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It seems that there is a arb problem for perpetual futures. There is term structure for normal CME futures that involves interest rates, cost of carry, temporary supply constraints, etc. There would appear to be a giant easy arb of just buying perpetual futures and selling back dated monthly...

I have the same column resizing issue, unbelievably frustrating

What stock?

I'm also interested in this. I do funding trades in SPX options and wonder what the best possible methods there are to minimize the bid/ask spread to capture a low interest synthetic loan. I'll comment later on what I do if nobody else responds, Daal.

You can do a forex trade just once to exchange your eur to usd, then just have a long usd balance. $2 commission one time.

I usually do $10k or $20k , what is your experience/ suggestions?

I don't think it's possible to market-make bonds on IBKR, I do occasionally enter orders there and there are constant trade troughs and non-honoring of quotes. Basically the bond market structure is one giant scam against the little guy. I basically will put in a bid for $101, and it'll trade...

Odd lots are no problem at IB, just use the default Smart Router, and you will never even need to think about it.

You don't want HH. NG is a more liquid contract.

Buyers push the price up. Sellers push the price down.

HFT firms don't do anything that you can learn from. It's all about speed. If you do their exact strategies with a tenth of a second delay, you would have the world's worst trading performance.

Bond trading in general is a joke at IBKR, a rigged game. I believe it is rigged for the banks everywhere though, and not just IBKR for the exact reason you cite. The banks fleecing their own customers and ignoring the NBBO. I know that my response is not helpful, but I share the same...

Can you explain why you chose those instruments to trade. They seem like inefficient non-primary markets with dubious adverse selection fill propensity. If you are going for the decay in these instruments, wouldn't it be better to sell and hold those instruments, and trade better ones like...

You have missed the point. PNL is evidence of the viability of a trading system. Just like any other business, if you run a taco stand and are losing money after 6 months, then you would tinker with your formula, pricing, etc. or just shut down. PNL in itself is not the be-all and end-all as far...

Optimally, if one was only concerned about the expected value, then the answer would be to bet 100% every time. If one was concerned about the geometric mean, assuming completely average luck, the answer would be to bet 66.6% every time. When one factors in diminishing marginal utility of...

Good job, but your equity drawdown looks far too large for enticing more AUM. Maybe you should consider decreasing size as a percentage of equity.

Look up "basket trader" on the IB website, you can save orders as a text, and upload in text format.

The Fed is doing these QEs for one simple reason: to fund US budget deficits. We are at interest rate levels where rate changes are negligible to incentive impacts. In fact, the trade is so carried out and frontran that an increase in the interest rate (the opposite of what the fed proposes)...

""F likely has more liquidity and gives you more time to get out." How does it give me more time? I have a deadline of Monday's close to get out or they'll get me out the next day." They will give you more time to get out of the January position because it doesn't expire next week.

I do not follow OJ, but one method maybe be as follows.. Buy the X/F spread, buying the X. This would leave you nakedly short F. F likely has more liquidity and gives you more time to get out. I'd suggest that if you don't know what to do, just get out. Another possibility might be...