Actually, sovereign debt is a cash equivalent. There is more debt than their is currency. Much more. The bonds are not derivative they are the...
Hmm. I'm looking on their website but they aren't talking about index futures :vomit:. I think I found it, Self-Directed IRA. This is what I had...
The real problem with cash FX is that there is not much ability to cross hedge and the spreads are wide. I remember wanting to daytrade the...
Yea the site is impressive. It's really cool that it has average daily volatility. My only problem is that it takes a lot of margin to play...
I think I could run the account up HARD using my E-mini daytrading skillz lol. Would be fun to trade the smaller size account too.
Hi guys. I have a company 401(k) at T-Rowe Price that is starting to show a balance of about $6000. My question is this: When I quit my job and...
Perhaps I should revise the profit estimates for my more discerning colleagues. Back of the envelope estimates I had done (nothing rigorous mind...
Just a suggestion but http://www.market-topology.com/ is a searchable database. You can very easily compare correlations of stocks and ETFs to...
Hi thanks for commenting. This is my current plan. I have every Friday off at my current job. It's not ideal but I can test the method and sim...
I'm no expert on bonds but I'll give a comment. Normally, the yield curve is upward sloping due to the fact that inflation is being priced in....
So where are you sourcing the data and how do you clean it? Real time? What are the related expenses running?
James Harris Simons is a mathematician of the first rank. If Simmons were here he would agree that the theory is being misapplied. My comment...
These idiots that are trying to make automated systems via algorithm and backtest/optimization have one thing in common. The don't understand the...
Thanks guys. Actually, savings > 100,000 but I'm time constrained. An edge that can't be automated, and that only works during RTH is not very...
Thanks Bob. I read your other comment about taking things slow and trading your account conservatively. Right now I'm developing some other...
Actually, it's kind of obvious what to do. I'm looking for some variety of opinion. Surely, some of you have done something of this sort? Or am I...
Ha, gaussian huh. I studied all the masters Laplace, Gauss, Euler, Abel, Weierstrass, Weiner, Kolmolgorov, and more.
Rentec plays with billions bro, never said my stuff can scale like that. In fact, Rentec would actively avoid the type of exposure the script is...
Let's say I have an edge and it is as simple as applying a very clever algorithm to linear combinations of futures and stock index data feeds....
The EMD front month has spreads a mile wide and the IJH etf is pretty bad too. It seems like this thing is just not liquid on any kind of short...
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