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Any further insights on the current shape of the curve? Crude has continued to decline while the spread is stuck in Backwardation. Is this possibly still a seasonal thing or something? Or is there some other underlying reason?

Interesting piece of information that Tradator. Does anyone have any idea if people starting to hoard oil like this is a sign that things are set to continue (ie are these guys the smart money?) or whether it's more of a contrarian indicator? Would be interesting to see what ogarbitrage has to...

I have been working on a couple of EOD strategies for US equities that I am looking to start forward testing and are backtested using Market orders to execute trades. Question I have is am I better off in the long run keeping it simple and sticking with MOO and MOC orders or trying to actively...

NoDoji, but you are right, it could have been a bit clearer. All input is appreciated though and I did however have a similar opinion to yours RE the outright which is what confused me... Outright didn't look clear either way but the move in the front spread looked a little extreme.

'Discussion' maybe a little too much credit..... a bit closer to Question and answer here. just trying to learn a few things from those who know more than I do (ie a lot of people). Must admit, that marine tracker a pretty cool 'toy' there. How much a role does this play in your market...

Ogarbitrage, thankyou for the insight. Where do you get your information tracking the tankers from?

Is this move towards Contango in Brent due to increased production ( or the expectation of) from Syria?

Thanks, that all makes sense and in which case possibly more upside to follow. I was just surprised that the move was solely in the front spread while the rest barely budged... will be watching with interest over the next few days and weeks.... Does anyone see what is happening here as out...

Can anyone offer any insight into the move in the front spread today? Just seemed to keep going while the rest of the curve went nowhere... Ukraine / Russia coupled with a larger than expected drawdown in inventories? Trades only see this as a very short term situation? All due to front...

Agreed there learner!! Couldn't really complain for 80 yen a trade.

From what I see of these sites, they do seem to have Commission free offers for Margin trading (with conditions though) 松井証券、ライブスター証券 free over 3 mil yen / trade , 80 yen under that. This link might give you an idea of what the cheapest options outside them are...

Cheers Stock, Definitely understood regarding reductions in profit/general performance, but something I'm more than willing to accept ( within reason) if it means a noticeable reduction in draw down and margin requirements. Will give these a try and see how we go

I was wondering if anyone has attempted to or has had success with improving a system's performance (or at least reducing risk and margin requirements without too much degradation of returns) by replacing the underlying ( stocks or futures) with options. I have a strategy that has...

MG - Thankyou, that makes a lot of sense, I was over complicating things ( as if these models aren't complicated enough)...

Thanks all for trying to explain this for me, I'm still not sure I am much closer to finding a n actual number to use for calculating my Greeks exposure on my Crude Options Positions. ( I use optionvue and IB, but trying to build my own excel) I can understand that my costs will differ from...

Thanks doobs, probably should have given a specific example but crude, gold and the major equity indexes are what I am currently looking at.

Sorry MG, I may not have explained myself very well. I understand the concept of cost of carry and how it relates to certain commodities. What I meant to ask is for the cost of carry input into an options pricing model, is using a rough estimate (based on some historical numbers or the...

Martinghoul, Quick question regarding these models for futures options. They seem to require cost of carry, is there a commonly accepted estimation for these or are these numbers that traders try to get from specific sources and as accurately as possible? Thank you again!

Martinghoul, thank you! A definite purchase then. In short though, it looks like rather than a small tweak of my black-Scholes excel, I am looking at creating an excel with a different model to calculate these futures options?

Brighton, thanks very much. Already had a quick look at this and while the free version would be more than enough, I am aiming for an excel solution as I am looking to automate some position analysis. I am very interested in the Hoadley excel, and that is probably my next option if I can't...