Thinking aloud, the curve flattener unwindings, as well as the TY/Bund spread plays that have been closing out, could have some effect on the EDs....
Seconded.. speak up, wise ones, please! I was about to comment that with no key economic data due until the 30th, it's only going to get...
Hmm, so it really was an erroneous large order entry, then....that's the reason I got fm my broker at the time, together with a CME notice stating...
I'll appreciate that, sle. Coincidentally I'd just begun to look at that strategy. I first learned of vol cones from Burghardt's work , but...
sle - am interested to hear your thought(s). Would you include how you define or measure 'cheap' or at least your judgement that they were and are...
That's an important point, IMO - the options market in EDs is deep and active enough for the hedging to have an impact. Other players in GE/ED are...
I have traded that style in recent weeks - but trading around existing futures/options spreads rather than a core strategy. That was H5, just...
The simulation download has a limited list of active contracts (the obvious suspects from CME, CBOT, Eurex, LIFFE), that's the only difference...
As Fred rightly points out, eurodollar futures volatility varies with time to expiration. Volatility is highest for contracts 1-2 years from...
Yes, I have it on a trial/simulation
Agree - you should be able to get $15 r/t from Refco for pit trades for 25-50 r/t p.m
Stamps?..... http://www.13d.com/
Yes, that is a demanding number. If you achieve it, you'll be in demand as well! What particular aspects of my answer to FT71 were you looking...
I rarely trade the plain vanilla spreads such as TU/FV; usually use their values as a reference to trade related instruments/sectors (hence my...
I can, but please define what 'monthly income' means to you (conceptually) I trade mostly money markets and notes, and my timeframe is...
Hi FT71, Quite a few 'basics' and strategy downloads for interest rate contracts can be found on both the CBOT's and CME's websites. Many of...
Why not just apply for a position with www.mrci.com... Is that you, BlueHorseSh**?
...in a feeble and belated attempt to offer constructive points (for others): Solve the research time/resources conundrum by using the...
...I was inclining to a similar conspiracy theory, that BHS was a former student who could no longer afford the subscription for Mr Ross'...
Doesn't Mr Ross run his own chat room? A more appropriate forum, perhaps, for Bluehorseshoe to pursue his transparently uncritical encouragements...
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