new ideas??

TWI

Senior member
2,536 254
I tend to show people what I do if they work in the same place as I do. But no doubt the Liffe guy was talking about the same thing. It is not something that can easilly be explained via e-mail the only way, as with most things, is practical application. It is necessary to be hands on. We start new people off on a trainer for about 4-6 weeks then just get them into the real market. Success rates are pretty good.
 

Thirteen

Active member
160 0
JM - ive no idea if this will help but I once saw a book with either eurodollars or ted spread in the title - cant remember which, but it was about trading spreads on interest rate products. like i say i only saw the book and I've no idea if its about longterm spreads or scalping the spread. Its a thick 'ol tomb though.

Try a search on amazon.
 

TWI

Senior member
2,536 254
We have taken those out of circulation and done away with the author already. Today we are far more pre-emptive, as is the fashion.
 

jmreeve

Well-known member
432 13
twalker-

What timescale are you trading on.
Are you holding positions or are trades lasting for less than a day?

What type of spread are you using e.g straight, butterfly or some sort of strip or bundle
Which contract expiries are you using?
e.g. are you using the front month plus a later expiry or spreads constructed further out on the curve?

thirteen-
Can't find anything. There really does seem to be a dearth of information on this subject. I can't think of any other futures market with less information on how to trade it in circulation. It is surprising given that the interest rate futures market is also one of the biggest.
 
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TWI

Senior member
2,536 254
Timescale varies and I trend follow as well as spread trade. Generally in the spreads, once in, I will look to get out for a tick. The trade will last a few seconds to few days, even have some now that have been open 2 weeks. Trade straight calendar, butterfly, condor and various combos of these.
The expiries are right along the curve as far as there is liquidity usually this limits it further than green months. Tend to stick in the back whites and reds for most of it, although the exchange rebates are better further along curve you go.
 

jmreeve

Well-known member
432 13
twalker-

Thanks for the pointers. I was thinking of starting with just
a straight spread to start with. I was wondering which months would be good to use for this?
The example in have seen used front month and 1 year out.
What would be a good spread to start out with?

What do you mean by the black? Is this the front month?
 
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TWI

Senior member
2,536 254
I would stick with the 3 month spreads to start with i.e. Dec04/Mar05
Chart them all and have a good look before you do anything.

Did I say black?
 

jmreeve

Well-known member
432 13
Thanks again
Will chart them and see what works.

Sorry, I misread.
You said back not black
 

marketsailor

Newbie
1 0
Deena,

It has been several months since your original post. How has the camarilla equation been working for you? What are the ups and downs ?... if you don't mind some elaboration.

Many thanks.
 
 
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