Looking for ideas here... If I have a Python tuple of contract expirations for, say, CME Eurodollar futures, such as: GEcontracts = (GEH7.CME,...
I'm looking for some general rule/spec on CBOE and BATS sites for the logic on when a new option expiration is listed, similar to that seen for...
Are there any references online with examples of logic for identifying a sequence of higher/lower highs or lows that form a trendline? I've done...
I'm currently backtesting 3 years worth of intraday data in futures (1-min OHLC 'bar' with volume) and futures options (volume & OI by strike)...
What's your view of its sentiment of late, what typical seasonality may hold near-term, etc.
Been trading futures Calendar spreads for some time by watching changes in the price ladder, which has its inside bid/offer prices derived from...
First off, if relevant info is listed per exchange and reg authority site(s) just post links and I'll go digging :) Let's say neither a broker...
Anyone else dumb enough like me to be trying positions in big movers (blue chip stocks, stock index & energy futures, etc) since start of year?...
For backtesting correlations amongst major currencies, I'm looking for references regarding which instruments, currency or other, constitute:...
Currently working with a statistics PhD in CA on R&D of a blackbox using historical data for a few dozen futures instruments on CME Group...
I'm looking for a service that isn't quite as expensive as Nanex/DTN NxCore, provides market depth for U.S. stock options, and doesn't cap it to...
Saw a link to them on ino.com - their site is http://www.generictrade.com Aside from a $59 monthly platform fee, they claim that all trades of...
Came across this on CME's site: http://www.cmegroup.com/tools-information/lookups/advisories/electronic-trading/20121105.html#OPR "The life...
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