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With T4 it'd be TradeSniper right? Perhaps the fact that it's not a submit/cancel style spreader but instead a "sniper" style could be contributing to this? They actually do - the "combo" instrument trader, and yes: it's lousy. Although perhaps moderately better than manually legging...

Not to mention that they're all insanely overpriced for what they actually do technically. This isn't a rocket science problem but it's sold as one.

So change it to 2 different entry prices? If your strategy is so rigid that you can't change the contract count used I don't know what to offer to solve that brain damage.

If you're a software engineer the inability of Bitcoin to realistically scale should be screaming out at you too.

And aside from some minor intrinsic value gold is basically faith based as well. The only thing with actual intrinsic value is that which is utterly necessary to survive.

It's gotta be physical gold though. There's no way all that COMEX "gold" will be useful when you *really* need it. If I'm not mistaken they already control and limit the amount of physical settlements that happen.

Interesting wheat post on Twitter:

If you use resting stops use a stop limit with a wider range such that'll become a marketable limit order if hit. The key takeaway here is that we're getting your stop on CME and not IB. I do this for all my stuff. Around 10-20 ticks or so of slippage allowed depending on instrument. Usually it...

That's because IB is holding your order on their side when the platform sees you're trying to use a GTC order with these specific ICSes. Also if you're using a stop and not a stop limit it'll be on IB in all cases as CME doesn't support stop market orders natively (only stop protect or stop...

Kim: why run a "trade service" if you have an edge? It cannot be about liquidity in individual products or individual account size because your entire member base nullifies that when they pile into the same trades. Why would it be beneficial to sell the edge when you could simply preserve it and...

Yet another reason to trade ES options. I don't know why you guys keep screwing around with CBOE.

I don't really do much on the equities side but aside from CBOE specific products I thought complex option trades went to the COB on ISE? Or is this old info?

Now let's see him actually realize those gains in USD. The dirty little secret of hotel Bitcoin.

If I remember correctly there were actually 3 main players here in the order of: ? -> Amaranth -> Centaurus. Who was the guy/fund that Amaranth swallowed?

Yep agree. I don't think the contract count is constant. They're simply used as the standard unit of X% vs Y% of the total funds value.

This is because the typical "mainstream" assumption about time decay when it comes to ETFs is that it has to do with volatility drag with leveraged ETFs. "Time decay" can also apply to ETFs long an underlying in contango or short an underlying in backwardation. Absolutely nothing different about...

Totally forgot about @s0mmi for some reason but he's one of my favs for sure.

@atticus, @riskarb, @convexx, @destriero, @sle, @newwurldmn, @sellindexvol66, @ogarbitrage, @bone, @Maverick74, @Wingz, @Martinghoul, @globalarbtrader, @donbright, lotta different other people I'm forgetting right this second but there are tons of great posts buried on ET.

That's not what Bob is talking about. He was describing arbing the ETFs against the futures. Forget about that as I'm sure it's locked down. As far as that link goes it's just a spread trade that varies over time. If you want to trade the curve trade the spreads directly on CFE.