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you are trading the rolling forwards, or the specific-date contracts targeting at the 3rd Wed in each month?

are their settle prices always the same? any thoughts? Thank you!

Take Copper as an example. LME futures are in fact forwards, rolling every day. They don't have the monthly futures, e.g. LPF1, LPG1, LPH1, etc. (using Bloomberg symbology) So how to trade the LPF1, LPG1, LPH1, etc. ? Thank you!

Hi all, Have you experienced the following? When building continuous contract using the backward adjustment and forward adjustment method, there is a trend or drift, very obvious... is that a fake trend? or there is something real there? Any thoughts?

IV may not tell you much - IV is a measurement of uncertainty... when the report is due, of course the uncertainty is high, hence the jump in IV... but the realized outcome can be random: prices going up or down...

are the total crop acres relatively constant each year?

In a crisis, when things all go wrong, they have a positive near-1 corrs as well.

be careful - corr on price series is often spuriously high

Lets say you want to buy 100 CL Dec10, and buy 150 CL Jan11, There are two possible routes: 1) buy 100 CL Dec10, and buy 150 CL Jan11, as outrights; 2) buy 100 CL {Dec10-Jan11} spreads, and then buy 250 CL Jan 11 outrights; 3) buy 250 CL Dec10 outrights, and then sell 150 CL...

anybody?

Yep, I am currently executing trades thru TT manually...

Btw I am looking for people who follow the Turtle rules, either original or modified/improved ... Lets discuss... I didn't mean to look for the "original" Turtles trained by Dennis... :=)

I posted this in the Trading forum but got no response. So I post here again and hopefully can get more feedbacks. --------------------------------- Any Turtles traders here? What are your recent experiences of the Turtle trading systems? I just finished reading the Turtle book and...

So that's no use, what we want is exactly the execution via TT, which is not free. So lets focus back on collaboration of developing programs that do the execution.

Continue limiting up? It sucks - a few days back corn was limit down and I cut my risk... and now I am on the right side but my risk is not full-blown. It's well-known that if you are down 50% you need to make 100% in order to fully recover... I got down but I cut my risk and so I...

Anybody actually read the whole report? Care to summarize the points?

Anybody care to tell us more about Ninjia + TT? We have already been trading manually thru TT Xtrader Pro... Do we need to pay for NinJia? And how does the connectivity work? Is it buggy?

Any Turtles here? What are your recent experiences of the Turtle trading systems? I just finished reading the Turtle book and got a few questions unanswered by the Michael Covel book: 1. Did the Turtles do their calculation based on continuous contracts or individual contracts? Because...

Thank you! A few thoughts: 1. Do you have concrete difficulties on XTRADER API? Maybe I can help a bit? 2. In addition to XTRADER API, there is FIX API, maybe we can look into those. 3. If there is sufficient interest, we can hire some developers and share the cost. 4. Why is 2003...