Eurodollar spreading

Quote from Martinghoul:

What you'll have in the quick 'n dirty case is some bucket risk. Most of the time it's not that significant, but there could be circumstances where you could lose money or make less than you should. Again key is to be aware of the trade off and make an informed decision.

If you wanna talk about the specifics, we could.
More...

Man you have no idea.. i could ask questions till your blue in the face.. i'm trying to read as much as I can so i don't wear you out..

I'm watching this video.. picking apart what the guy is saying.. He makes alot of sense.. Of course he is going for a tick or two.. which with the commission structure at advantage futures, is possible to make money on.. right now i'm working .05 and .07 stuff in flys in crude, and sometimes .02 stuff in single switches..

I like what he talks about, order management, He uses expressions like.. "working this, while leaning on these" all the trades he is talking have many legs.. they are flys against flys.. which in turn would imply a very low commision structure.. but the more abstract point that he is making is very important to me..

http://www.youtube.com/watch?v=qcB5Uw0V6Gg&list=UU1-7i1BQm8Ni0yOmK5vtlbQ
 
Quote from Martinghoul:

What you'll have in the quick 'n dirty case is some bucket risk. Most of the time it's not that significant, but there could be circumstances where you could lose money or make less than you should. Again key is to be aware of the trade off and make an informed decision.

If you wanna talk about the specifics, we could.
More...

I obviously need to learn duration weighting.. . and the implications/risks of being out of balance.. or as you put it, define the actual bucket risk i'm taking.. I still like to know the seemly irrelevant risks i'm taking.. but if its insignificant, its insignificant..
 
Quote from cdcaveman:
Man you have no idea.. i could ask questions till your blue in the face.. i'm trying to read as much as I can so i don't wear you out..

I'm watching this video.. picking apart what the guy is saying.. He makes alot of sense.. Of course he is going for a tick or two.. which with the commission structure at advantage futures, is possible to make money on.. right now i'm working .05 and .07 stuff in flys in crude, and sometimes .02 stuff in single switches..

I like what he talks about, order management, He uses expressions like.. "working this, while leaning on these" all the trades he is talking have many legs.. they are flys against flys.. which in turn would imply a very low commision structure.. but the more abstract point that he is making is very important to me..

http://www.youtube.com/watch?v=qcB5Uw0V6Gg&list=UU1-7i1BQm8Ni0yOmK5vtlbQ
More...
Yeah, so this guy is describing what is very much a strategy for locals. If you wanna talk to peeps who do this stuff, there's a PROPboards chatroom, where there's a bunch of guys doing this type of stuff. I am there, as well, even though it's not what I do.
Quote from cdcaveman:
I obviously need to learn duration weighting.. . and the implications/risks of being out of balance.. or as you put it, define the actual bucket risk i'm taking.. I still like to know the seemly irrelevant risks i'm taking.. but if its insignificant, its insignificant..
More...
Yes, once you do the work once and understand the procedure, you'll be able to apply it consistently. Once you do that, you'll be able to make informed decisions.
 
Quote from Martinghoul:

Yeah, so this guy is describing what is very much a strategy for locals. If you wanna talk to peeps who do this stuff, there's a PROPboards chatroom, where there's a bunch of guys doing this type of stuff. I am there, as well, even though it's not what I do.

Yes, once you do the work once and understand the procedure, you'll be able to apply it consistently. Once you do that, you'll be able to make informed decisions.
More...

I haven't even watched all that , i keep trying to soak it in.. he starts throwing numbers out, that i dont' understand.. and i know he is just referencing a leg or something.. i pmed ya
 
Quote from Martinghoul:

What are the Eurodollar contracts you're using exactly?
More...



sorry thats why i posted the second chart... its the H contract

+3 ZTH / -2 GEH


sorry i need my hand held on this stuff.. i'm catching the drift about the term strucuture risk associated with the eurodollar leg.. and thats a contract from the whites, not the reds.. and i saw that CME's combo are contracts from the red pack.. correct me please
 
Quote from cdcaveman:
sorry thats why i posted the second chart... its the H contract

+3 ZTH / -2 GEH


sorry i need my hand held on this stuff.. i'm catching the drift about the term strucuture risk associated with the eurodollar leg.. and thats a contract from the whites, not the reds.. and i saw that CME's combo are contracts from the red pack.. correct me please
More...
Sure, no probs... Just wanna make sure we're on the same page first.

3 ZTH4 vs 2 EDH5?
 
You must log in or register to reply here.
Back
Top