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Well, here's one thing you could try with 2-lots: Each month on the first Friday following the first Thursday at 14:29 German time, go long at market if the preceding day was up or go short at market if the preceding day was down. There's usually a breakout at 14:30. With any luck you'll be...

Payrolls about to come in so I have time to type this :) Didn't go bust yesterday, just lost enough to be annoyed. I had STIR spreads on with stop limits as failsafes. Bid-ask went through them, market didn't trade, my stops weren't elected. When it did trade and my stops did get elected...

Managing risk is in a way what the question is about, like the risk of not getting filled on limit orders. Scaling is a separate issue and unrelated to bottom/top picking, I think - when you scale in or out, do you use limit or market orders?

Today was a pretty volatile day by any standard, and that made me wonder (again): What, in your opinion, is the best way to enter futures orders for directional trades? To clarify: I'm not asking about shares, options, or spread orders - just about outright futures. (I have voted limit...

Fortunes are *lost* when you don't or can't control your risk, like in the markets of earlier today.

No bust range is 96 ticks: http://www.cbot.com/cbot/pub/page/0,3181,1174,00.html They'll stand. Nice to watch :)

Chuck, Couple of things you should (IMHO) add: - Full set of spreads on each exchange. For CME/LIFFE/SIMEX Eurodollars that would mean calendars, butterflys, condors, packs, bundles. At present you're not carrying any spreads at Marketcenter, but your underlying Futuresource ticker...

I'm not sure I understand your reasoning here. We're talking about a region hundreds of ticks below the market of a few seconds ago, so the tiny orders you see are probably GTCs that have been in since who knows when plus a couple of people really trying their luck. The rest of the world...

That's common - look for the line "Embargoed until date/time" at the top of press releases. Of course, no reporter EVER calls a trader mate and says something ending in "...and put on 20 lots for me, too." No siree. Never. Ever. :)

A special dividend doesn't come out of nowhere. It reduces the shareholders' funds by that amount, so a share that was worth $15 before distribution of a $3 special dividend will be worth $12 afterwards. Fundamentally, anyway.

Yesterday the thing quoted below happened. Today the Gilt had two large runups, and the first one was well before the BoE minutes. Anyone else wondering why? DJ Last BOE King Speech Preceded By Unusual Market Activity By Paul Hannon and Andrew Peaple...

Actually, reality is LESS complicated than academic models :D

Whoops, yes, I meant 4 ticks. Four full points I *would* notice. :D

Hm. Four points is lost in the noise from where I'm sitting - are you scalping for less than that?

Ah ha. Thankz youz forz thez explanationz. :D

The 16,500 I mentioned isn't a bid below the market, it's actual contracts traded at that single price today of which 15,043 traded between 09:59 and 10:00 German time. So this isn't some PPT bluffing, it's a real trader doing business, and not caring that he's highly visible. It didn't...

16,500 DAX cars is 1.9 Billion Euros in underlying value. That's *something* alright. Any guesses?

Volume at that one price is 16500 at the time of writing, totally dwarfing volume at all other prices today. Who does that much business at one price in one shot?

Are you switching "to scalper book trader mode" in an effort to control/reduce perceived risk? In that case change your perception. No, seriously. What I mean is that you need to figure out, with reasonable accuracy, how much drawdown you expect during each *profitable* trade. Then see how...

They've both crumbled nicely since early May, so I'm sure you can live with that. :D Still, EDU5-U6 had an upward "bump" around 9 May, EDZ5-Z6 didn't. I'm just racking my brain about what there is in the US calendar that makes December '06 so special with regard to interest rates. It's not...