Search found 83 matches
- Sat Jan 19, 2013 11:36 am
- Forum: Futures Markets
- Topic: Milk Class III Roll dates
- Replies: 3
- Views: 6708
I would suggest not using any generic or data service recommended roll dates for milk, the contract dies but open interest stays high. and while there might be decent end of day volume in a contract there might not be a bid or ask during the trading day, the volume would have just come from people l...
- Tue Oct 16, 2012 9:32 am
- Forum: Futures Markets
- Topic: Using Put/Call Open Interest to Predict the Rest of the Week
- Replies: 3
- Views: 5202
yes, that is what it means. I'd say this is an urban legend, or some saying like 'can't win for losing,' 'sell rosh hashanah, buy yom kippur' or some such thing. it is kind of drilled into the head of option traders and I figure some people that spent a short amount of time trading and then moved on...
- Mon Oct 08, 2012 12:27 pm
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 14067
I only mentioned the 75-85 because it was a good trading period for the pound. if you see no added value just leave it out. the pound could be range bound for 10yrs like 93 to 03 and only good for selling atm straddles. there are some posts on this forum about trading seemingly bad markets only for ...
- Mon Oct 08, 2012 9:27 am
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 14067
I like marriot's comment, but I would go back to a different fiscal period. pretend it is 1985 and run your tests from 70-75, 75-80 and 80-85. would you have left out the pound and ny cocoa? I actually don't think it is a big deal to cherry pick markets, we are after all cherry picking systems to tr...
- Tue Jul 17, 2012 9:23 am
- Forum: Brokers
- Topic: Interactive Brokers data fees
- Replies: 3
- Views: 7513
- Thu May 17, 2012 8:34 am
- Forum: Data Providers and other non testing software
- Topic: CSI data different on perpetual contract than on actual
- Replies: 4
- Views: 6471
http://www.cmegroup.com/trading/agricul ... tures.html
mini wheat high is 666'0 according to the cme website.
it reads like you have csi and tb set to mini wheat but are looking at the full contract for a price check.
mini wheat high is 666'0 according to the cme website.
it reads like you have csi and tb set to mini wheat but are looking at the full contract for a price check.
- Thu Mar 15, 2012 8:00 pm
- Forum: Brokers
- Topic: Non base currency futures with IB's Universal Account
- Replies: 2
- Views: 6166
1 seems to be answered 2 well yes, but... 3 IB posts current loan/borrow rates someplace on their website and they are W I D E 4 you carry foreign currency in your account as a cash position used for margin 5 yes 6 I'm not sure about this question/statement, the last part, I don't believe there is a...
- Sun Jan 29, 2012 10:55 am
- Forum: Futures Markets
- Topic: Eurodollar (ED) - limited upside - PART 2
- Replies: 8
- Views: 5248
trading real world examples- from what I've read, the contract specs don't limit the price to 100 and below. there are bids in calls 100 and above. euroswiss traded above 100 last summer. real world reasons- you believe the risk of any current investment is greater than you want to take. you are mor...
- Tue Jan 24, 2012 2:35 pm
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11645
thought of a fun experiment while skiing this morning. consider all signals from your system as 'live' waiting to be entered. build a risk manager that trades fixed equity of only 250k, or whatever number is low enough to reject many or all trades. then have the system wait to enter all trades until...
- Tue Jan 17, 2012 6:00 pm
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12885
- Thu Dec 15, 2011 9:42 pm
- Forum: Trader Psychology
- Topic: Performance Enhancing Trading Drugs
- Replies: 22
- Views: 26830
my experience from 15 years on the floor is the successful traders didn't bother with drugs. the interest in performance enhancing drugs usually seemed to be the poor traders reaching out for something to help them compete. most of the people I knew of using some form of drugs during the day were us...
- Sun Dec 11, 2011 10:43 am
- Forum: Brokers
- Topic: Interactive Brokers & Re-hypothecation
- Replies: 19
- Views: 31438
you don't need the long dated insurance, you can just go out 6 months and keep rolling. a couple items in the original thomson reuters article make things a little scary. in the off balance sheet section counterparty risk is written about, reminds me of the aig conference call before they crashed. t...
- Tue Aug 30, 2011 10:44 am
- Forum: Testing and Simulation
- Topic: Parameter Stepping Methods and Implications
- Replies: 14
- Views: 9227
- Mon Mar 07, 2011 5:44 pm
- Forum: Data Providers and other non testing software
- Topic: Linking historical DM spot to current Euro spot now possible
- Replies: 14
- Views: 17373
- Mon Feb 21, 2011 5:14 pm
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11942
Re: Things you might do, even though they HURT performance
The After system sizes positions based on the "Closed Equity" (which is equal to mark-to-market total account equity, MINUS the open trade equity of all currently open positions). for those that use stops and want to try closed equity, if I am holding an open position and roll from march ...
- Mon Feb 07, 2011 10:49 am
- Forum: Data Providers and other non testing software
- Topic: csi advanced backadjuster
- Replies: 12
- Views: 8637
I updated to the csi 2.10.7.xxx build from 2.9.3 last month and had no problems at all. I ran both versions on the same computer for 3 weeks in january before I was satisfied there were no problems or differences in my data. redrock's suggestion of copying the portfile.adm file is your best bet. tra...
- Sun Jan 02, 2011 2:51 pm
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 51429
- Sun Dec 05, 2010 3:01 pm
- Forum: Data Providers and other non testing software
- Topic: Looking for a good brokerage service
- Replies: 5
- Views: 4650
if your issue is market infomation or structure, the people at GLOBEX have been fantastic lately. they are happy to help customers with quick call backs, returning emails and staying on top of something until a solution is found. in general I've found the CME Group to be very accomodating over the l...
- Tue Sep 14, 2010 4:50 pm
- Forum: Testing and Simulation
- Topic: Options Testing/Trading Software
- Replies: 5
- Views: 4021
Are you sure about that??? :shock: :shock: :shock: nope, not sure at all. sorry I've been dealing with just energy lately. AFAIK, almost all globex markets will be shown. except- on nymex it has something to do with globex orders staying on the book and not being disseminated to the public, only to ...
- Tue Sep 14, 2010 10:16 am
- Forum: Testing and Simulation
- Topic: Options Testing/Trading Software
- Replies: 5
- Views: 4021
currently IB has pretty good options software for trading and risk analysis purposes. their program does not include auto quote and most importantly does not let the user view 'requests for quotes,' RFQ's. that is a huge problem since all you can see is the market maker's electronic bid/ask. you mig...