ok so going to try (if i get free time this week) to show that its plausible to have an arbitrage position between otc FX options, and Exchange listed ISE currency options
Basically from what I gather, ISE creates the options off of their rates also posted on an exchange. Anyways...its 101am and i am dead tired. will try to do a little by little this week to explain my thoughts.
Sunday, February 20, 2011
Sunday, February 6, 2011
updates again
so started my semester off so far with a 96% in linear algebra, but a 33% in calculus. I have issues with the way my calc prof teaches so trying my best to overcome it. test week again this week, so should do fairly well.
Applied to Quantitative and Mathematical Economics with a minor in Political Science as my 1st choice, with my 2nd choice being Applied Financial Markets minor in Psychology.
Hope the best!
Applied to Quantitative and Mathematical Economics with a minor in Political Science as my 1st choice, with my 2nd choice being Applied Financial Markets minor in Psychology.
Hope the best!
Cable
typing from the laptop in a starbucks. internet is faster here than at my place.
been looking at cable recently. my 4h shows a nice break out of last weeks channel, with a retrace to the previous resistance become support, and a bullish signal on my macd/stoch combo 4h system.
1Week ichimoku on cable showing a strong bullish signal, lets see if i can make 4k pips on this trade an hit 2.00 by summertime!
been looking at cable recently. my 4h shows a nice break out of last weeks channel, with a retrace to the previous resistance become support, and a bullish signal on my macd/stoch combo 4h system.
1Week ichimoku on cable showing a strong bullish signal, lets see if i can make 4k pips on this trade an hit 2.00 by summertime!
Monday, January 31, 2011
Liquidity provider high frequency idea...
ok so MB trading allows retail traders to get paid a premium for limit orders when hit.
basically any non marketable orders will receive a premium.
for example:
eurusd bid/ask is 1.5000/1.5500
you place a limit buy at 1.50001, limit offer at 1.50002, if hit you net liquidity premium +profit in pips.
0.00001 *100 000 = 1$
so if you are hit you net 2.95$ on the trade.
if the price drops, you still enter a limit order to sell.
bid/ask falls to 1.49999/1.50039
you place your ask at 1.50000, and if hit your net profit is 0.95$ ($1.00 loss (0.00001 pip) +1.95$ premium).
as price is almost always moving, you can do this several hundred times a day. Need to take into account that you may not be hit, which could result in a much larger loss...so testing needs to be done.
anyone good at programming?? :)
basically any non marketable orders will receive a premium.
for example:
eurusd bid/ask is 1.5000/1.5500
you place a limit buy at 1.50001, limit offer at 1.50002, if hit you net liquidity premium +profit in pips.
0.00001 *100 000 = 1$
so if you are hit you net 2.95$ on the trade.
if the price drops, you still enter a limit order to sell.
bid/ask falls to 1.49999/1.50039
you place your ask at 1.50000, and if hit your net profit is 0.95$ ($1.00 loss (0.00001 pip) +1.95$ premium).
as price is almost always moving, you can do this several hundred times a day. Need to take into account that you may not be hit, which could result in a much larger loss...so testing needs to be done.
anyone good at programming?? :)
Wednesday, January 26, 2011
Tuesday, January 18, 2011
Tuesday, January 11, 2011
Subscribe to:
Posts (Atom)
