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    ER2 has topped?

    Holding short for now and have no appetite (yet) to add on the way down. Hopefully we get a pop into the close towards the recent highs -that's where I will be a seller.
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    Althucher guesses: trend funds to disappear within the next 10 years...

    "Althucher guesses: trend funds to disappear within the next 10 years... " Maybe some will fall by the wayside. With commodity complex rocking and global bonds "trending" down nicely I am amazed that some so-called trend followers have done so badly this year. I am guessing that their...
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    ER2 has topped?

    We may well see a drop on Wednesday followed by a rebound, but I think that's where this rally ends. Short from an average of 780 and will add the final 1/3 to the position at around 800. Looking for a drop to 740 support by end of May.
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    How to get some sleep?

    Exercise, nutrition as already mentioned. Also try reading fiction books while in bed. In fact your regular reading material should be balanced and varied. I tend to have 5 books that I am in the middle of at any one time. One trading related, one general finance/derivative related...
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    surfers $$ journal

    Hey 'Surfer, What is that BT trading turret connected to?
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    YM Traders

    At the risk of raining on the parade, the attached chart tells me we some room to go but not much before we encounter either sideways action or a retracement.
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    ER2 has topped?

    Sold another tranche (1/3rd of total) at 785.50
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    Shame On Fxcm

    1) Given that FXCM is a sponsor on ET they should respond in a timely manner. 2) If you feel you have a grievance and FXCM's action were contrary to the advertising claims and you can prove that other dealers did not subject their users to the same restrictions then you may have cause to...
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    ER2 has topped?

    "dare" ? what are we, pimple faced adolescents? Look, I'm trading what I (think) I see. It's a small position which gives me the flexibility to add as we move higher. I have many other positions across fixed income, money-market, equity and forex. So on this non-quant ER2 trade I am...
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    Internships in NYC

    This is more or less what Kenneth Griffin of Citadel did.
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    ER2 has topped?

    Lunch is for wimps. Pros eat a sandwich at the desk. Especially when we are seeing some BIG moves today. If crude contines to get pummelled we could actually see weakness in the broad market led down by the energy sector.
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    ER2 has topped?

    I just don't see us breaking out of this range, not when the cash index is up 15% on the year already. So, we may pop higher -and i'll sell some more- but i see us drifting back into the range. The longer this market fails to continue its rally, the more nervous the longs will get and begin...
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    World’s First Centrally-Cleared, Global FX Marketplace

    I hope the setup will allow small funds/CTAs/retail to get involved. But first impression says that it will be institutionally orientated.
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    World’s First Centrally-Cleared, Global FX Marketplace

    Only skimmed the article but it looks like the setup is CME handles the clearing an price matching with reuters handling the frontend dealing platform and market data. If that's the case then isn't this targetted at institutions and mid/large size funds rather than the retail and small...
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    ER2 has topped?

    As if I don't have anything else to do. Shorting at 775.50. Have room for an additional tranche at 785 if it gets there.
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    Futures & Options Trading Platform with Global Connectivity

    In the past I have used refcoexpress and refcoconnect platforms to access montreal, singapore and australian exchanges. Are you saying this has changed or are you using a different refco platform?
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    Pictures of your trading stations

    Nothing too impressive to share. One 2.4ghz PC with two 21" DVI monitors connected to a matrox video card. Seperate pc with one 21" DVI monitor to run non-RT analysis, email, etc. Laptop as backup and to take information home. All files, data etc are kept on a server with...
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    interest rate differential

    Agree with Pabst. Exchange traded 3m forward rates are a good place to start. For longer term analysis you will need to avoid the discontinuities caused by changing contracts. You can do this by log-linear interpolation to obtain constant forward rates. e.g. a constant x_mth rate, y_mths...
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    Task automation in Windows

    I've used www.winbatch.com for quite sometime, and can recommend it. But I'll admit macroexpress looks quite good too.
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    Interest Rate Swaps / Swaptions Retail

    Vanilla Interest rate swaps are already traded electronically between pre-approved counterparties. In order for this market to become accessible to smaller counterparties (I'm reluctant to use the word "retail") we would need central clearing or we would need OTC counterparties to offer the...
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