Search results

I swing trade the ES and ZN. My holding period varies from a week to years (I was long the S&P from Oct 2002 until April 2005) with rolling over the contracts. But I'm not a swing trader. I'm a quantitative analyst who built an automated trading system.

Doesn't it depend on the contract? As far as I understand it, for the S&P futures in the pits there is a spread contract you can trade. One commission and the spread is 5 cents. Electronically, using IB, I just create a combo and select future and calendar spread and select to buy the new...

That is true in terms of dollars made or lost. But you are ignoring the risk side. I can go naked long and make money. But the short position, which loses money, might have been a hedge against another position. So I make money and he reduced his risk. We both accomplished our goals. We...

I built my automated system in Excel and trade through IB. All IB sees is my trades and not what creates them.

Good book and story, but I didn't learn much about trading from it.

#1: Reminiscences of a Stock Operator (that's a no brainer) #2: Market Wizards #3: Pit Bull *List subject to revision as I read more trading books

Maybe it was just waiting for rep and I got lucky when I tried it on Firefox. Either way, I am not impressed by IB's customer service. Thank God I don't need to use it very often.

I did, but they weren't too helpful. I'll just have to use Firefox or the phone.

Talked to the CBOE. They said it was fixed at noon Chicago time. But it obviously wasn't since I see number TNX errors and two TYX errors since then. BTW, IB's help was not too helpful either.

I can't get Live Chat to work on Internet Explorer, but it works on Firefox. Any ideas why?

Looks like IRX and TYX are having similar problems. Time to contact the CBOE.... http://finance.yahoo.com/q/bc?s=%5EIRX&t=1d http://finance.yahoo.com/q/bc?s=%5ETYX&t=1d

TNX seems to be having the same problems everywhere: http://finance.yahoo.com/q/bc?s=%5ETNX&t=1d

I have an automated (EOD) trading system that relies on accurate quotes. I need good TNX numbers (not bad quote or values that are close, but accurate quotes).

Are you serious? That a major problem! How far back does this problem go? Using YIELDMAT, I get the TNX rate should be 4.54%. Is that what you got?

Stupid me. I should have said I'm using IB. TNX just did it again. It just showed it was down a bit and now it's back up 0.41.

Tried RATE and YIELD and didn't get anything that match TNX. Here's the best equation I got: =YIELD(TODAY(),TODAY()+365.25*10,0.06,C6,100,2)

I tried calculating the yield using ZN (I think I used Excel's RATE equation), but couldn't get the right answer. Do you know what equation and variables to use?

Anybody else notice that TNX quotes have been messed up the last few days? Today, it keeps jumping from about 43.30 to 42.90 and then back, which is not what is happening in the market. Then, it dove to 3.30 before returning to normal. Weird stuff was also happening yesterday. I wanted to...

Not true. The average hourly earnings have been rising

Actually, the participation rate increased.