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The decrease in Eurex FI futures volume has been coincidental with the decrease in US FI futures volume over the past couple of years, although Eurex volume has decreased a bit more. One thing to be aware of is that generally Europe is pretty much "gone" for most of August and December. You...

Do some research (i.e. Google) on how people identify/measure trends. Get your Excel up and running, some data from Yahoo, and try out some of these concepts on real data. This will tell you basic ideas from which they build their trading strategies. If you want more specific information I'm...

Give First New York Securities a call.

This is called triangular arbitrage, and these days if the arb strays by more than a pip it gets quickly brought into line.

You work on a macro trading desk, right? What do the FX accounts look like each day? How does the pnl change? What are the components of the pnl? Have you ever looked at this?

What you lack is leverage. By leverage, I don't mean financial leverage. You have no track record, no reputation...nothing. For someone to back you will take a rather large leap of faith. Due to these circumstances you will invariably get a "bad" deal at first. The deal will be bad...

Why don't you ask the traders/PMs that you work for?

No, I don't think you know the "high levels" because, as the previous posted suggested, if you did you would not have asked ask this question. When you look at SPX Index on your Bloomberg (which I know you have access to), what is that number?

Do you know what an index is? Once you learn about what they are and how they are constructed you will know your answer.

Before you start worrying about stops you should ask yourself if a Sharpe Ratio of 1.52 is different from 1.50 from a statistical perspective. Combine that with the fact that most systematic strategies produce Sharpes during actual trading that are much lower than backtested Sharpes (0.2-0.5...

The roll means you are merely "exchanging" one contract for another so that you maintain exposure even though the contract you are currently in is going off the board...no pnl (other than transaction costs) involved. In effect you close out the pnl (since inception) on the old contract and open...

You are thinking that futures contracts are like stocks. When you buy a futures contract at $100 you don't spend $100, and likewise when you sell a contract for $100, you don't get $100. I would take the advice of a previous poster and spend a large chunk of time on google learning the basics...

No, that is incorrect. When you roll from one contract into another contract you make $0 (excluding transaction costs). If you think about how futures contracts make or lose money you will see why. Not to be a d*ck, but have you ever traded a futures contract (or been an assistant for...

Ok, then, what is your answer to (2)? Alternatively, what is your answer to my question about how much money you make or lose on a roll?

How much money do you make or lose when you roll out of one contract into another contract (excluding commissions & spread)? If you can answer this question correctly then you will know how to deal with the data (for the most part).

According to ICE, there is a 1st Notice Day: https://www.theice.com/productguide/ProductDetails.shtml?specId=23

What, exactly, do you mean by micro-structure?

You need a prime broker (who can do the repo) who is willing to take you on as a customer. Kinda tough if you are small size. I would suggest Merlin (my impression is that they sort of cater to smaller accounts).

Dude, the ONLY way to make a profit is to liquidate your position and stare at the cash in your account. Anything else is just a hedge (with UNREALIZED pnl on both sides). If there is some reason you need to stay long the stock, then fine, but don't ever think that anything other than selling...

Again...right on the Bloomberg screen it says volume numbers are scaled by 100.