Lumber is one of my favorite contract to trade but only on spreads. I have started a short on the U-X spread last week and will hold for the next...
Another way to get better is via code review. If you know someone that can review your code (github code review is ok but not great) that will...
I use it on a daily basis and have been a user for several years. It's great because you have access to anything you might think of (charts,...
Great thanks
You can find it on Bloomberg. You can also infer most of them from looking at the contract specs which definitely requires more work.
Hi, Does anyone trade commodity futures with Interactive Brokers and hold positions until LTD or the day before FND? I am considering to switch...
Probably because it is the weekend. Also, you can get executed passively.
Or this one: https://www.lmax.com/global
Have a look at hotspot fx. you might be able to see the spreads.It is not the best ecn but i think it is easily accessible.
It is possible on some of the biggest pairs with a liquidity provider aggregator. You can even have negative spreads. It won't be possivle for...
Thanks. I got 2/3 out today between -11 and -14. Will probably exit the rest tomorrow.
I'm still short on Z/H really wonder how low it can go. Have some to partially exit @ 11.
Thanks
When you mention the seasonals, do you compare the actual fly against an average of the same fly 5 and 10 years ago? Something similar to...
Difficult to say. In most cases I prefer to keep as close to expiration as possible.
Something like that (LCCZ8 * GBPUSD / CCZ8): [ATTACH] ?
Might be a good buy: [ATTACH]
I don't know the reason. You can trade kinks in the curve via a butterfly, where you would do: -- 1 * H9 - 2* K9 + 1 *N9 Not sure if this is the...
Ok makes sense. Artic database: https://github.com/manahl/arctic Only need it for storing daily bars but I think it'll integrate nicely with my...
Which way did you go? What I do is: - generate the tickers in a dataframe (list of outrights, spreads and butterflies) - download data and save...
Separate names with a comma.