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Thanks, that's good to know.

I'm short deep OTM NG puts, due to expire worthless on Monday. IB sent me the warning below, saying they may close the positions. But the link in the warning says OTM options will be allowed to expire worthless if expiry (Monday in this case) precedes the underlying First Position Day...

Another way to think about ES benchmarks is to translate them to annualized returns and then evaluate their likelihood. For example, if you trade 1 ES per $10,000 in your account, and if you net 1 ES point ($50) per day for the 200 trading days per year, you make 100% per year. There...

Do you more experienced e-mini traders generally find that during the hours before an afternoon FOMC announcement, the market meanders and is not profitable for trend-following systems? Thanks for any insight.

http://elitetrader.com/vb/showthread.php?s=&threadid=11117 http://elitetrader.com/vb/showthread.php?s=&threadid=11780

For the e-mini contracts (ES, NQ), when should one switch from trading the nearby contract to the next one? When does the volume of the nearby contract fall below the volume of the next one? Does this typically happen well before the last trade date for the nearby contract?

also http://www.cmh.edu/stats/faq/faq09.htm

Has anyone tried ordering tick data from C.I.S. Market Data at https://moss.bayou.com/smcg ? It is so much cheaper than Tick Data (http://www.tickdata.com) -- is there a catch? Does anyone have recommendations for other vendors (or free sources)? Thanks.

Someone posted a question a while back about the use of three rather than two parameters in the stochastic, and I don't remember seeing a reply. This page explains it (see section on Full Stochastic): http://www.stockcharts.com/education/What/IndicatorAnalysis/indic_stochasticOscillator.html