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SimpleMeLike is a trader. He is trading against other traders. The charts don't lie. When speculation is driving price, traders who trade off price action have an edge.

This is why CL tracks S&P so well. It's a risk asset. The volatility is useful to speculators. Fundamentals be damned.

My guess is that it is correlated to S&P 500 and so it's tracking the stat arb play. That's just my off the cuff opinion and I'm no energies trader...

Hello SpreadProfessor I would appreciate a comment on this thread. You seem to be the resident expert on all things rates. https://www.elitetrader.com/et/threads/us-treasury-to-issue-50-year-bond.337826/

Why does TWS say that the NDX Index is closed? It is not available in IB TWS. NDX Index c8259.81 How do I know when this kind of thing will happen? Is this a fluke?

https://www.cnbc.com/2019/10/30/us-treasury-says-it-is-gearing-up-to-issue-a-50-year-bond.html Any of you rates guys think this is going to be a thing? Full disclosure: I have been building a technology and information edge since early spring of 2019. This has become successful. I am...

Why don't you just spread the front month against the next expiry Overnight? Why would you need a five thousand dollar contract? What do you want this micro CL for anyway?

CL last was 57.54 so the value of a contract is $57,540.00 Now, my point is that at a 1/10 sizing, the contract for 100 barrels (physical deliv.) is pretty much useless. Too small for anybody in the industry to care about. Retail would want to trade a $5,754.00 contract? Why? Might as well...

There is a big difference between somebody who day trades rate futures,index spreads, energy spreads, and outright contracts and some guy that has a watchlist of "hot movers" and is delusional about the process of price discovery (assumed price inefficiencies). The market has become orders of...

This could be done but depends on a bunch of things. The style. The product mix. The technique. The speed, holding periods, trade duration. But you still wouldn't know the traders tools or relevant information and analysis were. Doubtful that it is worth it. Should just learn to find your...

Rate futures are the best it gets. I wish there was more liquidity further out in the curve sometimes though. Ultra bonds kick ass. Spreading the back half of the curve is probably the best opportunity in the market. The guys who say there is no action in the bonds are clueless. Also if...

Using the futures premium is too complicated for people to understand. Hilarious that people don't even think it's important.

This is not true. Assume P => Q. If P is true, then Q is true. However, if P is false then Q can still be true. The statement P => Q is (logically equivalent to) the statement ~Q => ~P where ~ represents the negation of a statement. I'm sure you know this to be the case, having taken a...

Karen was indicted for securities fraud. https://www.thestreet.com/story/13593247/1/karen-the-supertrader-s-winning-strategy-relied-on-fraud-sec-alleges.html

No, these spreads are what is being arbitraged. Just remember, when these spreads are at extremes, then (HFT) arbitrage is happening. Arbitrage between ES and NYSE listings, NQ and NASDAQ cash market........and so on.

I force the signal into a volatility adjusted channel. Then I do other nasty things with mathematics and calculus. This is what the pros are doing. Seriously, if your interested in this stuff then just check these spreads out ESZ19 - SPX, NQZ19 - NDX, RTY19 - RUT, YMZ19 - 100*DJIA and these...

You might need to take a much more pointed route for your inquiry. I suggest that you link the report you are trying to use, or even quote it, and then very clearly state your question. As it is, few people are going to be able to answer this question... No idea, and probably nobody else...

I derive the spread on the futures and etfs vs the CBOE index feed directly from the API data. Then I do signal processing on the spread. This is a proxy for order flow between the exchanges.

ThinkorSwim is good for: Tick charts Spread Charts Programmable Studies Algorithms that can utilize objects defined on data series, studies, and spreads of both VWAP with standard deviations (session VWAP is cool feature) IB TWS is good for: basket orders global orders hotkeys monitoring and...

You have to read order flow or have some kind of proxy for it. If you wait for price to confirm a move then you are late.