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Ford has most definitely upped their game - big time. The family and the Company put everything on the line a few years ago to secure the required financing (did it themselves, the way it's supposed to be done in a free enterprise system) to completely revamp their manufacturing efforts. The...

Some links to a few spread trading tools: http://www.orc-group.com/Documents/Products-Services/Orc_Spreader_US.pdf http://www.tradingtechnologies.com/autospreader-se http://www.cqg.com/Docs/CQGSpreaderQuickRef.pdf http://www.tickit.com/automated-spreader.html p.s. : the...

oldtime, did the quote board look something like this ?

Generally speaking, spreads in many markets do not mean revert back to a "fair value" level like they used to. Those situations, from what I have experienced at least, are becoming harder and harder to find. Spreads trend like crazy. This is good. Most of your spreads in the commodities...

No win situation for me: 1. because if I hid the account number and exchange ID identifiers off of the order tickets and fill window then I would be called a photo-shopping liar, 2. I have some very unique synthetic spread combinations that are proprietary, and 3. your experience would be much...

Live screen shot from my TT platform for spread trading and intermarket arbitrage between ICE Henry Hub Natural Gas Swaps and ICE PJM-West Electricity Swaps in 2008. The financial crash later in the year made this trade untenable from a liquidity standpoint - but it was very good while it lasted.

I don't know how well this will turn out, but it illustrates the unbelievably awesome capitalization efficiency you get with futures spread margin offsets. Examples: 30 Yr. Bond Spec Initial: $2700; Spread Initial: $405 RBOB Gasoline Spec Initial: $11,475; Spread Initial: $3375 Hint...

This is one version of my proprietary scanner being used for equity pairs - my custom studies runs in nine timeframes simultaneously and entries are taken as a result of a ranking hierarchy. Note that the scanner has 580 different equity pairs loaded. The futures spreads scanner looks...

some miscellaneous Bloomberg screenshots I had sitting in my picture files:

Agreed.

Yeah, Martin, best not get involved - you are apparently not 'preferred'. Not one of the chosen. (How is it that the currencies, equities, and interest rates are heavily spread-traded and arbitraged but that didn't make his 'list' like "commodities" ?).

Yes. You cover in the underlying instrument at that instant in time. Do not pause to blink. You completely offset your delta exposure in the underlying right then and there. If you were deep ITM, you essentially assume full delta exposure and cover in the actual shares, or in the case of...

"I have did this on Ninjatrader some years ago. " Knowing Harris Brumfield and Gennady Gertsman personally, and having traded against Paul Rotter in Liffe and Eurex, let me assure you that you did not do anything remotely similar on Ninjatrader. Just 'running orders' is a silly fallacy...

Logic Man, noble effort on your part. Delusional Narcissism on a $1K fictional account.

Sandy, I will buy my next GM from you. What is the waiting list and sticker like for a ZR-1 ?

Clients have to make money. Everything else is bullshit. It simply does not matter what the educator says or produces. Bernie Madoff had audited statements. The SEC audited him as well. If you are going to be a client... Make damn sure that other clients are making money IN LIVE...

Real Money, Not C2. Ask the traders who trade live markets. I have a client who went live on March 01, 2011 with a $25K account. He has returned 45% net on that as of June 24. In four months, on a net basis, he has over $36K in his account. Advantage Futures clearing, CTS front end, eSignal...

If I was, for example, bullish I would only enter on the buy side of the market. Buying bids, working bids, kicking them out for a few tics, buying retracements at technical support levels, that kind of thing. Not thousands of times per day, probably more like a hundred times for considerable...

No, the bar length held no sway particularly on my trade holding timeframes. I found that the shorter time studies did not incorporate the more macro trend characteristics and S/R levels - I did not want to enter trades on what I deemed to be an incorrect bias in terms of technicals. Just my...