Recent content by SKJ

Todays gap was a beauty, But what really got me jumping (in panic) was my decision to go long at around 12 noon local german time. So I get the fill @ 4161 and the moment I hang up the phone I see 4151 - 4141 all in no more than 3-4 seconds. Looks like every other market that was open did the...

Huh ? It has its own personality so therefore IS different from other indices. Anyway, I'm just happy to see that someone else out there agrees with my perception. As lockstock put it " it is easier to read & does what you expect it to do". The lower liquidity in the dax compared to the...

This page gives a good dissection of the buildup of positions Leeson took. At the peak he was long a staggering 55000 contracts. http://risk.ifci.ch/137560.htm I read the book and what pissed me off was how he tried to tell the reader that it just was'nt his fault. He blames his superiors for...

Yeah, I still trade the Nikkei on occasion as its in my timezone. I trade the Nikkei through SIMEX, the cash shut for lunch at 11:00am and re-open at 12:30 (Tokyo time) Futures close at 11:15 and re-open at 12:15. Futures on simex also stay open for 1/2 an hour after the cash closes (3pm)...

'Lo all, as I type (5th Dec) the Dax is in the process of creating a pennant, which I hope will break on the downside. I shorted some december 4000 calls yesterday at 23 points. 15 more days to expiry and I just cant see them getting up that high. All the decembers bar the last one have been...

As my first post here, I'd like to donate a trading system for TradeStation that I have been using since November last year. I use this for trading index futures intraday. It worked well for me on the Nikkei, but I now use it on another index (which I dont really want to name.) Its basic...