The study is about market or marketable limit orders of small size. You place a marketable order, and your slippage cost is $x - seems like a hard...
"When the experiment started, we also traded 26 of our stocks each day with a target value of $1,000, again using the same logic to round to the...
Thank you! The investing.com data looks usable, especially the eurodollar data series. I think the treasury futures data are not spliced based on...
Thank you, Databento. Does anybody reading this thread know any free or low cost data sources for treasury futures or interest rates futures...
How many years back of eurodollar futures end-of-day or settlement data do you have? Also, what is the approximate cost? You mention $0.45 per GB...
Can you please elaborate on your test? Did you use market or non-marketable limit orders? With the cheapest commission based broker that I know...
This would be a very high spread: Ca. 0.5% slippage per round trip; not to mention the liquid front month has to be rolled every month, not every...
I think the 2 responses that you received from IB customer service are technically correct, but not addressing the issue. The point is not to...
Putting in ISINs in TWS doesn't work. Searching for non-U.S. government bonds in Bond Scanner with the only condition issuer=Germany yields no...
Unfortunately customer service doesn't know all their margin rules - neither phone nor online chat customer service. I hope def will reply here...
"that provide offset" - please let us know which are the ones that provide offset, and how we the customers are able to see / identify the ones...
Where precisely can we see which government bonds provide what I think in your terminology is "margin offset" for futures collateral? Risk...
I think everybody reading this thread now understands that the issue is government bonds as a substitute for cash as futures collateral, which is...
I'm not def; but I noticed that IB recently introduced European FOPs on /ES (but not cash settled) expiring on third Fridays.
SSFs not a substitute for stocks for the majority of use cases, as we discussed before, not to mention that they are not available to U.S....
Starting Dec 14 2023, foreign investor registration and trade reporting in Korea will be abolished.
Yes, I would say sweep to securities is usually preferred if you have a combined account and a positive total cash balance.
Thanks for the update, def!
https://www.reuters.com/markets/asia/investing-south-korean-stocks-get-easier-foreigners-2023-regulator-2023-01-24/ : South Korea plans to scrap...
Hi def, any news on EUR futures margin offset with government bonds (or other instruments)? Just asking because you mentioned "hopefully next...
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