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  1. TraDaToR

    IB down?

    There has been a problem with globex calendar spread quotes for almost 2 weeks( specifically globex ),so I was in touch with them and they tried different fix last week. Today, almost all spread quotes are OK but other instruments are down...:(
  2. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.efinancialnews.com/story/2013-06-19/italians-delay-derivatives-and-hft-tax What a shame. This would have simply shut Milan Futures Exchange and created a precedent.
  3. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.tax-news.com/news/City_Fears_Rise_Over_Financial_Transaction_Tax____61129.html
  4. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.firstpost.com/economy/commodity-transaction-tax-from-1-july-all-you-need-to-know-890985.html
  5. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    Germans are bright. You would do the same in France or Italy, you would have 78% for it, even if they end up paying it...LOL.
  6. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.guardian.co.uk/politics/2013/jun/18/labour-lib-dems-robin-hood-tax
  7. TraDaToR

    Movie: The Wolf of Wall Street

    I read the book. I guess it will be fun but with no interesting "trading" material ( or any trading material for that matter ). Just the typical wall street excess movie. The guy arrives on Wall Street, becomes a millionaire in 2 years, start snorting blow waking up, doing illegal stuff...
  8. TraDaToR

    Continuous time series in futures

    I am not sure to understand what you want, but IMO it's better to use simple adjustment than any kind of ratio that will mess up the actual range of movement of one or more legs compared to others. And if it's only for backtesting , what's the problem with negative values?:confused:
  9. TraDaToR

    Skateboarding

    Not new but for those who like nice stories, this documentary and interviews relates Guy Mariano's skateboarding career, from being a Young prodigy in "video days", his magical part in "Mouse", his long downward spiral in drugs, to his desintox and come back in "fully flared". Eye opening when...
  10. TraDaToR

    Insider trading on commodities in Europe

    http://uk.reuters.com/article/2013/06/14/uk-commodity-regulations-idUKBRE95D0CE20130614
  11. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.reuters.com/article/2013/06/17/hungary-budget-transaction-tax-idUSL5N0ET1DF20130617
  12. TraDaToR

    Soybean Complex Ratios

    Based on jul expiry, for 50 period ATR, I got 1/2.7 soy/oïl( 1250$ soy ATR/462$ oïl ATR )
  13. TraDaToR

    Soybean Complex Ratios

    I haven't performed it in a while. It was just ratios I was using 3-4 years ago.It's really possible it has changed since. 1/5 for soy/oïl seems excessive though. Perhaps 1/3 but not more... Are you sure it's dollar amount based for one contract? Edit: I was using 2/5 for soy/oïl and not 3/5
  14. TraDaToR

    Soybean Complex Ratios

    Here are the ratios on CME website( but there must a problem IMO ): http://www.cmegroup.com/trading/agricultural/grain-and-oilseed/soybean_performance_bonds.html 5-1-1 for crush makes no sense. I guess it's 1-1-1 ( soy-meal-oil)for the small one. The exact one is 10-11-9 , processing wise...
  15. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.mondaq.com/x/244958/tax+authorities/Matheson+Financial+Transactions+Tax+Update+ECB+doubtful
  16. TraDaToR

    Spread orders on TWS not displaying properly

    Hello Rearden, Trading futures and futures options, I had the same problem. Most likely when your size doesn't appear in IB Bid or Offer, your order hasn't been entered by IB as native. It won't be filled against incoming market orders. On futures calendar spreads, orders are entered as...
  17. TraDaToR

    Options on Futures

    I am also trying to trade commodity options, mostly agricultural, and I would like to know if some of you are successful on these instruments while removing liquidity... The spreads are so wide that it is hard to believe some people are making money without passive methods...I understand there...
  18. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    http://www.bloomberg.com/news/2013-06-12/brazil-eliminates-tax-on-currency-derivatives-to-stem-real-drop.html
  19. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    Ditto. My profit margin for last year is around 1/5 of the proposed dérivatives rate and I am a just a slow manual liquidity provider, the kind that almost never cancel orders and exchanges love. In fact, the good HFT ,liquidity providers, who makes fraction of an increment per trade, would...
  20. TraDaToR

    1/4% Tax on all stock trades pushed in NY Times today

    I don't remember if it has been posted. ICMA Report on the consequences on the repo market at the end of this article: http://www.mondaq.com/unitedstates/x/244588/Commodities+Derivatives+Stock+Exchanges/The+European+Financial+Transaction+Tax+And+The+Repo+Market
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