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Trajan look into how esignal calc vol, maybe they key is of bid/ or offer or mid point. Since these are low premium options a penny could whack the vol % way off. Good luck with tech help at esignal though

da da dun dun dun another source of volume at the NYSE bites the dust, and another one down and another one down, another one bites the dust... Hi this is Maria Bartiromo, and we have now a run rate at 12 noon of 700 Million shares at the end of the day.

I cannot believe that your system is 2-20 seconds late in Eurex Bund prints Again.... and .. again... and again..for the past 4 days !

Real nice guy who used to moderate a yahoo group. I don't know where he is nowadays. REally knows his options inside/out PLUS nice enough to share insights w/o getting or expecting any in return. (i.e not selling anything)

Could someone offer an explanation why a FIT spread (5 yr notes and 10 Yr note), or NOB spread need to be put on a ratio basis? What are you basing the ratio on. I've put on stock pairs and try to keep the pairs $ equivalent Ex. ABC=$50 and XYZ=$25 Buy 2 XYZ / sell 1 ABC. I guess that is...

Now I have stuff to read when I prepare for tomorrows' Bund session. Thanks again.

Can anyone direct me to a site where I can learn more about the economic reports that affect Eurex Bund Trading. I don't need sites that show contract specs, just sites that show or describe possible reports that could be gotchas when one has a Bund position. Thanks in advance

I've corresponded with him past 9 months, Really nice guy, Can't do what he does though, sell premium turn it to fly after decay. Wish I could but.... I still don't know how these OEX traders do it off floor with these huge spreads. Any commemts?

Seth. I might be way off on this but is'nt the DOW equal weighted? There would be no adjustments to it unlike theSP which is cap wieghted? Any experts care to comment? I assume they are euqal since the components of the DIa are all same number of shares.

used to trade coffeee at the NYBOT. Go to their site and poke around. They might have the specs that is used to deliver against the coffee contract. There is another cofee contract in london, so do the same there. Starbucks probably puts out diff blends from diff beans from diff countries yet I...

With ABC at 26 and put at 5.25 the call should be worth around 1.25 due to conversion/reversal arbitrage. Put is intrinsically worth 4 which means time value is at 1.25 which means calls should have TV of the same unless there are dividend issues.

Other than cosmetic GUI interfaces like buttons, windows, etc. What advantage does TT have over JTrader or vice versa. Thanks

Patefern. Check the prices on the example you used about the 30p trading at 1.5 when stock is at 30. That means you bought the call synthetically at 1.5. In your example of stock going to 26, and the put trading at 5.25 the 30 call would be worth 1.25 which is highly unlikely. this means that...

Are there any leading indicators that bond tradersin CBOT and Eurex use to time their entry signals. Stock traders use TRIN, prem between SP and cash. I would assume the cash 5 /10 yr notes would be the indicator. I assume I have to subscribe to Bloomberg or reuters for it for the regular...

Your other comment about getting hammered when fading spreads would make me tend to believe that it is better playing divergence from the mean rather than convergence when trading these curve spreads. Am I correct? Thanks a bunch again!

Thanks zentrader for your informative post. I have a question about the ratios. As a stock pair trader I sometimes trade pairs on a dollar equal basis wherein is xyz is $50 and abc is $25 I would put it on a 2:1 ratio if I expect one to under/over perfom other on a % basis BUT sometimes I am...

Best way to accomplish auto orders is find a broker whose system is accesible via an API. you then would need some Excel VBA or Visual basic skills to "talk" to the system. I know that REDI, IB's TWS and Sterling technologies (used by echotrade, some Penson shops), even Instaquote are possible...

Using esc formula, my 30 min from 10:30-11:00 showed hi 68 low of -38 Maybe it was an errant tick by esignal .

Check out the spread from +40 to -30 in 5 minutes !

rs7Thanks for taking the time to reply. I did find out that fcstone will for the right account opening amt (> 50K) and considerable experience will let traders call the booth directly bypassing the "order" desk. Thanks again