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You're absolutely right about this with regard to how CFE quotes the spreads directly as I just looked it up because I never use their quotes directly. My comment about "equity mumbo jumbo" was in regards to this spread quoting. It's also why @cdcaveman asked "-/+" because of the typical...

If you go long this thing you should only be going long to take advantage of the market running over early shorts. It's a piece of shit in the long run, we all know that - but that doesn't mean it won't rake you through the coals if you try to be right about it.

This is some equity trader mumbo jumbo. Everyone trading spreads in every other futures based instrument quotes them as long == +front/-back, short == -front/+back. If I'm short the CL Z18/Z19 spread I am *short* Z18, long Z19. There is no way I am crazy about this. No, I'm specifically...

This is another $SHAK type stock (with a hint of '99). Everyone knows it's bullshit, but the only shorts who end up making money are those who are patient enough to wait out the initial beatdowns to the upside.

This maddens me when people refer to selling a calendar spread as buying the front/selling the back. Maybe sometime during this century we'll get everyone on the same page (selling == sell front/buy back). I don't know about "literally a no brainer". Everyone sees the VIX trade and the last...

There's over 4 pages of search results on VXX. Use the search function? https://www.elitetrader.com/et/search/6418641/?q=vxx&o=date&c[title_only]=1

So the forex brokers have to basically provide the equivalent of a long put or call contract for each of their clients and pass on that insurance cost via shittier spreads? Sounds like a wonderfully not well thought out regulation.

Max loss is shown net of max profit (held to expiration).

I see one more leg up.

Easy example is the US dollar.

I don't trade it actively every day but I do trade it from time to time on ICE. It's perfectly fine other than low liquidity during Asian/Euro session.

I believe this is more controlled by either CME or ICE winning the licensing bid from LSE. http://www.reuters.com/article/cme-lse-ice-idUSL1N10E2JZ20150803

TF at CME will suck, mark my words. Get ready for the HFT arb-orgy.

I'll stick to ICE and CME, thanks.

There's also the whole regulation aspect. Are crypto-exchanges CFTC regulated? Pretty damn sure they're not, so you better be ready to be out of the party before the music stops.

Next step: total and complete capture.

That's only if you count that 500% from trough to peak. Peak (2000) to peak (2017) Nasdaq it's nowhere even close to 500%.

Your trading system already eats like a mouse and shits like an elephant - and now you're advocating for taking profits early? First serious risk-off event and you're done; you'll never recover like that.

There's always the old classic: