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I think this is a pretty wise decision, considering the upcoming elections. I've softened or exited most of my overnights completely, at least flat on all US indices. Not to mention my currency longs against the USD could all go down the toilet if Kerry gets elected. Why take unnecessary risks...

Thanks for clarifying, FuturesTrader - I have no doubt you are no shill for these people - In fact you were one of the only reasons why I even participated in this discussion. If you find something good about them, there probably is something behind it. I hope NTKN answers these questions, so we...

Interesting, here I am posting a few very reasonable questions to NTKN, less accusational even than many others, but my post gets deleted nonetheless. That's really corrupt I must say. Wonder whether the moderators are behind that (being paid to do that), or if it's NTKN themselves not wanting...

Looks like we share a decision again... Dangerous! Myself, exited most my currency futures positions today, couldn't take giving back anymore of the mileage particularly on my AUD long... Closed it just 70 ticks above entry a couple of days ago. Lame gain for a position trade... :( Closed also...

How about crude today, surf? Biggest drop in 22 months or so said the guy in the pits. Crazy stuff. You gotta be one happy boy! Have a bottle of champagne with the girl mate! And make sure you get the good, light, sweet stuff! :D Enjoy, - S

Try 1m, 3m, 5m, 15m. Number of bars computed? Not sure, the minimum possible preferably, for real-time evaluation? Yes, AB is the symbol for the ER2.

FuturesTrader, I've never used CQG, this is highly interesting stuff! If one had available calculation of correlation live and on-the-fly as you describe, then surely one could use quantified maximum correlative deviation in the past, base probability models on those figures, and exploit...

Thanks for that, swoop. In case you didn't notice, my comment you replied to was rather cynical. But hey, I could be wrong, and they really are as fast as the pro platforms. That said, of course you can have a good edge with news. If you're a a specialized ace at trading them, live in Chicago...

Cutten, interesting to learn that you're following news. That's the only thing that ever made me consider getting a feed. :p I have been using an SP & Naz squawk for quite a while though. I use LOS.net, they're the best out there I've found, by far. :)

"... economic numbers the second they can be legally released..." Nice. So are you guys as fast as Bloomberg or Reuters? Can I save myself the cost of a terminal and get NTKN instead?

Alex, I agree that the correlation between ES and ER2 is pretty high (I trade the ER2 full-time and the ES is my main reference). I also have traded them against each other a few times. But how on earth do you get a correlation of >0.95, by changing the contract size? Isn't the correlation...

... damir, I noticed you deleted the "If I had to bet, I would bet against the continuation of this correlation" part of your post... :D That would be an unusually speculative quant now, wouldn't it? :p Seriously though, I would agree with your comment. I find this kind of correlation...

Hey Nick, Here is your answer. You want numbers? Why don't you do your own calculations? Even if somebody actually gave you figures here, why would you trust any other sources than your own research? Just go into Excel and figure out correlations yourself. Do it with the "CORREL" function...

Ditto. :)

Me neither. What's the point? As for swoop[tr], I trade index & bond futures and even forex, or to be precise, the DAX, ER2, ES, ZN, BUND and EUR, JPY, GBP & AUD. Haven't traded stocks for years. Too much commish, too much tax, too little diversification etc. So what are you talking about...

1. Do you think you can be fast enough to react to news? 2. And if you can, then how do you know how to interpret them? 3. Even if you can do all this, how about the risk of fast markets? Do yourself a favor and ditch your news stream, and if you have a TV with financial news in your...

And, for a contrast, our local futs exchange offers no native orders whatsoever... Advance, Australia fair! :D SNFE

Oh come on Harris, are you for real? You are moving, what, $120K worth of face value per contract, and you don't even know your exchange rules? Don't you think you should know this stuff at gunpoint? And then have the chin to ask me to do the research for you? But hey, since you asked so...

Good! Good that it works for you that is! Personally, I also trade intraday swing, intraday trend and even interday swing and position trades now. On top of scalping, that is. I personally believe now that all trading timeframes have their pro's and con's, but if I combine and integrate them...

That's the trouble with the ES, you have a very wide bid/ask spread relative to daily range, at least nowadays. Which also reinforces that massive liquidity. Wish they'd finally turn the ES to .1 increments instead of .25, this type of tick can cost you a lot of profit potential over time. The...