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I doubt it. You can make 10% in a day? Doing what exactly?

I'm up to $122,000 total funds counting everything if I walked away from my job today. I am considering all options for my future. The edge I found is very real though. That's because I have a structural edge. All these other guys have weak edges. I'm gonna be rich someday.

In my opinion the only thing that really matters is your free cash flow/debt to equity/net worth and your personal freedom. Money is money regardless of how you make it. My account is just getting riskless interest while I am working. Don't have time to trade yet with my current job.

This guy is awesome. I would love it if he talked about his methodology, but I understand if that is a secret. Couple questions. (1) Does your method inform your position sizing, or is that a set amount of your account size? (2) When you say 'many years', how many years are you looking at...

The fund managers make money on the 2/20 model (AFAIK). I don't think they need to worry about a loss right? So what if they lost some aum. It will probably just mean more forward legal expense right? Hell, it may even be publicity. I bet there is a AI out there who read the story and...

That feature is in TWS Mosaic, yes. There is huge edge in being able to process, analyze, and transform spreads. This is quant stuff though.

TWS is underrated in my opinion. Things I like: Basket Trader Book Trader Charting Spreads ( IB calls them 'Virtual Securities') Hot Keys (Can pound keys to send orders, getflat, reverse, send brackets, etc) Cheap Data They pay interest on cash balances IBKR is a big FCM with a stock listing...

ThinkorSwim can easily do this. Interactive Brokers can do this as well. In IB TWS just right click a watchlist and select "Virtual Security." The only problem with it is that it can't be overlayed against another instrument. But any instrument can be overlayed against the Virtual Security.

I very much agree. In fact one of my major goals is to have enough funds to be able to trade the ETF pairs and sector spreads of the type mentioned. So much opportunity and possible trading ideas to consider. Very versatile trading style. I was shocked to see this come true when Trump...

The dollar value of the spread is on the right side of the chart. There isn't really a tick value because the long leg ticks at 40 dollars per NQ point and the short leg ticks at 15 dollars per Dow point. I just send a basket order for both contracts using basket trader. This is a basket...

Yes. It's important to realize that this type of trading is based on fundamentals and market structure. The index spreads can tell you what these groups are doing. These are the market participants who's actions will determine the index values in the near and medium term. My only problem with...

There is a good reason to swing trade index spreads. Here is a chart of weekly NQ/YM spread. The NQ/YM index spread is trending higher this week. In my opinion you can see the large speculator group sizing in on late Monday and early Tuesday. It looks like they became bearish on the...

Yes. I am making new tools now. I am using IB TWS EXCEL DDE and VBA scripting to make charts of indexes and futures using Excel! I make really good tools by programming the ThinkorSwim software. I use ThinkScript to make indicators and study and mathematics and statistics functions. That's...

Hi qlai. This is the big secret that everybody doesn't understand. There are basically two things you need to know (at the very least). There is the PREM. This is the spread between the ES and cash. And then there is program trading on NYSE and NASDAQ. (1) If the ES bid is raised above the...

The answer to (1) is that there is no book for index spread orders on CME/CBOT. There is significant margin relief ~75% reduced margin. The answer to (2) is that in my opinion it is worth trading them. However, it is not easy and requires you to understand how these markets work in relation...

I've got a suggestion. You go long a high beta index future and short a lower beta index future in dollar volatility adjusted ratio. Then you are both long and short but at the same time you are in a bullish position. The equivalent options position (i.e. synthetic) is to Long Call /...

I'm using ESU9 GLOBEX USD NQU9 GLOBEX USD RTYU9 GLOBEX USD MYMU9 ECBOT USD ARE working. THANKS! I'm also gonna need the SPX RUT DJX NDX indexes.

Hey guys I can't seem to load the mini dow contract ticker data into the excel dde spreadsheet. I tried GLOBEX ECBOT CBOT as the exchange and that didn't work. What should I do? Hmm, it says ID: 18 CODE: 200 Message: No security definition has been found for the request. I have data...

Basically, I meant immediate vol. Things like, shorts are about to cover; contracting range will occur at this level; this range and level are about to be abandoned; trend will increase in strength and narrow range. This kind of things. I spread index futures and daytrade index futures.

OK. I would tell you to go to http://www.market-topology.com/ and find stocks and etfs with low correlation. This does not help with futures so you will have to refer to Robert Morse's post on that. I'm assuming you want a diversified portfolio of uncorrelated assets now. You can build such...