Search results

  1. M

    commodities prop traders

    Where can I find firms that sponsor the series 3 and hire commodities prop traders? Thanks.
  2. M

    limiting loss on a losing futures position with inter-month spread

    Hey Nick Jr, I remember you. First of all, I sent the price zip files to your excite.com email and it bounced back. What is your current email? I looked into put options as the first thing. When I looked a week ago, cost of put options wasn't too far away from just taking the lost. That's why...
  3. M

    limiting loss on a losing futures position with inter-month spread

    My long position on the December 05 Yen has dropped about 2% since I opened it more than a week ago. If it doesn't come back up in August, what can I do to limit loss besides closing it right away? Can I do it an inter-month spread, say short either the September 05 or the March 06 contracts...
  4. M

    where to find implied volatility for commodities

    One way that some data vendors (like pinnacledata.com) do when concatenating different contracts together is to leave front month contract alone and "reverse adjust" all previous contracts by add/subtract the prices with the same offset to make them continuous.
  5. M

    where to find implied volatility for commodities

    Where can I find implied volatility data from the past for commodities that have options traded on them? Thanks very much.
  6. M

    where to find implied volatility for commodities

    Where can I find implied volatility data from the past for commodities that have options traded on them? Thanks very much.
  7. M

    How to Take Advantage of the CNY Reval?

    I don't know much about forex, treasury and gold either. But I went out today and long a couple of Dec 05 Yen and Euro contracts. I'll probably long Gold, GBP and short 10 year treasury too. What do you think of these trades? Do you think they are going to make any significant moves by year end...
  8. M

    text book price probability calculation formulas seems to be pretty USELESS

    See link to excel file for what I'm talking about. This excel file does not show records for expiration dates (3rd Fridays of each month). "Standard Deviation Based On Days To Expiration" field is the standard deviation of closing price based on how many days away from expiration, with a...
  9. M

    text book price probability calculation formulas seems to be pretty USELESS

    I don't know if anyone here has done the same thing, but I took the S&P index prices from the past several years, and calculated for each date the winning probability of selling american style calls that are 2 standard deviations above current price using standard text book formulas (please see...
  10. M

    historical comodity prices

    Going back more than 30 years, as promised. I selling option spreads on commodities. Do any of you do the same? Maybe we can exchange notes?
  11. M

    historical comodity prices

    Nick Jr., I ordered a CD from price-data.com. $199 is nothing for me consider I am trading commodity options. But once I concat the files together, I'll send you what you need to thank you for the info.
  12. M

    historical comodity prices

    I am looking for historical commodity prices for trading simulation purpose. I need products traded on the CBOT going back as far as possible. And I just need open, high, low, close and volume. CBOT has the data for download going back about 3 or 4 years. But do you know where I can find it for...
  13. M

    historical data for OEX and NDX

    Just black-scholes. I'm answering my own question here: http://www.theocc.com provides past option volume by type (call or put) going back 3 years, from which I can get put/call ratio from. But have to download it month by month. http://www.csidata.com/ provides historical option...
  14. M

    historical data for OEX and NDX

    I am looking for historical open interest, put call ratio and implied volatility for OEX and NDX. Can anyone recommend a good source? Thanks ahead of time. I have spoken to cboe and onechicago. They don't provide historical data. I talked to ivolatility.com, their idiot salesman was...
  15. M

    historical data for OEX and NDX

    I am looking for historical open interest, put call ratio and implied volatility for OEX and NDX. Can anyone recommend a good source? Thanks ahead of time. I have spoken to cboe and onechicago. They don't provide historical data. I talked to ivolatility.com, their idiot salesman was...
  16. M

    SPAN Risk Manager

    Is the SPAN Risk Manager From CME worth getting if I am gong to sell option spreads on CME futures products? And if yes, are there ways where I can get it for a discount? Thanks!
  17. M

    SPAN Risk Manager From CME

    Is the SPAN Risk Manager From CME worth getting if I am gong to sell option spreads on CME futures products? And if yes, are there ways where I can get it for a discount? Thanks!
  18. M

    SEC Product Restrictions

    Thanks a lot for your links on the list of foreign index futures granted "no-action relief". Is there a list of foreign index OPTIONS granted "no-action relief"? Thanks ahead of time. Also, is it really the SEC prohibiting US residents/citizens from trading foreign cash settled index options...
  19. M

    volatility and implied volatility on HSI

    If I can get historical option prices, I can calculate IV too. But can't find historical option prices either.
  20. M

    volatility and implied volatility on HSI

    Does anyone know where can I get historical and implied volatility data on the Hang Seng Index? www.ivolatility.com only has data for US, Canada and European Indices. Thanks a lot.
Back
Top