A close of 5.60 will foster a quick move to 7. ETFC is in alot better shape that you see. They're picking up accounts and insiders are buying.
You'll need to figure out the cheapest to deliver and use that. The conversion, coupon, maturity, etc is available on the cbot wepbage. I...
If you're in Chicago, there's a workshop going on today covering this with TT, QuantHouse and Tick Data....
Continous contracts certainly help but I've also often overwritten my futures models with cash models. The historic cash data is easier to obtain...
HOKU
Nice trades. Going your way real well.
Change divided by first (initial price - last price) / initial price
This has been tried before. Cantor (which owns ESPD) attemtped to do this seven or eight years ago (launch an electronic bond exchnange). It...
This isn't too difficult to do in Excel. Just create a matix with archival price data of an entire industy and regress the returns. You can pull...
Hmmm...looks like I was correct! Fed cuts rates and CORS is up 10% the next day.
Fyte is fives over tens. I play all of these from time to time. Treasury spreads are relatively calm...try your hand spreading energies like...
What do yo mean by monitor? Charts? Alerts?
you can figure your ratios a few ways, but consider the contract value, tick value and volatility for each.
CORS ain't doing all that bad. I see the activity in a branch office by the CME and they're fine. Chicago real estate has bottomed and you can...
There are alot of different markets popular for spread trading. calander spreads in GE, energies, grains...NOB spread (notes over bonds), product...
short calls, if they're not covered, leave you open to unlimited upside risk...sell naked calls in F @ 10 and stock goes to infinity, you gotta...
My account manager at TT sent over an autospreader cheat sheet when we asked. Try that or ask on the tt user forum. They get back pretty quick...
They do offer solutions for connecting direct to the gateways. I fiddle around wish some simple api stuff myself....
The NYMEX implieds are a big load, but at least they stop the implied calcs at 2 generations. ICE has an infinate loop in their engine which...
another think to keep in mind is what you can do with the premium. risk reversals take the premium brought in from selling the (covered) call and...
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