Recent content by fiftyfifty

Thanks for the response. 1. Is definitely something I'm considering. I'm sitting Level 3 of CFA in June and may try use this to move into an area such as asset management. 2. I'm very much ok with losing and accept that it is part of the job. However, my day trading over the last few months...

I day traded futures for a couple of years, spread trading Dax Eurostoxx. Made money but never amazing amounts. Spent 3 years at an option market maker, trading the last 2. Last 6 months I've been back futures trading from home. Own capital, reasonably limited, small size, spreads. Started ok...

biggercapital.squarespace.com/spread-analyzer/ A good tool for looking at whether statistically you're looking at a mean reverting pair (based on time frame selected). If you're basing your pairs on the view of one stock out performing another or sector relative to index, then this tool might...

Using for inter market spreads but not for calendars if that is what you are refering to by synthetic spreads.

Know it didn't get answered the last time but thought I'd ask anyway. I'm specifically looking for the intra day auction of Dax constituents for quarterly futures expiry i.e. the values used to come up with the final settlement price of the futures. I've taken a look at the Deutsche Boerse...

Any update on this issue or investigation? Considering how aggressively HMRC are dealing with the likes of Barclays today and investigations of other currently legal tax loopholes.

I'd check what he's trading. Don't know an exchange traded inter market spread for FTSE. May well be crack spreads for oil and definitely calendars. These should be easy to find with a broker like IB.

Should check out - Trading I'm not trading stock pairs but this guy appears to have a good background. From my understanding of it, stop should be same distance as target and statistics should be used to find your pairs. As long as pair relationship holds up then shouldn't hit stop. This was...

There do seem to be a few people using Twitter for live calls. Although they tend to be selling services as well.

Most option trading is relative value, buy something that is cheap relative to something else that you can sell. If you want to trade them like lottery tickets then you should expect a similar payout to lottery tickets. Occasional small wins that don't cover all the tickets you bought in the...

Try this book (lots of examples) http://www.amazon.com/Options-Trading-Perception-Deception-expanded/dp/0977869172/ref=sr_1_1?ie=UTF8&qid=1322586212&sr=8-1 Or Natenburg Option Volatility & Pricing: Advanced Trading Strategies and Techniques: Amazon.co.uk: Sheldon Natenberg: Books I'd suggest...

I second Martinghoul It would help if you actually knew why you wanted to use options to make certain bets in the first place. Do you have an opinion on volatility, implied vs realised or just direction? Are you planning on hedging these options? Depending on what bet you want to make, it might...

Haven't read through the whole thing but seems to explain it pretty well https://www.theice.com/publicdocs/futures/ICE_Futures_daily_markers_futures.pdf

Resolved, I was being an idiot

Cheers, that's great to know.