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Possibly there's also another feedback loop in relation to US imports of commodities ... As dollar weakens, US$ costs of - for example - imported oil may rise. This would result in higher costs for many business (lower profits, so lower stock prices), and higher transport & heating costs for...

Hi, My first question would be “which market are you trading?” If it’s electronic trading of US stocks or US futures, then these markets open their trading sessions with a “single price call market auction”; all trades at the open will take place at the same market-clearing...

See: "An Inside Look At ETF Construction" http://www.investopedia.com/articles/mutualfund/05/062705.asp?viewed=1 ... in particular, the section on "The Role of Arbitrage"

Thank you for these. All are helpful stats to have ...

Here's a good recent thread that covered some of these points ... http://www.elitetrader.com/vb/showthread.php?threadid=182591

Here's one high profile example Refco http://en.wikipedia.org/wiki/Refco

Apologies if you have already studied this, or if you think it's not relevant if your broker is a different one, but here is what Interactive Brokers has to say about the matter ... http://www.interactivebrokers.com/en/general/education/faqs/safetyFAQ.php?ib_entity=llc

With reference to my earlier post above: Schwab ETF spreads (and as a % of yesterday’s close) at about 09h35 EST on 11/17/2009 (i.e. today) SCHA – $0.02 (0.07%) SCHB - $0.03 (0.12%) SCHF - $0.04 (0.15%) SCHX - $0.01 (0.04%) SCHC (not available yet) SCHE (not available yet) SCHG...

Am not familiar with these Schwab ETFs, but I suspect the average spreads will not be as tight as they are with some of the competing ETFs they list ... (I'll check this later today when the core session gets under way!). So, although perhaps winning on commissions, one could be losing on...

Thanks for this reference. Reading this, and the other links referenced within, was useful.

Thanks. I think this pulls things together nicely!

I have no specific insight (which is what you are asking for ... sorry!), but here are some ideas (best I can offer, I’m afraid!) ... a) “cheapest route” … that’s only a part of the best possible execution of a trade. If, on average, the spreads aren’t as narrow on EDGA (perhaps...

Hi, trd Here is some more background on the same: See http://www.elitetrader.com/vb/showthread.php?s=&threadid=152644 http://www.elitetrader.com/vb/showthread.php?s=&threadid=153941 And here are a few more gems from the BPTrader. Enjoy …...

Hi, trd Sorry if I’m continuing to misunderstand what you’re saying, but I think the same type of explanation applies… For example… While you (and probably many other traders) had a limit buy order at X, yet another trader placed a sell order at a lower price, Y, for a small...

Hi, trd Whether your limit order gets filled or not depends on the depth of the market at your limit price. Almost certainly, a) you weren't the only trader with the same limit price and, almost certainly, b) the total number of shares corresponding to limit buy orders at the same price...

Nice set of rules ... In fact I have been thinking the following. If you really are taking Fatal Flaw # 5 ("Lack of Money Management") seriously, and you are really making it a key objective to avoid "gambler's ruin", then I really think it's hard to justify trading futures... If you look...

Thanks wave - So 9/11 resulted in a c. 4% drop in S&P futures “in seconds” on Globex. .. Thanks vhehn - I understand what you are saying (and BTW I love your LLOYD's prayer ... genius!). I am not trying to predict when the next Black Swan event might be. I am just speculating that if...

Thanks vhehn Can you explain?

I want to guestimate a potential worst case max loss on a position. If my autotrading system issues a stop order while the market is making an extreme move, and if it takes 10 (or perhaps 100) times longer for the order to be filled (because all the rest of you happen to be trying to do the...

Am a FX newbie. What are the times that correspond with CLOSING prices for the EURGBP pair? Am I correct with the following? 1. Daily closing price: 4pm EST 2. Weekly closing price: 4pm EST on a Friday 3. Monthly closing price: 4pm EST on last weekday of the month 4. Annual closing...