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Anton Kreil doesn't know shit about actually trading your own P/L. He sells courses, and he was a banker. He wasn't a trader at an IB, and he never talks about actual stuff like yield spreads, basis arbitrage, rate differentials, market structure, really anything that is complicated. I doubt...

Sure start putting some of those averages, bollinger's, crossovers, whatever on the BoB spread, NoB spread, or outright rate futures. You went long bonds (short equities) at the all time low in yields in SEP 2019? Look at this chart of ZN. Sure if the economy is going into recession it...

Hi John, I think you should familiarize yourself with the bond market. Rate futures track the value of bonds and are used to hedge price risk. This market trades inversely (against) the stock market. It is large, and many, many traders and trading groups are trading these products. If you...

I was just saying that NQ/ES is a bullish position if traded in equal lots, i.e. 1:1 ratio. It has a positive beta and will generally track ES moves. Neutral can mean different things with an index spread. It's a cross-hedge so neutrality is in terms of volatility, or in terms of dollar value...

The chart formula is in the top left corner. It's ThinkorSwim. This formula 8000*/UB + 200*/ES gives you the cash value of 8 contracts Ultra Long T-Bond Futures AND 4 contracts ES futures. This is roughly 2.1 million dollars. So, it's a synthetic portfolio with about 1.5mm in bonds and...

Doesn't make sense unless I can have three huge HD monitors set up, and superior connectivity of some kind (dedicated line, redundant connections, etc.) I have to watch bonds, indexes, news feeds, and have three different charting software going. How would I do this in some kind of casual...

I'm gonna seem like a genius or put my foot in my mouth here but here is my take on this.... The FED purchases were just "liquidity injections" and the MBS/ABS were just the easiest way to inject that cash. It's essentially a cash infusion to mitigate an unexpected increase in regulatory...

This is called an index spread. Long NQ and short ES is a bullish position. You are exposed to the market with less volatility than an outright Nasdaq or S&P E-Mini. You have to have enough edge to make it a viable strategy. This is an advanced strategy. It is not something that is easy to...

I doubt it will break out like the gold bugs and metals touts claim. Gold produces no payment for the owner, unless it is leased. Not sure what vehicle you have obtained exposure with, but there can also be the issue of a collectibles tax.

Well, I don't like forecasting the market. But, if I am to look at something that will tell me what the institutions are doing then I look at a book that is spread between bonds and equities. I use a 72% bond allocation as a reference. If this book starts to turn bullish, then equities will...

This all has to do with funding rates, interest rates. The market, as a whole, does the following because it is the cheapest way to manage risk. Sell rate futures and liquidate bonds, receive cash, buy stock, (sell calls/buy puts) and sell index futures. They will be forced to do this if...

Look at this chart. This is UB vs ES. The left side is the cash value of a 1:1 spread long short. The spread is the pink colored one, the white thing is something proprietary. You can see that computers are trading this thing. It traded higher during the session. The rate / index spread...

This is true. However, there is $145 billion being traded in just ZN each day. Rate futures order flow is much more than enough to move the index. This means that bond traders (largest spec on earth) can force short covering, run stops on longs, and in general, just manipulate the index any...

What a joke. The problem is that they bribed agents representing a federally regulated institution. The truth came out (the agents were implicated), and then she perjured herself. AFAIK She is trying to buy her way out of problems (because she is a rich celebrity) and the daughters being too...

This is bullshit. You are not looking at the right stuff. ETJ just recently posted a video here https://www.elitetrader.com/et/threads/intro-to-the-new-cbot-traders.338348/ DiFransesca said, (paraphrasing) most new traders on the CBOT find out that everything has already been done. Most...

A lot of traders are looking under rocks and in gutters to find edges. Could be things like cointegrated pairs that lag an associated instrument. Maybe they learned how to short a basket of weak stocks that have a significant representation in an ETF and then long the broader market in a...

Hi d08. Yea you read that right. I think backtesting is overrated. In fact, most people are not even remotely qualified to perform rigorous scientific analysis of historical data. This is quant stuff, for quants. I know there's a lot of successful traders that rely on backtesting, and all...

You can't use the IBKR data for ThinkorSwim. But, the fees for ThinkorSwim data are very low. I would say it is the best charting supplement to IBKR TWS for the price. Best value.

Uhh, well you can pull the source code from all of their proprietary studies and then build off that. Then there is http://htmlpreview.github.io/?https://github.com/jshingler/TOS-and-Thinkscript-Snippet-Collection/blob/master/TOS & Thinkscript Collection.html and...

The trend lines are just standard features available in MS Excel. Excel doesn't have fibs I don't think. You can probably download chart add-ons for Excel that can do more advanced stuff. I just chart really math heavy stuff with it because TWS has problems doing what I want. The indicators...