At least half of the futures Calendar Spreads are Illiquid??

Con1991 said:
...I would like to be able to trade more than just 'What everyone else is trading' kind of thing...
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"What everybody else is trading" is exactly what you SHOULD be trading. Why would you try to trade an instrument that NOBODY is trading? How do you trade an instrument that NOBODY is trading?

Good grief. Don't try to make a statement with "I AM TRADING THIS OFF-THE-WALL PRODUCT, AND I WILL MAKE IT LIQUID", just try to make money where the money is flowing.
 
Overnight said:
"What everybody else is trading" is exactly what you SHOULD be trading. Why would you try to trade an instrument that NOBODY is trading? How do you trade an instrument that NOBODY is trading?

Good grief. Don't try to make a statement with "I AM TRADING THIS OFF-THE-WALL PRODUCT, AND I WILL MAKE IT LIQUID", just try to make money where the money is flowing.
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No that's not my intention at all. I am interested in both liquid and illiquid instruments. I am just disappointed that so many of the 'listed' products are just sitting around, untradeable. There could be plenty more trading opportunities if more people did trade these products. We are essentially limited by liquidity, and therefore trading is one business where we are not unlimited in our choices.
 
Con1991 said:
No that's not my intention at all. I am interested in both liquid and illiquid instruments. I am just disappointed that so many of the 'listed' products are just sitting around, untradeable...
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You know how @bone goes on about how there are literally THOUSANDS of spread combinations available? It is a true statement. But they are not all tradable.

You don't need thousands of them to be tradable to make money. You just need a couple of liquid ones, understand them, and POOF, yer on yer way, man.
 
Every week I look at several hundred intra market futures spread combinations where each product expiry has at least three thousand contracts open interest.

Overnight said:
You know how @bone goes on about how there are literally THOUSANDS of spread combinations available? It is a true statement. But they are not all tradable.

You don't need thousands of them to be tradable to make money. You just need a couple of liquid ones, understand them, and POOF, yer on yer way, man.
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Is there enough range in the STIRS to make it worthwhile? I thought the whole interest rate complex has been off the table for many years, and near-zero rates will likely continue until the pandemic is resolved.
 
Here’s the thing about intra market spreads like STIRS - they are dirt cheap to margin overnight. For example, a 1-2-1 Butterfly is about $375. It makes no sense - NONE, to day trade them. It is not uncommon for me to take 15 to 30 full $25 tics out of a GE position - but I am swing trading them holding them typically for weeks or even months if they are really performing.

There are huge swinging dick independents who trade Eurodollar spreads in Chicago and they do monster volume.

Even Crude Oil, Nat Gas, Gasoline, Grains, Softs I am swing trading. It’s by far and away the best method to trade them.

Use the cheap margin and the more “behaved” and easier to model behavior of these spreads to your advantage.


Trader13 said:
Is there enough range in the STIRS to make it worthwhile? I thought the whole interest rate complex has been off the table for many years, and near-zero rates will likely continue until the pandemic is resolved.
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