Traders' Roundtable

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 ...

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 ...

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 ...

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 ...

IB upgraded the account process last year allowing us to consolidate account fees.
now you can link multiple accounts so only one account gets charged the fees but the rest of the accounts get the same data feed.

I pay about the same as trackstar.

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.

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 ...

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 ...

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 ...

if it is the overnight trade posted on zerohedge make sure you read the 3rd to last paragraph of the original sk options piece where it points out that all the advantage is gone if you have to participate in the 20 cent bid ask spread.

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 ...

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 ...

at the top of page 852 in the mentioned kaufman book,
"Using equal increments will weight this set of tests heavily towards the long end;"

a few more comments but no explanation of why results are biased towards the long end.
bobsyd, have you got a page number where there is more explanation?

my ...

using CU cash(rather than EU9 spot) is also an option.
the data is very similar, starts in may of 1972 and is updated daily.

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 to ...

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 ...

I told them that I thought you could only trade at the bid and the offer, they said "there are many was to trade the markets these days, sir. Is there anything else I can assist you with?" So I'll further investigate unless somebody in the forum knows better (mainly everybody).

Cheers, Cord

the ...

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 ...

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 ...

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 ...