You can go back and edit a previous post. If you create a spread order on TWS, what you see as the bid/ask is just copied over from the...
Remember that ES options (and ES futures) trade exclusively on the electronic Globex platform. When you bring up an ES option chain, what you see...
SPX option volume absolutely dwarfs ES options, both in number of contracts and absolute dollars. The futures competitor to SPX are the full...
I'm gonna have to call bullshit on this one. I have reverse engineered the WTF study in Tradestation by approximating Fcuk with Jurik's Composite...
Hey, do you want to be a trader, or a programmer? :) Tradestation is a bit of a siren's song. It can easily suck away time that might have...
A skeleton in the closet perhaps (j/k). The curve shows 400 trades, but all the juice comes from 200 to 300. Does it still hit 70% on trades...
Prevail nailed this one on ES vs ER2, and today's action is an easy demonstration. ER2 @ 698, +15.5 on the day ES @ 1267, +14.5 on the day...
An equity curve exhibits many things in many combinations :) You could also argue that the mean reversion shown in that curve is a system...
Just a quick comment on your equity curve. Its hard to tell with just trade numbers instead of dates, but your system seems to have made all its...
The one you want is: US Securities & Commodities Non-Professional Bundle (Includes all Stock, Options, Futures and Bond markets) The price is...
RUT is the Russell 2000 index, and futures ER2 is the EMini RUT futures on Globex IWM is the ETF version of RUT (like SPY is for SP) RMN is a...
Agreed. Everything in that article, along with a couple of others, has already been discussed here. But I do need something lightweight to carry...
The article also pimps ER2 options over SPX and ES. Here are some numbers from today's market: ES ~ 1254, VIX 16.6 15% OTM is 1065, so I'll...
That is certainly true. I was referring to the most dire of circumstances, where you put on the trade and then can't (or won't :eek: ) make any...
On a less seppuku note... :D Someone asked about the margin escalation as a sold futures option moves against you. The margin to trade a...
The put skew exists for SPX and almost everything stock market related. ES has margin, execution and spread benefits. But if ES had an actual...
For the public record and knowledge: ES ~ 1257, VIX ~ 17 JUL 1050P 0.95 bid 200 pts OTM JUL 1150P 3.75 bid 100 pts OTM JUL 1225P and C...
Quick followup to my ES vs SPX post earlier... The number that really stands out from that post is the margin requirement for a naked short put...
Quick example on ES vs SPX options. The strike below isn't FOTM, but its illustrative regardless. SEP ES currently has about 10 pts of premium;...
Question about exits; both the good kind and bad kind :) First the bad: stops. The stops listed by MRCI for their spread trade ideas are just...
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