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You're not factoring in exchange data costs at all btw. Nobody beats the eSignal delayed data option.

Thanks for the completely irrelevant reference. Take it to P&R.

It's possible to use the website to actually chart spreads but you have to know the symbol format ahead of time and it won't handle user-based spreads like a cal vs a cal to create a fly. Anything exchange traded is chartable. Within the actual software you can chart whatever you want with very...

It's one of the cleaner trading currencies (less bullshit) and 6M futures are liquid enough - which is how I prefer to trade it.

No problem with the concept of movie theaters and it'll obviously be superior in most cases than watching it at home (from an experience standpoint) but the content is primarily the issue these days (been that way for years). Not surprisingly when my wife and I do watch movies we go to Landmark...

Peso is another one you guys should be watching if not in already.

Followed closely by Brent which usurped total OI of CL back in 2015 I believe. Also, I think Gasoil aggregate OI is even greater than both HO and RB combined. ICE also has a superior implication algorithm that can even handle spreads of spreads. Okay back to ED.

You can use whatever works - there's libraries available for almost everything and where there isn't you don't necessarily need to reinvent your own. Most of the "hot" languages these days aren't really all that mind-blowing or even massively useful - a lot of solutions searching for problems.

I'm not talking about the Fed I'm talking about the BOJ and SNB. If you think they aren't involved in the US markets in any way you're wrong on that.

1. Buybacks fueled by easy money (CB driven). 2. Outright purchasing of equities by central banks (CB driven). 3. Artificially floored interest rates forcing people to seek yield on risk assets (CB driven). Get the point yet?

It's totally what we're discussing here. In fact Mav and I have made the point that the only sane play here is controlling gamma so you're on the right side of it and that is indeed one of benefits of straddles. However, the entire thread has NOT been about straddles but about OTM puts and...

And that's what makes a market. Total fucking bubble BTW.

If this is a 150k account that's basically up 3k after 4-5 months of trading it then this strategy doesn't even make time/money/risk sense at all. You could literally sit and wait for some mindless S&P rally/trend day, hop on an ES 10 lot and be done with way less time, risk, and controllable...

Whatever happened to your magical delta hedging system? Pretty obvious you're the same guy: https://www.elitetrader.com/et/threads/a-free-trading-system-that-guarantees-at-least-180-p-a.299295/

This is botpro isn't it?

I don't think OI would be tracked as there is no specific OI for a vertical just as there is no specific OI for a time spread. For volume that's a good question. You could probably hack something together but the data would most likely be prone to blurring from actual outright trades.

What one really should be asking is where's the missing 4.8 million?

Agree with Pete here. Half the battle is in trying to find things that simply behave appropriately such that putting a trade on doesn't entail taking on negative adverse risk - or what I like to call "toxic volatility." If one can create a derivative instrument that reduces said volatility to...

There's also the lesser discussed but pretty important distinction that spreads tend to cut out a good part of externalized/systemic risk that's present but not immediately relevant to the instruments being traded. For instance, outright crude traders are exposed to other externals such as USD...