Search results

You could just get small. Do your thing, then when you 'hit the target' just trade 1 lots, index spreads, or micro's. I think rate futures are the shit, so that would be my suggestion. You can trade ultra bonds, bond spreads, synthetic portfolio (rate+index), and rate/index spreads.

Yes. I have quant systems that monitor the cash market and futures in real-time. The rates market, institutional vol dealer hedging, and then prop/large spec/retail is what is driving price. They are using 'smart' execution algorithms to work the hedges, and they are good at hiding it.

Fear and greed. That is the only truth. The pain of loss and the lust for profit.

The market would be at completely retarded levels if there wasn't a pandemic. I think the Fed is just frustrated. They did everything. They pumped the market for a decade, pumped even harder when T got busy with the tweets and China, juiced the banks with liquidity via repo, and now they...

There's no uptick rule on futures so if size players offer heavy into the basis then the cash bid gets hit cuz the market maker will lay risk off in the underlying. Doesn't seem fair that BD's and prop can short the whole index for size but retail can't offer into a cash bid on the way down...

Hi betcashrun. It still isn't working.....thanks anyway, but I gave up on it. The point of this was to be able to derive the futures/cash basis spread for the Nikkei 225. Well, I found out that you can just use the CME globex front month contract NIYH20 and spread that against the N225 Index...

Well, anyway guys, if somebody could help me with this one, I would really appreciate it. I don't have any real reason to program with the API and I am a nooby programmer, so if somebody could just run the request functions and post the returns here I would really appreciate it. This is the...

Wow, I'm such a hack. How do I get a console that I can just test code with? I'm guessing Python? I have only used the EXCEL API so far.

Is there a rule for this? Is there something I can reference? I have been working around the peculiars of each security definition through trial and error, as well as question threads on ET. As an example, I learned (from a helpful ET member) that for ECBOT contracts there is a ["Security...

BOC pumping. It's just more funny money from the the CCP. Comrade Xi directed liquidity injections in response to the collapse in both auto manufacturing and sales. "According to China Passenger Car Association (CPCA), another industry body, China's auto sales dropped 89% in the first 23...

Hi sle, what do you think about all of the VIX speculation/positioning via ETF/ETN and futures? Do you think that played a major role in the speed/severity/momentum during the selloff? I know a lot of guys love to short the vol index and it's various derivative securities. Thanks.

Here is the problem with this thesis. A "much better discount" is only relative to the (arguably) bubble high valuations. What happens if the market drops another 5%. What if it ranges for 6 months? We may very well look back and call those highs the second tech bubble. All it would take...

Hi Frank. I agree with you 100%. There are a few reasons why this is so prevalent on ET. Intraday is for a professional level skill set and markets knowledge. You will need to have good technology and brokerage software. You will need an edge of some kind (information, technology, skill set)...

Yea, exactly. And they are the ones who are supposed to be spending the most on travel, airfare, luxury, fine dining, and entertainment. Hell, they are the ones that are supposed to be retiring and spending all those fat RE profits and decades of bull market gains. People need to understand...

It just hit the news: Oregon, California, Washington all seeing new cases. Oregon elementary school got shut down... https://www.nytimes.com/2020/02/29/world/coronavirus-news.html I can only imagine if this thing gets out of control. Also, new cases in Nigeria, Middle East, North and South...

This is exactly why there is a flight to safety. The impact to commodities demand is huge. Then you have to price in margins getting hit hard amid the collapse in consumption. Just how long can these HEAVILY INDEBTED consumer driven industries survive? (airline/cruise, hotel, retail, luxury...

Bond market rally. Global equities sold off and it pushed yields to all time lows.

This is interesting. I'm wondering if I should take another look at these methods. Is this related with Autoregressive fractionally integrated moving averages (ARFIMA)?

Yea. That's my stack account...

Have you got this thing working? Any progress?