Tag Archives: STORING

Storing arb for VIX and SPX futures

Storing arb for VIX and SPX futures

From the NYC Contact but he asks about this:

Is the Virtual storage cost for VIX and SPX Futures contracts is the total opportunity cost which includes the risk free interest rate + dividend of the underlying?

http://www.wilmott.com/pdfs/020923_storing_arb.pdf

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Q&A on storing real time data ticks from IQFeed into a SQL Server while generating quant trading signals from DotNet and Matlab

Q&A on storing real time data ticks from IQFeed into a database while generating quant trading signals from DotNet and Matlab

This came in from a QuantLabs.net Premium Member:

>
> On top of that I have a quick question. I have both IQ feed and
> Matlab, do you know how to get market depth data work it to get
> trading signals? I’m also finding trouble to store the realtime data
> in a database.
>

 

My response:

Also, IQFeed only give Level 2 but you can get up to level 9 but that is big bucks (i.e. >$1000 per month. As for storage, you could try QCollector but I am working on a CEP solution to store with SQL Server.As for trading signals, you need to code that up into your trading model or strategy which I am also currently working on.
On 2013-09-11 16:21, Túlio Carnelossi wrote:

 

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HAVE YOU EVER TRIED STORING AND TRANSPORTING SILVER?

HAVE YOU EVER TRIED STORING AND TRANSPORTING SILVER?
“We consider this an exceptionally good, and possibly one of the best times for a long time, to get into gold and silver.” Frank Suess

We know many readers still do not have any physical gold and silver in their portfolios. Frank has some compelling arguments why you should buy now, that will also be of interest to those of you who are already gold bugs!

I’ve been talking to a number of clients recently about the different ways of holding gold, both allocated and pooled. In my opinion there is one program that beats all the others hands down, and that is Global Gold, the Swiss precious metals storage program. If you want to know why Global Gold is superior and safer than Gold Money, Perth Mint, Bullionvault and the like, talk to BFI using the contact information at the bottom of Frank’s article, and they can explain the differences. There are substantial security and cost arguments in favour of Global Gold and I know they are not shy of explaining them!

Silver storage, however, is where the Global Gold program really comes into its own in my opinion. I’m personally quite heavily invested in silver because, although it’s a rougher ride, I believe it offers an even more significant potential upside.

Storing and transporting significant amounts of silver is really no simple business. It’s something you may not have thought about if you’ve never tried! While gold is nice and compact, silver takes up a lot of space. You cannot, for example, keep a significant amount of silver in a standard safety deposit box. This makes GG’s secure Swiss vault storage – where they have all the logistics and security issues already figured out for you – really useful. Google “Q Wealth Report” for more information on Gold and Silver storage in Europe and download free reports

The question is whether you want to speculate on the price of gold and silver or whether you want to hedge against a financial disaster akin to the Weimar inflation of the early 1920s.

In the event of a currency collapse, your piece of paper saying that you have 100 ounces of gold in your name at Global Gold will not buy you groceries. If you do have physical gold available to you, it is too valuable to pay for something and get change which is why gold dust – not coins or bars – was common currency in the American West.

My bet is on physical silver (one and ten ounce bars) buried in a location only I know – even though the transport and storage issues are a concern

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!