trades? I was just wondering can these models be modified in a long/short...

Anyone here into Averaging Optimization & Martingale/Kelley Variation Models applied to Index Futures hedging? Is there an optimal way to position size your shorts to protect profits already made by your long trades? I was just wondering can these models be modified in a long/short...

If the interests cancel each other out, then I have nothing to worry about... I am not interested in making profits from the interest in the first place if you have read my first post ..I just want the spot FX and future spread of 40+pips to narrow. You need to re-read PARISJOM post before...

If divergence is a remote possibility, then why can't we make a profit from the spread? we want convergence of the spread between spot and futures. Speed is not the issue.We place long/short orders simultaneously at the middle of a 3 months contract and close both sides 2 weeks before...

But wouldn't the interest you received from the long position in SPOT FX partially cancel out the interest from premium in short position in currency futures? Is there a possibility that SPOT FX and currency futures diverge at expiration and why?

How do big players and institutions rollover their large postions in futures?

If the gap of 40+pips close up between eur spot and eur futures, is this a kind of arbitrage?

I know it is cash settled at expiration. My question is let's say if you were trading YM 2 weeks before Sep expiration and you wanted to rollover that position 1 week before it expires to Dec,how do you do it without cutting loss and restarting a new one This is like asking "do you know...

Let's say you just initiated a long position in YM 2 weeks before it expires in sep and you want to extend it to the next contract in dec... how do you rollover without locking in your losses?

Hi, How do you rollover an index futures without realizing your loss? Simply closing current contract and re-buying the farther contract means cutting loss such that you may not be allowed to keep the same number of contracts. Does buying a spread in the farther contract automatically...

Hi, does the spread between Spot Fx and it's corresponding futures narrow as expiration draws close? For example, if I long EURO spot and short EURO futures at the same time, will their values always come closer or farther apart as expiration date draws nearer? How does interest rate...

Hi, I can't find this combination trader using help index search in IB...under which icon is it in main menu?

Hi, I am using IB which does not allow arithmetic to be done between 2 cells like Excel. I want to create a real-time ym/es data cell and chart. Appreciate if anyone knows which platforms/websites provide free spread ratio charts.

Hi, I am using IB which does not allow arithmetic to be done between 2 cells like Excel. I want to create a real-time ym/es data cell and chart. Appreciate if anyone knows which platforms/websites provide free spread ratio charts.