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    Where to get candlestick charts of futures spreads?

    I generate these charts using tick data from DTN, but I know of no online tools to do this (heck, there's only one or two places that do straight futures spread line charts!) If you find one, let us know!
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    I'm starting to think that < 1 % of people on elitetrader are actually profitable

    Quote from cold: is that regardless of country, if there were more REAL traders here, there would be more tax discussion overall You're an idiot. "Winners" are not the only ones that file taxes. Nor are "REAL traders". Losers that trade part time ALSO file taxes. Look up non sequitur and...
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    I'm starting to think that < 1 % of people on elitetrader are actually profitable

    Why would only winning traders need to file taxes? In my bad years, I can defer losses against later winnings. Perhaps the difference is professional vs. amateur instead of winning vs. losing? Or, elitetrader has posters that don't assume everyone is in a single country. Frankly, tax laws in...
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    Play a Yield Curve Steppener w/ Treasury Bond/Note Futures?

    This is exactly the right calculation. One shortcut if you're trading relatively small lots: Look for where the margin break CME will give you for trading these two instruments as a spread. In general, that's pretty close to the right ratio. For example, CME will give you a 65% margin credit...
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    Naked put... eats like a mouse, sh!t like an elephant

    Presumably you sold at least 11 of them, or else you really have some accounting problems.
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    What happens with physical delivery when you are short a futures contract and it ...

    http://www.cmegroup.com/rulebook/cme-rulebook-listing.html See rule 358A01.I
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    What happens with physical delivery when you are short a futures contract and it ...

    Your ES futures and options are cash settled, hence no delivery risk. Gold futures H8 contract LTD was 2/27/08, options was 2/26/08. Corn futures H8 contract LTD is 3/14/08, options was 2/22/08. Coffee, Sugar, Cotton, etc all have options which stop trading well before the contract.
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    What happens with physical delivery when you are short a futures contract and it ...

    Options expire before the futures for just this reason. That aside, delivery is *not* for large traders only, and brokers will not automatically close out your position (unless the broker simply doesn't allow delivery, like IB). Soy meal and oil, crude oil, gasoline, etc. are all extremely...
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    IB cancelation fees

    It varies based upon the exchange. And you get a credit for filled orders. http://individuals.interactivebrokers.com/en/accounts/fees/otherFees.php?ib_entity=llc
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    IB cancelation fees

    There is a fee if you modify or cancel a stock option order. Futures options do not have a similar fee (and of course, neither do futures or stock cancel/modifies).
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    which one leads?

    Think about the fundamentals for a second, and you'll see no "manipulation" is involved... You're a fund manager and have a bunch of money to invest in fixed income, and you have a choice between short term (say 90 day or 2 year) and long term (say 10 years, 30 years). If the economy is...
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    Wheat Limit UP again today mon feb 25--25k at bid...get in?

    Look to get synthetically long with options. You'll pay way above limit, but you'll get in long if you'd like. Alternatively, look at back months, although with the Minneapolis pop today, they're likely limit too.
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    I Wish Globex Had A Chat Feature....

    I'm sure the bidbot would make stimulating chatbot conversation.
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    tradestation comments

    I started with Tradestation with a single core Pentium 4 a few years ago ('05?). A dual core would be more than sufficient. As for the previous comment on a demo--you can get a free demo if you chat with one of their salesman (not that salesman chatting isn't painful, but at least you can do...
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    tradestation comments

    EL has loops as well, but it's a very simple syntax. If Close[1] > Close then begin Plot1(Close[1] - Close); end else begin Plot1(Close - Close[1]); end; I'm not saying that block does anything useful, just it's a sample of syntax. It would essentially plot the absolute...
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    GlobexCME 10 Tear Note...any downside left or hit bottom?

    Take a look at the Five/Ten, Two/Ten, or Ten/Thirty spreads. The bond market is desperately worried about inflation. Market participants would normally be increasing their duration with expected lowering of rates. Instead, the market is shortening their duration due to expected inflation...
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    GlobexCME 10 Tear Note...any downside left or hit bottom?

    I think you need to read some news. http://www.lind-waldock.com/education/ewire/701/feature02.shtml I'm short the 10 year too. Good day today. :-)
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    What if open interest is skewed one way?

    Feb 30 Calls: 1/11 1:41pm - 13718 traded at .50. Bid was .50, ask was .70 The Jan 30 calls are too old for me to look up. Feb 25 Puts: 2/6 10:38am - 4252 traded at 1.10. Bid was .90, ask was 1.10. 2/5 11:39am - 4715 traded at 1.00. Bid was .65, ask was .95. 2/1 10:04am - 2192 traded at...
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    Options on Futures: Worth It?

    I've traded ES, ER2, NQ, and EMD options. ES and ER2 are really the only ones you won't get killed on the bid/ask spread (and even they are a bit wide). Equity index futures aside, there is a whole world of other futures options out there which are very liquid. Eurodollars, Notes, and Bonds...
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    tradestation comments

    I'm not a huge fan of Tradestation, but this is an outlandish overstatement. I think the platform is actually quite nice--it's extremely easy to create your own indicators, statistical analyses, automated systems, etc. (Want to know the average >2.5 std deviation move in a stock for the last 5...
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