Don's openings and more for 2005

That won't make any difference as far as the orders go, natural movement of the e-mini pre open will have a much larger impact. I use program trading's number myself.
 
Quote from Jachyra:

Not much.... For 6/30/05 indexarb is reporting 4.29 and programtrading is reporting 4.31....do you think it is enough to really make a difference, and if not, which one should I typically lean towards using....the higher number or the lower number?
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Probably the best way to convince yourself is to do the math on one of your typical stocks. That's about 1/2 of 1% difference. On a $30 stock with 0.5% envelopes it's less than a penny. It would be lost in your rounding. On a $90 stock, your order would be different by a bit over a penny. Typically, over many, many orders, that difference should be inconsequential.
 
4 long fills, 3 small wins, 1 small loss that should have been scratch but I fat fingered the exit. +172.50

I've also seen where programtrading.com and indexarb.com have different numbers for fair value, sometimes different by .20 or so. I'm guessing one site is using less precision in their rounding of inputs, since the equation they use should be the same. In any case I don't think a couple of pennies here or there in your fair value calculations is going to have much of an impact on OO's.
 
Probably it is the end of Month adjustment.
I got too many fills to handle and just scrambling my way to get out.
19 wins, 9 losses, about +2K net on about 120000 shares.

I have been thinking about geting out strategy in hectic market and having lots of positions. One way would be to sort position based on net profit/loss per share and then watch is from there, but the problem with this is that as new stocks just coming in we might need to give a little time before getting out and with many positions itis hard to know which ones are new stocks. Anybody else have thoughts on ways to handle multiple positions? I have a hard time to handle more than 10 positions while watching each tick and quotes , futures, sector charts, leading stocks all simultaneously.

Danjos
 
as far as index values go a few pennies means nothing...

the big deal is your long and short rate and dividends...

i calculate the values myself...

esignal pumps all the needed data via dde...

i just use indexarb.com to make sure i am close...

openings are becoming much more of a finesse trade these days...

off to the north woods for the holidays...
 
back from vacation....

17 fills / 800 shares each

5 long / 12 short

+1301.00

- .70 / + .80 % from previous close...

blocked aig / dis / pg / nsc on news
 
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