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Have you looked at www.qmatix.com? Some screen shots: http://www.qmatix.com/XLQ_Screen.htm I don't own it, but I had the site bookmarked for review. It looks like the output is in Excel so presumably you can customize until the cows come home. Plus, the developer sells his time on the side.

You might want to look at www.investexcel.net http://investexcel.net/category/option-pricing-2/ The guy who runs the site has a lot of option and financial models in Excel. Most are free. If you want the formulas/VBA, he charges from $3 to $10 per model. Even if it's not exactly what...

ManinJapan, This one from USDA NASS includes the reports that were released today. http://www.nass.usda.gov/Publications/Reports_By_Date/2013/March_2013.asp You need to watch these three depts within the USDA: NASS - national agric statistics service ERS - economic research service...

But you wouldn't know it from today's "VIX" for corn, soybeans and wheat (Chicago wheat).

Thanks for the responses. My futures spread knowledge begins and ends at some simple intra- and inter-commodity stuff in the grains. One of these days I'll dig into the energy complex. P.S. Thanks, Comintel for the intel on IB. I'll have to pay close attention next time I do a spread.

I may be missing something, but above there is a comment about "routing it directly to the exchange." I understand that when equity options are being traded, but the OP was talking about crude oil (CL). I didn't think there was any choice with exchange-traded commodities - if you trade CL it's...

It sounds like OldNemesis is a credit spreader who is not levered 9:1. A rare animal, perhaps the only one in the world. I hope he can find someone to mate with or he'll be the end of the line, just like Lonesome George. http://en.wikipedia.org/wiki/Lonesome_George

He's not. It's a paper trading account.

OK. I think my post is way off then. I glanced at the site and they charge up $7 to $8 RT for the agricultural and energy contracts under the "X-Trdr Free" tab. Must be some platform because those are steep commissions for the self-directed trader.

If the lowest tier in volume (highest in price) costs $6.65 per round turn, and they are simply a conduit for $1.14 (ES) up to $4.04 (NYBOT softs) in exchange and NFA fees, that leaves from $5.51 (ES) to $2.61 (softs) in gross margin per round turn. I'll make a SWAG of $4.00 gross margin...

You might take a look at this site. They've been doing it for a couple of decades and there's a list of the adjustment dates. http://pinnacledata.com/clc.html#details

Look up 'depth of market' often referred to as DOM.

Ofthomas - Any idea if they will keep producing the 24" monitors that are 1900 x 1200 or are those going the way of the dinosaur? I bought two-Dell U2412Ms about six months ago and I like them a lot. Almost double in price compared to the far more common size of 1900x1080? but they're very...

What about the monte carlo probability calculators? I'm referring to the ones that spit out the probability of touch and settling OTM, not the option pricing models that use monte carlo simulations. One of the inputs is volatility so should a person use HV57 if the life of the option contract...

If you only need equities data and you can live with end of day, you might look at www.optionistics.com. I'm not a subscriber because I trade mostly futures options, but I looked at the site when ET member OldNemesis mentioned it (I think it was him). It's a well organized site and you can...

MarketSurfer, Don't pay any attention to all this bad-mouthing. If you're a single guy, you'll soon be scoring with hot Florida babes like this:

"Finding Florida" was reviewed in the WSJ over the weekend. "An exhaustive, sometimes disheartening chronicle of the rogues, connivers, hypocrites, scoundrels and thieves in Floridian history."...

PM, Maybe one of the reasons you bump heads with the numbers guys is because you're making an assumption that their analysis is static and they're making long term trades. First, I'd wager that a lot of their trades are relatively short term, and therefore less prone to the outside...

You are correct. Your P & L may be all over the map leading up to expiration because of changes in the underlying's price, changes in time and changes in volatility, but $61.50 is the b/e point AT expiration.

Thanks for the info. That's a lot of storage for free. I wonder how/when they plan to make money from it. Box.net is one more option. 5 GB free, lots of corporate customers, in business since 2006. It's just a place to store and share files, though. To my knowledge they don't offer automatic...