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The black bean is the GOAT.

Depends what you use it for. I trade a lot of things, but I always make sure I understand what is happening on the yield curve at any given time. The butterflies and rate spreads have lower risk than the outrights (usually) and they are popular with swing traders. Duration spreads like these...

I studied the history of futures trading. The CBOT pit traders would talk about this stuff. Spread trading in futures is hugely important to understand, not only because the exchanges give performance bond offsets (SPAN margin credit), but because the spread market is more important than the...

Can day trade the ETFs like TMF, UBT, TLT, etc. Can get exposure to rate differentials that way. You can trade the rate spread intraday, but its a crowded trade and the ICS market takes liquidity from the outrights. You have to watch the butterflies IMO, but there is plenty of action in the...

Lyle McDonald is the diet GOAT. https://bodyrecomposition.com/

VWAP is huge in the FX market -- maybe even better than stocks since stocks are so influenced by spread/beta/vol/rates markets. If I was gonna trade FX using technicals, I would use futures VWAP based on CME products, and the rates market (rate differentials, etc.) I use a regression type of...

I don't know about backtesting, but thinkScript is good for getting and manipulating IV with scripts and algorithms.

Using futures... The ICE NYBOT contract is $1000 times the quote on DXY. The gold contract is $100 times the one-hundred troy ounce contract on COMEX. So, you have ($1000 * DX) - ($100 * GCM3) = USDX/GOLD cross. Get software that can chart this, build an algo, and trade the spread. Can use...

Gibson SG.

In some cases, you can reduce your risk by having more capital. For example, trading a long/short stock position in related names. You can lever the difference of two related stocks. While requiring more capital, this may in fact have less risk on a gross exposure/notional basis. Buying an S&P...

Can you chart a spread (or custom symbol) with this software? Examples 50 * ES - 5 * YM AAPL - SPY XLK - 3.5 * XLF 1000 * ZB

Futures are the more capital efficient solution. If you want to spread the index ETFs, like long/short QQQ against IWM, then you have to have a risk based margin, or be subject to Reg-T margin requirements. That means you need to get portfolio margin. You can also spread the SP Sector ETFs...

The NYSE dow 30 order flow market internal is the best ($TIKI). The other relevant order flow things to watch are bond spreads, the index futures basis, and USD crosses/indexes/commodity prices. The volatility trade is king anyway. Those orderflow solutions (market delta, cumulative delta...

Don't trade crypto, but the price is respecting VWAP (white line) on the CME contract. There are volume/price algos working this thing (trust me), even if only to hedge or rollover crypto risk.

Banks make loans and accept deposits (assets and liabilities, respectively). In the modern banking system, and under the Fed QE infinity and reckless fiscal policies, money is created through the expansion of credit (via mortgage for example), the principle and interest payments are...

I think you're saying that you only have the current data. To get the SMAs, you either have to get the calculation from the data provider (this is likely unavailable) or record the real-time data into cells and then calculate the SMAs yourself. Is this the problem? To get around this, my...

With IBKR, you can use the DDE Socket Bridge API. Just download the .XLS example spreadsheet and modify for your needs. https://interactivebrokers.github.io/tws-api/dde_intro.html I use a VBA script for real-time charts, but it only has a 1s refresh rate. Next step is a python>excel>TWS API...

IMO, it's much better to combine a VWAP and residual based model. Get the CME futures data.

Try to think about it like this. The bonds going down means that cash outperformed the security over the short term. In other words, by holding the asset, you took a risk that interest rates would not go up (and cash outperform the security). It does not change your yield if held to...

Oh, I get it. If you buy something like TLT, you want rates to go down. The institutions are holding bonds while short rate futures to protect their principle (liquidity position). That or they are long rate options (puts) to protect their capital. If you just own the ETF you have unhedged rate...