I keep reading that CTAs are trend followers. Period. And probably 90 percent or more are. But aren't there some CTA that just employ an option...
Options, short vol, in particular?
Gotcha. Thanks.
Ok, I must bemissing something because on my IB screen right now the March 23 futures are 3874 and change and the June 23 futures are 3907...
So, if say long March and short June, I am just capturing the risk free interest rate-income yield, wouldn't that be a juicy return for three...
The link on the bio was good, but was really looking for intra-market and ES only.
Just the end of the year killing time research: Even with low margin, is there a real definable roll yield, as there is with the VIX, when say...
Oh, one possible complication I see in the data, is that to just take every fifth line of data won't give me a weekly figure, as some days there...
Hey guys, thanks for this. I'm a newbie at coding but totally game. Can you baby-step by baby-step? I have the daily data in Excel.
Ugh.
Tks, Will check it out for futures options, like on ES. Stop me if they don't offer.
I am trying to see is how many times the SP 500 scored a 8% or better return from a Monday open to Friday close, compared with a Tuesday open to...
k tks all.
Something where I can see live prices in Excel?
Ah, got you mixed up with Optimus. Apologies.
I like the margin on that spread, I'll admit. But I'm having some trouble getting over you size and Boca Raton location. The town's rep is, well,...
What about VIX futures? Margin on a short M1 long M2 spread?
I had some trouble finding out how to get margin on ES options spreads, but before I get to that, I have to ask: no VIX options? If not, that's a...
Sure what the hell
You know, I spent about five minutes on your website, and when I clicked demo it just took me to a bot that wanted my email address. The site is...
Separate names with a comma.