166 reputation
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location Singapore, Singapore
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visits member for 3 years, 5 months
seen Sep 18 '13 at 11:53

Jun
18
comment At what volume would you move the price at the opening auction?
The simplest rule of thumb I could think of is any volume greater than the current bid/ask volume? This would apply to any time of day and is perhaps a too simple answer
Jun
18
awarded  Supporter
Jun
17
comment Why using 3 months forward to hedge fx risk on a fund of funds portfolio?
danielstrading.com/resources/education/exchange-publications/…
Jun
17
comment Why using 3 months forward to hedge fx risk on a fund of funds portfolio?
Forwards may have been used to match the exposure amount as opposed to futures which have an amount set by the exchange. As for the choice of 3-month term structure I dont know, a longer term mean a higher (counterparty) risk
May
24
awarded  Teacher
May
24
answered IB TWS & API, without IB account?
Apr
5
comment How to build an execution trading system with CQG API?
Yes, I've been working with the CQG API for 1.5 years and designed a system in C# to execute orders and monitor positions. Ive made some prop entry/exit orders and batched orders across accounts which can't be done easily from the CQG IC. What do you want to know?