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trillenium, We trade the JGB's in Tokyo. We get daily data from CSI and real-time from Bloomberg. I believe IB and Future Source also offer this exchange. We use a European full service broker and we're paying 2000 Yen per side - but it is a lumpy contract. You can trade the mini-JGB on...

Does anybody have experience with the Order Management System from Quod Financial? They are a French company, spun off from Reuters. The product is built on Tibco/Rendevouz. It looks fantastic but I'm concerned that it may still be early days...

dddooo, Way too funny!

Helter skelter ....

trillenium, I wasn’t actually referring to contract volume. The constant volume bars I mentioned are actually based on tick volume (count). A bar on a chart represents say 200 ticks versus 5 minutes. Each discrete bar therefore is a constant unit of activity. It renders intra-day action...

trillenium, Interesting observations. I'm not sure a "volatility" indicator per se will solve this problem. I think the dynamic you are attempting to measure is something other than pure volatility. Would you agree? How would you define it? What time-frame is your short-term system - I...

Thanks for that Murray. I'm curious - why Silver vs Long Term rates and not Gold? Would seem to be a more logical choice?

Xtreme, I made the move from Oz to NYC back in the late 80's. The best 4 years of my life. However, unlike yourself I had an employer to smooth the transition. I have to ask .... what benefit do you see for your trading? Time zone and response times are the obvious answers. But what else...

Murray, I'm interested to see where you go with this thread. I often use intermarket relationships to form a view about the bigger picture, however, any models I've created to expoit these relationships have proved to be underwhelming at best. Invariably timing the entry proves to be the...

Murray, I wasn’t meaning to imply that everybody should use 80 markets. That is just the number I use. Your suggestion of 30-40 sounds about right. In my experience the Swissie and the Yen trade very differently. The Swissie, Euro and Dollar index however do trade very similarly. Therefore...

JWH returns for August and YTD, respectively:

F*ck me - what was I thinking. Trying to introduce some levity into a thread like this. ET is great for reinforcing how stupid your average punter really is. I often wonder who takes the other side of my trades. I guess we should all be thankful for wide-eyed hopefulls who bring their...

Super, On and off it took me 5 years to learn how to be consistently profitable. And it cost me alot of money. But I learnt, and I kept learning. Now I run a hedge fund. The irony is that you have to learn a whole lot about all sorts of differnet techniques to understand they all...

Super, Looks like you made every newby trading mistake in the book. Everybody makes these mistakes while they’re learning so don’t worry too much. Look at this as an opportunity to learn, identify your mistakes, write them down, be honest about what happened, and have the discipline to...

I'm looking to augment my existing short and medium term futures trend following models with something longer term (say average winning trade 6 months +++). I've been running simulations on all sorts of simple stop-and-reverse models (MA's, breakouts etc), using a diversified basket of 9 asset...

sizetrade, You can try this: http://www.globalfinancialdata.com/index.php3

CPTrader, For a manager VaR is an excellent tool for understanding and analysing your risk down to a position level. And you can use it for reporting externally - although I wouldn't drill down to position level obviously. Now how you go about actually calculating VaR is an epic in itself...

CPTrader, Leverage based on notional portfolio value is not a useful measure of "risk". The only people I know who pay any regard to this number is auditors. Margin-to-Equity ratio is the generally accepted proxy for leverage with futures It is used extensively by CTA's and Managed Futures...

Program Trading already constitutes approx 75% of NYSE volume.

Nonsense. This implies there are are fixed number of market inefficiencies and due to some strange phenomenon this equillibrium must be maintained.