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The probabilities and statistics are not enough in and of themselves because big quant. players are running the same statistical studies and making the same conclusions and making trades that arbitrage away those inefficiencies, so the opportunities do not last long. They have lower...

https://mega.co.nz offers 50 gig free but you will have to do your own backups to it.

People are over-interpreting this. The EU merely asked that the money be raised by Cyprus. They had originally expected that Cypress would do it via a fiscal tax on only wealthy depositors, as part of its anti-money-laundering goal. Cyprus did it this way on its own initiative, it...

I guess you are referring to higher volume traders. For low volume traders, their published futures rates appear to be higher than IB under 100 contracts a month (and even under 1000 per month if you take into account that the platform is free at IB)...

I thought that internalization is not permitted for futures and that all trades must be executed on the futures exchange?

Wow - the volatility surface. Are you looking for kinks to exploit?

By the way here is an outstanding paper by Paul Teetor on how to program in R using functional and vector programming styles to get good performance: http://quanttrader.info/public/FasterRCode.pdf

For both futures and stocks options? Just asking - I do not know. It is probably not necessary in many cases. I think if you set up a quote line each way (smart routed and directed), in some cases you can see a narrower bid and ask in directed and you can make a choice......that was my...

Use directed orders, not smart routing.

CME published commodity futures options parameters (including delta, volatility etc which they publish on the web and for clearing) appear to me to use about 365 days per year. So I think they use that in their model. I am using it. It vastly simplifies your calculations to use calendar days...

True but as you allude to, most ES traders do not totally ignore related events on their side either: Fed meetings, Debt Ceiling, Apple earnings, Fiscal Cliff, Sequestration ..........maybe they should but most do not.......

You can gain diversification by trading both. Grain futures are often uncorrelated with stock futures. So you can gave huge moves in the grains even while stocks are flat.

Some of the VPN services such as HMA http://hidemyass.com/vpn/ should be superior. I spent a lot of time evaluating and HMA is best - most popular and reasonably priced. You can use a VPN terminating in the city your broker is in, and I find that sometimes this gives a faster and more...

I had not heard of Julia before but found some saying it will not / will replace R / Matlab at http://stats.stackexchange.com/questions/25672/does-julia-have-any-hope-of-sticking-in-the-statistical-community

Their quotes are almost identical (apart from factor of 10, differing hours and leverage, and slight differences due to cash versus futures). Of course they are arbitraged against each other by many bots so they are all but identical apart from those minor adjustments.

I do not doubt that you have had problems with R but I have upgraded through the last 5 releases with essentially no problems. (I never had many problems before that either). I am using Windows. Every time, I do a clean install and re-download and install all additional packages that I am...

That's good. I'm just giving some background for those who do not........I think it needs some context to be discussed meaningfully....

Of course futures and futures options are mark-to-market under section 1256 with 60 / 40 capital gains. Robert Green says: "This 60/40 split gives commodities traders and investors an advantage over securities traders. For this reason, most profitable commodities business traders don’t...

Cunningham CTS T4

The CME has paid Farmers and Ranchers who lost money in PFG out of its CME Group Family Farmer & Rancher Protection Fund. However, it is asking the PFG Chapter 7 Bankruptcy Trust to partly reimburse it out of the remaining PFG client funds for what it has paid out, as assignee of their...