Search found 4 matches

by hopewell168
Sun Aug 28, 2016 11:00 pm
Forum: Testing and Simulation
Topic: Total risk profile jumped to 100%?
Replies: 1
Views: 1243

Total risk profile jumped to 100%?

Where can I see the total margin for each trade? At early July my test portfolio's total risk profile (margin to equity) suddenly jumped to 100% and then came back to normal 20% range in August. I looked at the trade log and can't tell why any new trade and their margins could cause this. I hope to ...
by hopewell168
Sat Oct 06, 2012 9:25 pm
Forum: Testing and Simulation
Topic: Issues with CSI
Replies: 18
Views: 6413

CSI changed SWI to SMI?

It is for Swiss Market Index futures. I noticed the symbol change when I realized I am missing one update, but there is no clear message. Is there a better way to monitor changes by CSI? Thanks.
by hopewell168
Sun Dec 12, 2010 3:09 pm
Forum: Futures Markets
Topic: E-mini Russell 2000 Futures
Replies: 8
Views: 6953

Sluggo,


I realized later that I can see it if I search under "North American Futures" but not under "domestic stock index futures". also CSI lists it under NYFE, not ICE. Not sure why. Symbol is TF2.

Just about posting a revision and you beat me. You are the best as always!
by hopewell168
Sun Dec 12, 2010 11:35 am
Forum: Futures Markets
Topic: E-mini Russell 2000 Futures
Replies: 8
Views: 6953

Hi,

Does anyone know if CSI includes data on new emini Russell 2000 listed in ICE now? It has having a huge volume.

I searched CSI market spec sheet and it seems only have old ER2 under CME. ??