Why did you get into it ?
It also offers a crush spread chart, albeit using the less accurate 1:1:1 ratio and just the front month: Chart - Settings - Spread Equations -...
Mini Hang Seng Index futs (MHI) or Mini H-Shares (MCH.HK) , the former if you want something with ES characteristics, the latter if you seek more...
You could PM the man himself and ask, he's a member here: http://www.elitetrader.com/et/index.php?members/riskdoctor.24448/
1. Not too surprised: US-based FCMs used to be quite relaxed about this. Some ten years ago I traded futures accounts on behalf of two clients...
Some while back I asked IB and was informed that IB's Friends and Family Advisor account is located/hosted in the USA, even if you're located in...
Thanks also, never noticed the 'hidden' options. (I seem to learn something new on IB every week, usually serendipitously.) Useful resource,...
Twitter
Ah, that sort of meaningless. The Excel fudges aren't helpful in your case (working with percentage changes of a spread value). Instead, I...
My first thought was whether you are calculating the percentage changes of negative spread values correctly (though that wouldn't be the issue in...
Gross Feeding Margin , analogous to the Gross Crush Margin in crush spread.
You're talking about calculating the correlation between two spreads, yes? (Returns rather than raw price, yes) What exactly do you mean by...
Acknowledgement and feedback appreciated.
The best source (apart from the uber-generous Martinghoul) I can point you to given what you've asked so far is Stephen Aikin's work
Really? According to the CME's 2011 Guide: "In addition to Packs and Bundles, eight other popular combination strategies are standardized on...
bone's the man for those condor moments ..
Yes, the hard way with scars. A few days after I placed that first trade (Feb '04), there was a similar FOMC to that of June this year, i.e. an...
Here you g: http://www.cmegroup.com/education/interactive/webinars-archived/implied-price-functionality.html
Yes, I also thought perhaps (especially) back in the days when it was more heavily pit-traded that some locals used these to adjust their books....
Secure an invite to your broker's yacht ? Martinghoul probably needs a day off :) On a fundamental basis, to trade small (perceived)...
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