the spreads are not quoted; you need to leg into them. I use IB's API for indicative prices and monitoring purposes.
i assume correlation is 1. if not, i will write a program to take advantage of it. An audio feed from the SP500 pit would be the sounds of...
there are many firms looking for new grads to monitor positions and operate market making systems. But watching prices 14 hours a day seems like...
i use interactive brokers and have put on WTI/Brent spreads. Nothing intraday however. Unfortunately, ib doesn't count that as a spread and...
agreed. electricity and natural gas
the OTC fx options market is quoted in volatility on a rolling maturity. ATM, 10 delta, 25 delta, RR ...O/N, 1/d,1w,2/w,3m... from what I...
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if you want a tighter market on the option syou trade chat me at "makebidoffer" on yahoo chat and I will post a better bid/offer than what you see
oh, then yes. you do it the same way to create the short end of the "forward" euro swaps curve. You can get spot euribor at http://www.euribor.org/
is Cactus by the CBOE still there? I think on wells
no. they are both short term rates euribor is euro's 3 month LIBOR eurodollar is dollar's 3 month LIBOR there's euroswiss, euroyen, short...
i was under the impression all NYBOT is floor based. If you want to trade london sugar and need a quote, chat me on yahoo "makebidoffer" and I...
RTS runs on linux
i use perl to grab data off several sites and store it in a database. PM me for details
Anyone know if there is a retail frontend to these. Or anyway to trade interest rate swaps/swaptions. Or trade the entire yield curve. bond/note...
you also get a credit if you fill your order after a cancel
the question was to estimate future near term volatility. you cannot only look at the ATM implieds.
the mids of variance swaps would be a better estimate
i think retail can make better bid/offers and it gets shown to everyone. As far as MM, its automated now and a guy monitors/adjusts the programs....
you can chat me during asian trading hours and I will provide a tighter quote in singapore nikkie options. PM me for contact details.
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