Anyone know the IB symbol for soybeans on ICE US? ICE shows it as 'IS', but I haven't been able to find that in the IB symbol search.
I'm on the side of people who say you should find a service provider, and start building your operational infrastructure. If you're trading...
All me. :). I've done my share. That said, I don't care that much about liquidity if the current MM sticks around. The .25 spread, and I'm...
Thanks. Also realized its on the same expiration schedule as the VIX futures, which makes sense.
This is such a natural hedge for me... I'm gonna end up doing 50-200 lots a month. One question though... can someone parse the expiration...
Sweet! Just filled my first lot. YAY!!!
No, you can certainly "show" performance fees every month... But they'd just be liabilities/fees due. That's what I do, but fees only crystallize...
Like anything else.... it depends. I do quarterly, which is not uncommon in the CTA/CPO space.
Maybe you aren't getting the point.... but selling puts on bonds are effectively the same risk position + similar return profile. There are a...
Funds don't get off that easily. They have special categories for those managing other people's money, usually requiring equity ownership. A LP...
Uh, the numbers are dependent on trading volume, not AUM. And membership was already almost making sense for my pool a year ago. I've gained 50%...
Hi guys, Reading through the CME's membership section on their website gives me a headache. I thought I'd just lean on the combined expertise...
Physically settled doesn't bother me at all... I never hold to delivery anyways. You're still going to have to roll forward in the cash settled...
Well, it *will* now. But it already served the broader trading community's needs by forcing the CME to adjust its trading hours... about friggin'...
Two thumbs up: http://cmegroup.mediaroom.com/index.php?s=43&item=3267 Of course, it means all of my back-testing (as related to open/close)...
I'd second the 4-8 week number. It took my attorney about 4 weeks to get all the paperwork completed and submitted for my CPO (including LLC...
Are you kidding me? Michael Covel wrote his first book in 2004, Jack Schwager wrote his first (and extremely, extremely, extremely widely read)...
https://www.theice.com/publicdocs/futures_us/Futures_US_Soybean_Futures_Specs_IS.pdf YES!!! Trading Hours: Monday - Friday: 8pm to 6pm...
Oops messed up the URL. http://www.ljmpartners.com/downloads/marhedge_ranking.pdf
In 2005, 5 yr sharpe was barely over 1: http://www.ljmpartners.com/downloads/marhedge_ranking.pdfs
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