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I would like to check the correlations of some futures contracts but not sure if I need to adjust the contracts or not. Do I just run it based on the price? Or do I need to change it to a dollar value (close multiplied by point value) to get a true correlation? Any comments on this would be...

thanks, but Ive already looked at that, Ive spoken with him and it doesnt handle the kind of real time, high frequency stuff that we need (Nor all the products). Thanks for the tip though

I was wondering if anyone knew of Option software for portfolio analysis. Preferably one that can be linked to TWS. Im having continual problems with TWS's risk analysis software and IB arent in any hurry to help out (suprise suprise). I dont need it for order management, just for Geek...

she probably picked her target and drank him under the table before moving in for the kill. Looks like she could outdrink a russian!! And I feel sorry for the guys who live in the state where she passed as a beauty pagent participant......

After starting out on SPY, I have just moved over to the ES as well. seems to have better liquidty, and form what I have seen so far, will reduce costs over SPY.. Not sure about NQ though, havent tried that one yet.

Sorry, that should have rad staying well away from 'Nymex'

yep, staying well away from Ice, looking at the Liffe/Ice spread actually. Trying to figure out how convinience yield figures into this.

Latitude, thanks for the tip. I had a read, but it seems to be talking about the difference between spot and futures. How does one relate that to the LIFFE/ICE spread if you are spreading the same month? In this case would the Liffe contract act more like the physical due to the fact it is...

hang on a sec, you dont even know how to look up the CME website, and your in for 5 contracts on a hunch gold is going to 'explode'??? Stupid?? Or just lazy???

Thanks, only one way to find out I gues.....

Smalls, thanks that definately makes sense. I wonder if anyone out there who trades both has anything to add to this? Cheers

Ive had a look at the LIFFE and NYMEX Cocoa contracts and there seems to be a discount/premium between them (after accounting for the currency difference). I saw that the LIFFE contract is actually delivered on while the NYMEX contract is cash settled. Is there any explanation for the...

Thanks small, any spread youd recommend a newbie cut their teeth on?

all makes sense. If you guys dont mind Ive got a couple of questions. Is it possible to be successful trading these instruments spreads using an automated spreader follow a mean reversion strategy, or do you really need to get in and work each of the legs? What would you consider the...

Martinghoul, you mean to say, that there is some seasonal trends in December between the products? Or trading just goes to crap in Dec, cause everyone's finishiing up for the year?

Martinghoul, thank you very much for chasing up my questions, got em all over the place

Martinghoul, thanks for that link, I was actually just about to post a question on this. Do you know of a step by step explanation on how to calculate the ratios from this info? Im interested in charting some of the Eurex bonds Spreads. Thanks.

Hi guys, what ratios do you use for the Flys? And what formula do you use to chart it?

Ye Old, could you explain the reasoning behind the ratio and the chart calculation? I would have thought it would be 2 dax to 5 Stoxx To balanace out the point value. Thanks.

martinghoul, thank you for the reply. What would be the formula to chart them. 30year*3 - 5 year*5 (to include the ratios)? Or is there some standard way to chart them? Thanks