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I am trying to simulate historical margin requirements. My starting point is : Margin = 3 * AvgTrueRange(30) * BigPointValue; where bigpointvalue is the $ worth of 1 point move in that specific futures market ( $50 for ES). AvgTrueRange(30) is the 30 day average of true range which...

I am not familiar with what FX CTAs would do in this case. Sorry....

It is number of contracts (roundturn) per year per million dollars under management.

I am also curious about DV trading. Does anyone have and new feedback? Thanks.

Thanks this is what I thought too. I'll definitely check in with NFA when the times. I talked to them couple of times previously and indeed they were very helpful. Thanks.

I have a similar question. I went through the NFA guidelines fro CTA disclosure statements. I wasn't still clear about reporting notional and nominal accounts... http://www.nfa.futures.org/NFA-compliance/publication-library/disclosure-document-guide.pdf On the first month, an account is...

Thanks, I agree. I indent not to store any IP on their systems.

I didn't mean to say that Advantage has a prop trading operation. But it looks like TT offers per side pricing for lower volume traders. I just wanted to point that out. Most likely the firm I'm dealing with has that arrangement with TT too... Thanks for being frank there... I like your...

Yes for TT FIX connection. I researched it and indeed that seems to be the going rate. But there are places that offer the same connection for per trade basis. And it's only $0.05 per side.. http://www.advantagefutures.com/pdfs/Trading_Technologies_Info_Sheet.pdf

I got quoted $1900/month for connection/software fee! I am not sure yet though, if this is going to be right out of my pocket or applied to trading profits (if there are any). The thing is I don't need any bells and whistles and I'm not a high volume trader. I have a feeling that most of that...

Thanks jeb9999, that's what I was trying to figure out! It looks like somebody would pay $2k for this if they are doing lot of volume. Otherwise per contract pricing will be reasonable. I was kind of quoted $2k/month for this but I wasn't made aware of the per contract pricing...

Hey bone and Lucias, could you guys please continue your pleasantries in a different thread :)

Hmm, I don't know why it is that expensive! Is TT really charging that much for it? Or that firm is getting some nice risk-free money?

Thanks bone!

Thanks Ray... Are there others using NinjaTrader with a TT FIX adapter? Are you guys/gals paying a (high) monthly TT FIX connection fee?

Connecting TT with Ninja Trader... Does TT charge extra for using its FIX adapter? I am getting quoted couple of thousand dollars a month to use this interface... Not the Ninja part, TT FIX adapter part...

Hey guys and gals, Please try to keep this thread clean :) bone put in some good info here... He might be selling stuff but at least, spread trading has the least poison IMHO :)

bone, could you please give an example of an active NYMEX exchange-supported implied spread where I can see the market depth?

I haven't looked into spreads for bunch of years now. But indeed, they have tremendous ability to build a diversified portfolio around them. Most of the components will have little to none correlation between them... For retail, which platforms give you the native spreads from CME group...

I actually worked at an institution that traded spreads. Their drawdowns were very very low and it is still low. However, returns started shrinking. I am assuming that there more big players in that arena these days. But for retail, it might actually still be a safe trading alternative then the...