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Here is a question for metals options traders. Everyone at this point knows what's going on in silver. But the concern is that new ETFs (when they appear) will make the spot market more illiquid, and hence affect the way the futures trade. My question is how will this affect implied...

I looked up wool contracts on Bloomberg and the only ones they had listed trade on the Sydney Futures Exchange (these two) and the Australian Stock Exchange. Not familiar with the exchange you mentioned, but I would do my due diligence before doing anything.

You would buy one and sell the other, depending on your view of the relative richness/cheapness of the spread. However, I see that only 2 fine contracts traded on Friday. The daily volume for the broad contract averages about 6 or so. Do you really want to get involved in such an illiquid...

It's all about who is buying. TIC (Net Foreign Security Purchases) data comes out tomorrow. Regardless of issuance, if foreigners slow their purchasing of US gov't debt the market will start selling off.

Hi All - I am trying to get information on hedge fund capital introductions. We are a very small fx/futures fund that is looking to raise AUM. Thinking perhaps becoming part of a multi-strategy fund would be the ideal route. Was hoping that people might be able to throw out some names of...

If your "client" is a US based investor they can't use WealthLab unless they are a Fidelity customer. Ultimately, both platforms are limited as to their ability to perform analyses (mostly technical indicators, sometimes slightly more if you are willing to work at it). Good historical data...

Means that Eurodollars are quoted for March, June, Sep, and Dec expiration for a total of 40 contracts (10 years) at any given time, so right now the quarterly months that are trading are: EDU5 (Sep 2005) EDZ5 EDH6 EDM6 . EDM5 (June 2015) In addition,right now contracts for August and...

Go buy a book on blackjack and read about card counting. This is the best example of an "edge" that I know of. Take those concepts, along with the information in the other posts on this thread, and think about how it all relates to the markets. If you can figure it out yourself, then you...

No only are zeros more sensitive to interest rates than a comparable coupon bond, but they have higher convexity. This means that when interest rates move lower you will make more money than when you hold a bond that is less convex, and when interest rates move higher you will lose less money...

I've been looking at Trade-Ideas myself. What is the latency w.r.t. Insight, or any of the Whisper resellers?

Why don't you just use currency futures data as a proxy? Unless your strategy is specifically dependent on carry as a mechanism for P&L, futures prices should suffice.

Everyone here has a valid point, but what seems disturbing is the lack of gratitude and humility shown by the original poster. It's obvious that the original poster knows nothing about the markets, trading, etc. That's fine...however, he is trying to get a job in the industry in which he...

Wouldn't it be funny if the guys at Evolution were reading this thread right now?

1. Know current U.S. and, obviously, Asian market levels (equity, bonds, fx, energies, commodities), what they have been doing over the past couple of years, and the big macro stories in each market. 2. Know about some of the significant stocks in the Asian markets. 3. Have a solid opinion...

I think you have to differentiate between blow-ups. For example, one poster mentioned the discontinuation of the 30yr in 2000. I was short the 30yr at the time. The reason why was the Treasury had announced that they would be buying back old issues, and the cheapest part of the curve was the...