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Are we talking about the spread or the PREM? The spread is wider than it has been in a while because interest rates have gone up. As for the PREM, it is right about where it should be.

Still short the 10-yr bond and sitting tight. Fortunately, I'm still in the black (about 1%), but days like today are tough to watch and do nothing.

I have end of week systems on the S&P500 and 10-year bonds. These systems work brilliantly, but I'm always looking for new ideas to incorporate. Any books or websites that have good end-of-week trading ideas or systems?

I assume this relates to option prices? How about the CBOE index prices (spx, tnx) at night?

Sorry, I meant that it can never be a problem for what/how I trade.

I used to watch CNBC, but what a distraction. When I turned it off, the silence was disturbing. I started listening to modern music, but I started singing along and getting distracted. Now, it's all classical music all the time.

The problem with index quotes I was talking about affects only the CBOE indices. It does not affect any holdings I may have and does not change my account balance. Furthermore, the problem is not so severe that I need to change brokers. I don't trade at night. And if I did, I would have my...

I mostly watch the SPX, so I hadn't seen the NDX chart before. What about that obvious H&S formation? What about the longer-term negative divergence in the MACD?

I believe the brokerage firm checks your credit and then either grants you margin or denies you. But they do not change the margin rates for each client.

Don't be cheap. Spend the money and buy real books. If you buy good books, you'll want to reread them over and over.

I have complained about a similar problem to no avail. At night, the index (SPX, TNX, IRX) prices move as if the market was open. And their values are way off. Considering I use these inputs in my system, looking at my spreadsheets is useless at night. These values should just stay at the...

Extraordinary Popular Delusions & the Madness of Crowds And not just the sections of the Mississippi scheme, Tulipomania, and the South Sea bubble.

I'm sure by now you've seen Lehman's call for a 5.50% discount rate....

Possible, yes. Likely, no. It really depends on what job you are applying for. If you are looking for a quant type job, as The Kin is, most won't talk to you unless you've got a PhD from an ivy league school or something equally impressive.

Strangely, my reward vs risk ratios are nearly identical in the 10-yr bond and the S&P (the only instruments my ATS trades).

Thanks. I just ordered a a book for $15.59 and I get a free year of Futures Mag. Quite a deal. I've ordered from them before with no trouble and I hope I get my year of Futures Mag with no hassles.

I am short ZN. Were all you guys who were liquidated early long? Also, anybody know what it means that IB liquidated your position and then cancelled it? Did they actually cover your position in the market and then cancel those trades? (Doesn't seem possible.) Or did the cover and then...

Wouldn't QQQ have the biggest bid/ask? And SPY has got to be up there as well.

I went short ZN on January 27 at 108.656. I rolled over the ZN last night closing my position at 107.711 and shorting the June contract at 107.563. I expect to be mostly short for a months (maybe years), though my system may make a few short-term trades on the long side.

Every time is different. But I wouldn't bet on it.