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I called IB with my question. The first customer service rep I spoke to did not know the answer, so he escalated me to the Trade Desk. The Trade Desk was initially stumped, too (which was satisfying to me that it wasn't a dumb question). After waiting on hold a few minutes while they tried to...

Using IB's generic combo function, I created a spread quote for (NQ - ES). NQ's price is currently 3925 and ES is 1920. The spread price IB displays is -877. I know the multipliers are 50 and 20 for ES and NQ, respectively, but I still can't figure out how it gets -877 as the spread price...

Ag futures are seasonal (planting, harvest) and price is strongly impacted by weather. The demand/supply influence on the futures curve is often discussed in energy futures where demand is reflected in the front months and supply in the back months.

Fair point, but keep in mind that two time series with a zero correlation still move in the same direction HALF the time. See the attached chart for an illustration using two sine waves with zero correlation.

My GTC limit order was finally filled. In IB, there is a menu option to review the audit trail which contains a lot of detailed information about the execution of an order. I noticed there is a date/timestamp for when I initially placed the order (there are other timestamps, as well). So it's...

I'm reluctant to resurrect a thread that's over three years old, but my issue is similar. I entered a Eurodollar (GE) futures spread GTC order last week and I expected it to get filled today based on the prices shown on my intraday spread chart. It's possible my order didn't get filled...

Here's a great site for charting futures curves. You can even plot historical curves. I love curves :) http://www.marketqview.com/forwardcurves.php

Bravo!

You are asking how the price range (high-to-low) over the entire lookback period compares with the price variance (close-to-close) for each price bar. I think we can say that the more uniform and flat (non-trending) the price series is, the closer R will be to S and the ratio (R/S)will be...

Another high profile HF manager, Paul Tudor Jones, is closing his managed futures fund. Interesting blog article takes the point of view that he did not blow up in some spectacular climax but went into a drawdown from peak that spooked investors...

That's a key point. SSD's are faster than most HDD rotational drives for typical writes, but slower than the higher-end HDD's for mass writes.

The IRS is requiring brokers to report options trades beginning in 2014. So tax reporting for options should be easier when you prepare your return next year.

Agreed. Even with PM I can't understand why she would sell these far OTM puts naked instead of spreading them off by buying even further OTM puts with a large strike distance. The impact to return is very small and the reduction in margin is huge when the market approaches your short strike...

Electronics are so efficiently made in Asia these days that you can't build your own for cheaper. Remember the old days when you could by a "kit" at Radio Shack or Heathkit. That DIY model is long gone. For example, these days you can buy a multimeter at Harbor Freight Tools (with a coupon)...

I prefer Dell because 1) they are so popular that you can easily find a lot of support info in online forums, YouTube DIY videos, etc., and 2) they offer an extended warranty with in-home support (they will send a tech to your home to fix problems they can't solve over the phone).

SSD reliability is generally related to the controller chipset on the drive and has little to do with the flash memory. This is Intel's strength which explains why their SSD's are rated so highly. Here's a recent article on a torture test performed on a few SSD's to gauge reliability...

A 7200 rpm HD with a generous onboard cache will be an improvement without the compatibility issue. The performance improvement with an SSD is most apparent during bootup. But once you're up and running, not much difference as most files stay resident in memory after the initial access...

This annual report is a good read if you trade futures: http://www.futuresindustry.org/downloads/FIA_Annual_Volume_Survey_2013.pdf

For those of us old enough to remember...

Thanks, very informative. I didn't realize there are so many other trading instruments that don't get retail exposure.