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www.intrade.com I expect 30% of winnings and none of the risk. kthx.

Power companies use the weather derivatives markets to hedge their obligations to produce electricity. Crossing the spread meaning they must lift the offer or hit the bid if they would any reliable amount of liquidity. The cost of doing so is continually built into their operating costs.

They're primarily used by electricity companies who can afford to cross the spread out of hedging requirements. It's not a retailers game.

Did I miss the R-squared of your system?

http://learnpythonthehardway.org/

As if the market losses weren't enough to teach Infinium a lesson and the CME stepping in here helped in any manner against future events like this from occurring. Firms and their agents sacrificing due diligence in exchange for speedy development get what their actions deserve. Any firm...

Why are you assuming that is the case? If storage and interest costs were low enough to warrant storing beans and crushing them in 6 months, there would be no rational not to take advantage. The typical structure you're looking for is front+1 crush spread. Same for the crude crack - one...

No.

It was a result of their earnings. No TA could have spotted that and could have just as easily ended up below 5.00.

They are commonly used by HFT strategies subject to minimum liquidity requirements across legs and assets.

Just develope a tiered vol-based algo switching management program. IE: Tier 1: Activate X strat when IV on the vehicle is <=30% Tier 2: Activate X.1 strat when IV is 30-40% Tier 3: Activate X.2 strat when IV is 40-60% Tier 4: Activate Z strat when IV is 60%+ DEFCON5: Deactivate all

Should we write the code for you too?

Why not just use CME's? http://www.cmegroup.com/trading/fx/emerging-market/chinese-renminbi_contract_specifications.html

Not sure that's accurate. This guy may have some insights for you: http://frontrunthedelta.blogspot.com/search/label/triangular%20arbitrage

http://online.wsj.com/article/SB10001424052970203752604576641293119362426.html

Unpossible.

A synthetic put is the process of selling the futures and buying a call to protect your upside exposure. This can be effective if the curve is skewed to the puts, thereby allowing a hedger to lock in a lower cost hedge than buying an outright atm put. This also eliminates the potential for...

kickout, my firm handles producer and consumer hedges if you'd like to discuss some of your options more in depth. The mini contracts suffer from much less liquidity, wider bid/ask spreads, etc. And I do not believe these have exchange listed options. If outright puts are too expensive...

+10 pts for including a Sneakers reference in any argument. nitro wins.

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