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  1. ogarbitrage

    Who has the best Historical Tick Data?

    If anyone is interested I have a program that allows you to record TAQ data on single and multiple instruments (options, equities, futures). When recording multiple instruments the data is synchronized to insure quotes are actionable. The program only works with Interactive Brokers API...
  2. ogarbitrage

    WARNING!

  3. ogarbitrage

    Natural Gas

    Today's low in Feb ng (so far): 2.362
  4. ogarbitrage

    Gold and silver trading

    Vortex I am for hire if you need a commodity risk manager in Zug/Geneva/Zurich/Berne.
  5. ogarbitrage

    Gold and silver trading

    Sorry, no experience with XAU/XAG. However if there is an extra leg in the trade for the market maker needing to trade it against different currencies, then I imagine that extra cost is built into the bid/ask or depth somehow.
  6. ogarbitrage

    Gold and silver trading

    Google SI/SLV and GC/GLD etf futures arbitrage. Both vehicles have solid liquidity and tight spreads. You can reliably trade GLD for size because any deviation from GC that you may experience will be arb'd away almost immediately. -The bid/ask on front gold futures is usually .10 - .20...
  7. ogarbitrage

    Oh..yeah.... right...volatility....duh

    Incorporate a short gamma element that turns itself off when vol spikes and your system can take over alpha hunting during high vol days/periods.
  8. ogarbitrage

    Deleted Images 2

    Seriously, who cares? So your market calls are a sham and a waste of text and breath. Whose aren't?
  9. ogarbitrage

    Fuel Hedging using CL Call Options

    No TOCOM? HKFE? MCX? SGX? DME? BM&F? NepalMEX? FORTS? Your list is incomplete.
  10. ogarbitrage

    Hotties leaving CNBC - Why ?

    Upper mgmt is following the Glenn Beck approach to "journalism" - they are slowly killing off CNBC in the hopes of making Jim Cramer TV. From what I gather it's just going to be Jim screaming and working with a soundboard of ridiculous sounds.
  11. ogarbitrage

    Fuel Hedging using CL Call Options

    Here you go rookie: :) LO: http://bit.ly/wChkJq LC: http://bit.ly/Antxlh And just for kicks - AO: http://bit.ly/zpi8kd
  12. ogarbitrage

    Centaurus has first ever down year

    Some volatility positions they had on went awry.
  13. ogarbitrage

    Centaurus has first ever down year

    Unless those positions are bear spreads.
  14. ogarbitrage

    Fuel Hedging using CL Call Options

    Quoting yourself is positive feedback? That explains so much.
  15. ogarbitrage

    Fuel Hedging using CL Call Options

    Wow, you're providing a "hedging strategy" so well known that it's defined on almost every amateur investing website, and despite this, you manage to misinterpret it's use as a hedging vehicle. I am fearful for our market share.
  16. ogarbitrage

    Fuel Hedging using CL Call Options

    What live calls can I make? Our clients structure their hedges utilizing a variety of OTC products depending on their needs and time frame. Once again, you are not hedging anything. You are buying calls for no specific purpose and calling it a hedge.
  17. ogarbitrage

    Fuel Hedging using CL Call Options

    They're in better hands than this thread.
  18. ogarbitrage

    Fuel Hedging using CL Call Options

    No thank you.
  19. ogarbitrage

    Fuel Hedging using CL Call Options

    I structure, price, and trade hedges every day. I am very familiar w/ hedging. I do not believe you are. In order to "hedge," you need to be hedging SOMETHING. From your posts it appears you're just buying long calls and calling it hedging instead of speculating. Please just answer...
  20. ogarbitrage

    Fuel Hedging using CL Call Options

    Do you have to purchase physical crude in the immediate term or are you protecting a short position in crude? If not, then I do not see how your long calls are "hedges".
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