Search Results

Search Again

  1. Index Spread Traders

    Here's another spread long two YMU19 and short 3 RTY. Same session AUG 16 RTH:[ATTACH] The chart is the same as before. ES is in blue and the...
    Post by: Real Money, Aug 18, 2019 in forum: Index Futures

  2. Quant funds in trouble this time. Any insights into what went wrong?

    Hey qlai I will try to explain what I mean. I used to develop processes that would do things that you see in markets. The model was 'self...
    Post by: Real Money, Aug 18, 2019 in forum: Professional Trading

  3. Index Spread Traders

    I used ThinkorSwim to chart the spread. I want to point out something to the guys that will inevitably say trading these instruments using...
    Post by: Real Money, Aug 18, 2019 in forum: Index Futures

  4. Quant funds in trouble this time. Any insights into what went wrong?

    There is a ton of hate on HFT. Many on the forum love to blame their losses on it. When I watch the markets (and I have a real edge) I can see a...
    Post by: Real Money, Aug 18, 2019 in forum: Professional Trading

  5. Index Spread Traders

    Can't get hanged on a market orders. The commission is tiny relative to the P/L. How does hft hurt somebody sending an order for NQ/YM @ market?...
    Post by: Real Money, Aug 18, 2019 in forum: Index Futures

  6. Synthetic Futures Spreads

    I think you misunderstood my post #9. I said would replicate the payoff from the futures spread given the right ratios. However, the point above...
    Post by: Real Money, Aug 18, 2019 in forum: Options

  7. Relative Value Small caps vs Large caps

    AFAIK, small caps tend to rally in the beginning of a bull market and then as recession fears take hold they under perform. Recession can cause...
    Post by: Real Money, Aug 18, 2019 in forum: Index Futures

  8. Index Spread Traders

    Yea its a 2/3 spread on the E-mini contracts NQ/YM. I just chart the notionals (using the contract multipliers). Most of the time these are just...
    Post by: Real Money, Aug 18, 2019 in forum: Index Futures

  9. Index Spread Traders

    Sure. Here's a TOS chart of Friday Aug 16 RTH.[ATTACH] The spread is weighted Long 2 NQU9 and short 3 YMU9. ES is in blue and the spread is in...
    Post by: Real Money, Aug 17, 2019 in forum: Index Futures

  10. Index Spread Traders

    Let's start a real conversation about spreading index futures intraday. My observations: NQ/ES is a spread that is incredibly useful. It can...
    Thread by: Real Money, Aug 17, 2019, 179 replies, in forum: Index Futures

  11. Synthetic Futures Spreads

    Hey thanks for reading my thread. Check what I wrote in post #9.
    Post by: Real Money, Aug 17, 2019 in forum: Options

  12. Synthetic Futures Spreads

    Wow I think I just figured this out. I would have to do a Long Call/Short Put in QQQ while at the same time Short Call/Long Put in DIA. Now,...
    Post by: Real Money, Aug 17, 2019 in forum: Options

  13. How to stop information overload?

    You need a real edge. Opening 50 browsers is a waste of your limited attention. Less is more.
    Post by: Real Money, Aug 17, 2019 in forum: Trading

  14. Found an Edge

    Thanks for the suggestion but I think I have solved the problem. Just use hotkeys to send market orders for the less liquid E-Minis. I can blast...
    Post by: Real Money, Aug 17, 2019 in forum: Trading

  15. Does trendline work?

    Does the idea of making bets on this basis cause you fear and or anxiety? It should. The answer is that this is probably not enough and that...
    Post by: Real Money, Aug 17, 2019 in forum: Technical Analysis

  16. Have You Ever Found Anything That Compares To Trading?

    Oh, in terms of strictly financial pursuits. Well, I think that (aggressively) trading the capital markets is like being a gladiator in a Roman...
    Post by: Real Money, Aug 17, 2019 in forum: Trading

  17. Synthetic Futures Spreads

    From my (naive) understanding, the long call gains intrinsic value as the short put loses it. This allows you to buy the synthetic future and have...
    Post by: Real Money, Aug 17, 2019 in forum: Options

  18. Have You Ever Found Anything That Compares To Trading?

    Dieting, lifting weights, and running/boxing/martial arts or HIIT. These are the only things that really excite me in a similar way. Funny thing...
    Post by: Real Money, Aug 17, 2019 in forum: Trading

  19. Too Many Traders Are Cry Babies...

    Math wizard here. This is an art. You will not succeed unless you have an edge. The first step is to respect the game. Einstein knew...
    Post by: Real Money, Aug 17, 2019 in forum: Trading

  20. Synthetic Futures Spreads

    Hey thanks for the answers so far. At present, I trade the NQ/YM spread at this ratio: Long 2*NQU19 Short 3*YMU19 This is about $304,164.40...
    Post by: Real Money, Aug 17, 2019 in forum: Options
Showing results 1,201 to 1,220 of 1,225 Next >
Search Again