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Joe, I'm obviously referring to the actual trading liquidity differences between ES and SPY, because I personally trade them every day. I obviously never intended to give the stock Wikipedia answer. Quit starting crap and heed your own petty admonishments.

You have to look at the component weighting in the basket and the relative execution slippage and liquidity costs for doing the individual stocks making up the basket and/or the SPY versus the futures index. The conclusion is that the index futures will provide more liquidity at the best...

I'm waiting for Linda Bradford Raschke to pay for an ET sponsorshop. Or Pete Steidelmeyer. I'm sure that they would satisfy the trolls - just check out their published CVs.

Gatling: You are entirely correct. Try timing the short. Long term. On your nickel. That's my point.

4422: There is nothing polite about Big D. I will gladly exchange bona fides in private confidence with a serious prospect. I offer my clients much more personal information and references than Linda Bradford Raschke or Pete Steidelmeyer. I am the most transparent trading...

Joe, you're right, but the Austrians are involved. We'll move that credit over to Guiness. Go, Thailand. Emrglobal: short the market. be the man. long term. you make a very lucid and reasonable point - but from a relative value perspective all the money flows are inbound. again...

Nobody has shorted the United States of America on a long-term basis and lived to tell about it. Did Osama hang on to his short for 12 months? Go ahead and be the first. The capitalization for your timing might prove problematic. Why is it that every other market in the World waits for...

Nobody has shorted the United States of America on a long-term basis and lived to tell about it. Did Osama hang on to his short for 12 months? Go ahead and be the first. The capitalization for your timing might prove problematic. Why is it that every other market in the World waits for...

Successful traders do not approach the market with a random expectation and then decide to somehow manage the outcome with a great level of skill to the point of positive expectancy. Cute thread but of no practical value in the markets. Buying bids and selling offers consistently in a...

Any time you introduce an arbitrary human decision into a mechanical trading system the entire premise is hopelessly compromised. If your human logic was as rules-based and lucid as the trading sytem of course it would not be an issue. Human decisions are never uniformly applied...

Big D (as he's affectionately known to TJ): Unprovoked, out of nowhere, you decide to attack me on a personal basis. A thread lays dormant for days, and then, TJ is not available so you start hitting on me?

Joe: You got your ass kicked by Alabama, so I understand the red ass. Would it be possible, in your two years and 200 ++ posts, to be anything but a bitch? For once, please extrapolate on a trading idea. Observers: please search his posts: he's a bitch. a bomb-thrower. he likes...

"You realize of course that proves nothing" Exactly - and that is the reply everybody would have expected out of you. You and your little buddy tradingjournals have no earthly idea what a TT price ladder is, much less an ICE Swap. Big D is a retail punter with a $6K IB account - nothing...

Well, Peternam, with an 8% return track record you certainly have nowhere to go but up. Why are you on ET, exactly?

How do you have the mental capacity to even type on a keyboard? What exactly does the term 'short Dec 130 call deltas' mean to you - that I'm long? Take another bong hit and nurse along that $6K IB account.

Anybody who shorts flat price two year notes for a directional play on interest rates would not have the intellectual capacity for any strategy beyond retail stupidity. Big D is clearly not a trader in any sense of the term.

The fact of the matter is that if you knew anything about rates you could have made a hell of alot more money with less risk than shorting of all things 2-Yr Notes. And looked better than a clueless retail punter in the process.

"Part of the point of posting this was to illustrate why spread trading is generally retarded" Name a yield curve spread trade outside of the STIR market that did not have a better risk/reward skew than being outright short 2-Yr. Notes. That includes 2's vs. 3's. Same amount of capital...

Darth: I realize that, and was simply calling out one of the bombthrowers regarding ICE PJM and HHNG Swaps. The ICE and Clearport Power markets at present have no liquidity to speak of - most of the funds and banks active in those markets have folded.

Cutten, Paterno, Tzu, Big D = Retail Punters, Amateurs.