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60% bust range.
Interesting CME Whitepaper on 5/6 Flash Crash http://www.cmegroup.com/files/May-6-2010-Incident.pdf CME Price Banding http://www.cmegroup.com/globex/files/PriceBanding.pdf -
CFTC - Dynamic Trading System = Providing Trading Advice
There is nothing ambiguous about CFTC rules you must meet both provisions for exemption. Exemption From Registration as a Commodity Trading Advisor 17 CFR Part 4 The Commodity Futures Trading Commission has amended Commission Rule 4.14 to create an exemption from the Commodity...- IQuant
- Post #14
- Forum: Automated Trading
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Futures options
Are you serious? CME Group Check your data feed All TT Brokers TOS IB Rithmic OEC OptionHouse OptionsExpress Morningstar Now I'm not saying ES options are better to trade than SPY. Just pointing out some differences for further dialog.- IQuant
- Post #5
- Forum: Index Futures
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Futures options
Spy options versus ES options: 5 SPY options = 1 ES Option SPY Strikes are spread twice as far as ES: 1.00 versus 5 points. Spread: 0.01 - 0.02 versus .50 - 1.00 ($5-$10 versus $25 - $50 using 5 spy = 1 es) ES options are available 23h/day but generally liquid with tighter...- IQuant
- Post #3
- Forum: Index Futures