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  1. "Tough to have negative ECN fees if you have per share"?

    I assume his / your commissions per share are higher than ECN rebates. If you are charged per trade and trade large size, you're effective...
    Post by: H2O, Aug 14, 2018 in forum: Stocks

  2. How many manual ES RT's do you make per session? No Overnight Carries.

    Not necessary if he/she is clipping 50 lots :) (I guess your question leaves ambiguity re trades vs. contracts)
    Post by: H2O, Jul 27, 2018 in forum: Index Futures

  3. How does CME do Pro-Rata in the Spread but do FIFO in the Outright?

    This is incorrect as per the second sentence on the CME's website: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Implied+Orders+-+Examples
    Post by: H2O, Jul 24, 2018 in forum: Order Execution

  4. Eurodollar 5 tick daily range?

    Not many people 'daytrading' these in the same way as for example equity index futures - a significant part of volume is done by spread traders -...
    Post by: H2O, Jul 11, 2018 in forum: Financial Futures

  5. A basic question on CAPM

    Shouldn't this be equal to the equity risk premium + (or -) the alpha you generate? By entering into specific trades as opposed to taking broad...
    Post by: H2O, Jun 26, 2018 in forum: Strategy Building

  6. IB Combotrader feature request - please vote.

    Please work this out for yourself again... (I understand the concept and importance of ratio spreads, and they are not used to calculate P&L.)...
    Post by: H2O, May 31, 2018 in forum: Interactive Brokers

  7. IB Combotrader feature request - please vote.

    Can you give one example where 'the number' falls and you have not lost any money?
    Post by: H2O, May 31, 2018 in forum: Interactive Brokers

  8. Is the FEB 2019 Lean Hog Futures the 9th Futures? Their Prices Are Very Different.

    Feb 19 is not the 9th contract: [ATTACH]
    Post by: H2O, May 14, 2018 in forum: Commodity Futures

  9. Fully automated futures trading

    What is rude? Asking for someone's (expert) views on a subject? I'm not looking for a shortcut, but I am aware that GAT's views / suggestions on...
    Post by: H2O, Apr 20, 2018 in forum: Journals

  10. Fully automated futures trading

    Hi Rob, Just wanted to check on the position of the above item on your to-do list :) Your thoughts / view on adaptations required would be much...
    Post by: H2O, Apr 19, 2018 in forum: Journals

  11. online stock brokers in Europe

    I see https://www.degiro.eu/ advertising a lot lately. (I don't use them, so I cannot comment on quality or service)
    Post by: H2O, Apr 18, 2018 in forum: Retail Brokers

  12. Trading future options vs Trading futures

    No, what Matt is saying is that futures are a cleaner way to express a view on direction than options.
    Post by: H2O, Mar 29, 2018 in forum: Options

  13. how to i calculate profit/loss?

    You have to think in USD value of the pair rather than futures levels. The USD value is the futures level multiplied by the point value of the...
    Post by: H2O, Mar 13, 2018 in forum: Index Futures

  14. Fully automated futures trading

    Thx, this would be very much appreciated - looking forward to it!
    Post by: H2O, Jan 9, 2018 in forum: Journals

  15. Fully automated futures trading

    Hi Rob, I noticed in the presentation (~17:25) you mention that the framework you discuss in the presentation doesn't particularly 'play well'...
    Post by: H2O, Jan 8, 2018 in forum: Journals

  16. Fully automated futures trading

    What about (al) most (all liquid) commodity futures or US stocks? Are they not quoted in USD? (MSFT is effectively MSFTUSD, Corn is effectively...
    Post by: H2O, Jan 4, 2018 in forum: Journals

  17. "Insane " volatility on back of Brent curve

    Near-front volatility was mostly driven by unexpected closure of Forties pipeline. As this should be repaired in a matter of weeks, I would not...
    Post by: H2O, Dec 14, 2017 in forum: Commodity Futures

  18. How to use FXE to hedge EUR.USD currency risk

    In your situation, IB is providing you with a margin loan in USD on which you pay interest. The OP is taking a different approach: He does not...
    Post by: H2O, Nov 22, 2017 in forum: ETFs

  19. $50k on my side for Options Market Making system

    Not really an options guy here, but always interested to learn more so I wouldn't mind reading your draft paper either. (Similar to JackRab I also...
    Post by: H2O, Oct 20, 2017 in forum: Options

  20. Single Listed Futures

    FYI, In the Netherlands (and probably many other EU states), derivatives are protected up to €20k under the so-called BCS...
    Post by: H2O, Oct 10, 2017 in forum: Commodity Futures
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