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  1. M

    Option Greeks Excel Add-in

    justTrading, Thanks I will have a look. How are you using Hoadley?
  2. M

    Option Greeks Excel Add-in

    I was wondering if anyone knew of a good excel add-in or similar for calculating greeks on an intraday basis for futures options? (I know of Hoadleys and looking into if this meets my needs) It doesnt need to be in real time but I do need to be able to get regular updates during the day...
  3. M

    HFT Killing Retail Traders in ES Futures - NY Times Today

    Don't take a knife to a gunfight...... Don't hate the player, hate the game... There's got to be at least a dozen or so more
  4. M

    HFT Killing Retail Traders in ES Futures - NY Times Today

    I may be a bit dull in the head ( and not read any posts past this one) but I have this gut feeling that nodoji's post was largely rhetorical.....
  5. M

    Free Futures Data to Excel

    Thanks, guys, should be able to work out something from there.
  6. M

    Free Futures Data to Excel

    Looking for CME, CBOT products. (grains, metals, energy, index, bonds).
  7. M

    Free Futures Data to Excel

    Does anyone know of a free way to pull historical Futures data to excel for US futures? I am only interested in the past couple of weeks worth of data. I have found a few for stocks but not having any luck with futures. If anyone is able to point me in the right direction it would be much...
  8. M

    When does Globex reopen?

    All U.S. based Equity markets will open this evening (10/30/12) at 17:00 CT for Trade Date 10/31/12 and will follow a normal close and settlement process. All other CME Globex products will return to a normal schedule for Trade Date 10/31/12. If you have any questions, please contact...
  9. M

    ICE GasOil Crack Spread

    Was hoping someone out there familiar with this spread might be able to help out here. According to the ice website the min. Price fluctuation is $0.01 / barrel However looking at the current price it is listed as 14.8155 for the Sep12 contract. Im not quite sure how the min price...
  10. M

    Spread Trading Strategies

    Bone, RE IB and Exchange Traded Spreads. You did used to have to build your own spreads or leg in but they have recently started offering the exchange traded calendar spreads (bout 6 months ago or so). They dont offer inter-product spreads yet though ( crack, crush etc).
  11. M

    Was trade execution illegal or just unethical?

    Huron, from the information you provided you just used the wrong order type. You placed a sell limit order below the current market price and were executed. Limits execute at or better than the price you entered (for a sell order 0.75 is better than 0.65 hence the execution). You needed to...
  12. M

    Natural Gas

    Thanks guys, some very good info there. Wasn't anything specific on the spreads And like Frank said there's always a story for it after the fact. But I guess its fair to say that the break down in the spreads I saw, is just an extension of the overall downtrend based on the fundamentals of...
  13. M

    Natural Gas

    Hi all, have been following NG for a little while, and hound some useful information on this thread as to what is going on, does anyone know of any sites with good commentary regarding the NG market? I have also been watching a couple of spreads the past couple of weeks, April/MAy , MAy/...
  14. M

    Swing Hi Lo for Excel

    sys, thanks for the explanation. You are right. I didnt understand. I'm only familiar with a single then. So whatever number I use I look forward and back that number of bars. For A swing high The surrounding bars dont have to be sequentially lower though right? As long as the bar is just the...
  15. M

    Swing Hi Lo for Excel

    sys, thanks for the reply. By single or double, do you mean different settings for high and low? I am looking to use the same number of bars to check for a high or low.
  16. M

    Swing Hi Lo for Excel

    Thanks for the reply, looks like this just calculates profits from trades. Not quite what I am looking for unfortunately. I am looking to replicate the Basic Swing High/Low indicator in excel. Not related to any trades.
  17. M

    Swing Hi Lo for Excel

    I am currently doing some data analysis is Excel, barely literate in VBA. I was wondering if anyone knew of a way to calculate Swing Hi Lo in excel? I am in the process of searching for something on the web but not having much luck and just wondering if anyone had anything or knew of anything...
  18. M

    Tuna Fish Sells for $736,000

    Now guys, before I comment, I think this is just as crazy as the next there are a couple of things to know about the sale of the fish. It was the first auction of the year which traditionally brings record prices for the best fish of the auction. Prices have gotten out of hand recently though...
  19. M

    Intraday Pair Trading/Stat Arb

    papasmurf, sounds like an interesting read. care to paste a title here?
  20. M

    Intraday Pair Trading/Stat Arb

    Interested in hearing if anyone follows the COT report, and if they incorporate it into their spread trading strategies. Have never delved too deeply into the COT reports previously but have started looking at them a little more and starting to think whether there isn't a way to apply them to...
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