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  1. TraDaToR

    Global commodity broker

    Ouch. I hope you were aware before transfering cash...
  2. TraDaToR

    Global commodity broker

    Yes. CQG rep told me only 2 brokers give access to Bovespa, one of which is russian...LME is listed by a lot of FCMs but then when you ask them about it, it becomes tricky...
  3. TraDaToR

    Global commodity broker

    But BM§F Bovespa isn't...
  4. TraDaToR

    Global commodity broker

    Yes. I just checked.
  5. TraDaToR

    Global commodity broker

    CQG is supposed to have JSE. I saw it on their data fee schedules.
  6. TraDaToR

    Global commodity broker

    Which ones? Are you an IB? To which FCMs?
  7. TraDaToR

    Global commodity broker

    Hello, I am looking for a new broker with access to global exchanges for commodities( Ags, energy, metals...). Here is what I am looking for but I am not sure the dream broker exists : - Access to more obscure exchanges like BMF, ICE Canada, LME, JSE, TOCOM... - No proprietary trading unit...
  8. TraDaToR

    The Wallstreet Code

    Great documentary. Blair Hull, Peterffy and Dave Lauer, the programmer from Citadel seems genuine when they talk about HFT, but Haim Bodek is just whining because his shop failed. So you lost priority in one strategy because of Hide Not Slide orders, what about changing strategies? How does...
  9. TraDaToR

    BZ Retroactive exchange fee charged under 209F MM PRGRM

    Damn...I know one guy doing a lot of BZ under this program...:banghead:
  10. TraDaToR

    Performance decay on equities strategy

    6 months but easily something like 500 trades. Each point is a daily P&L. I don't mean it is really significant but there was definitely an edge there when I was searching for suitable instruments and monitoring the portfolio actively.
  11. TraDaToR

    Performance decay on equities strategy

    I still think it is a profitable strategy. I am just impressed at how fast other participants have adjusted to my presence. Faster than on futures I think. On some of the most profitable instruments, I now miss fills by 1 tick which means one other participant just improves my ask or bid by one...
  12. TraDaToR

    Performance decay on equities strategy

    Hello, In the last 6 month I traded my first profitable stock strategy. It's half automated, trades a portfolio of stocks and trade duration is between 5 minutes and 1 day. At first I was really pleased with the consistency of returns. I was fine tuning it, looking for better instruments...
  13. TraDaToR

    Ag trade ideas

    http://www.reuters.com/article/us-usa-grains-storage-analysis-idUSKBN17D0EO
  14. TraDaToR

    Neurensic : Using AI to detect bad algos

    The quest for whistleblowers award intensifies LOL http://www.builtinchicago.org/2017/04/05/neurensic-ai-trading-investigation
  15. TraDaToR

    The hacienda hedge

    Can you simply blend heavy with light crude? I thought you had to go through a refining process( I read Oil 101 a long time ago ). Here is an article about mexican crudes: http://www.ogj.com/articles/print/volume-98/issue-20/processing/guide-to-world-crudes.html
  16. TraDaToR

    The hacienda hedge

    Not sure, but I think the 11.7 B$ in fees include premii paid. I imagine Mexico made for example 14.1 B$ in profits, lost 10 B$ in premii in bad years and paid 1.7B $ in commissions to banks and brokers.
  17. TraDaToR

    Ag trade ideas

    About cocoa. https://www.bloomberg.com/news/articles/2017-04-03/pothole-puddles-spell-trouble-for-cocoa-with-record-ivorian-crop
  18. TraDaToR

    The hacienda hedge

    The mexican govt seems like a good trader. https://www.bloomberg.com/news/features/2017-04-04/uncovering-the-secret-history-of-wall-street-s-largest-oil-trade
  19. TraDaToR

    PwC suggests MF Global was a risk culture run amok

    Sig, what makes you believe this? I am sure he has been completely beaten down in terms of self esteem because he lost all his power, credibility... but this kind of people would have never put 75% of their net worth in anything. We are not talking industrial leaders of the 20th century...
  20. TraDaToR

    Twitter Ponzi

    Seriously what do these people think when they take investor's money to pay for their vacation in St Lucia? Do they really think it will last a long time before they get caught? ...Oh well, it worked for 20 years with Madoff and he became chairman of NASDAQ in the meantime...
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