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  1. Other Forms of Statistical Arbitrage

    i think this whole mean reversion thing is a good idea. things tend to revert to their mean . . .there are some laws of financial gravity. BUT....
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Strategy Building

  2. Let's discuss academic research on mean-reverting trading strategies...

    i think this stat arb thing is interesting, if you buy somethin you gotta sell somethin . . . i'm not familiar with the mechanics, but the...
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Strategy Building

  3. What quantities are interesting to look at for high frequency strategy trading?

    here's the link to brian shannon's note on this: alphatrends.blogspot.com/2007/11/institutional-trading-benchmark.html
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Index Futures

  4. What quantities are interesting to look at for high frequency strategy trading?

    i know some day traders (for example, brian shannon) use vwap a lot (volume weighted average price), but i don't really know how i think vwap...
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Index Futures

  5. Is it possible for my employer to find my personal futures account

    nice try. see the movie wall st (final scenes) :D play by the book
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Professional Trading

  6. Linear regression fit of stock prices

    NinjaTrader has the linear regression function in its technical analysis toolbox. BTW, it's surprisingly easy to use, you just move the mouse...
    Post by: Ms Varima-Garch, Jun 9, 2009 in forum: Trading

  7. What is your favorite active & exciting low priced stocks?

    i am very excited by MPEL (Macao casino), but i'm not going to buy it
    Post by: Ms Varima-Garch, Jun 8, 2009 in forum: Stocks

  8. Best Trader of All-Time

    i'm a little puzzled people have mentioned livermore and jhunjhunwalla - admittedly, both good traders - but not dirk du toit (forex) it may...
    Post by: Ms Varima-Garch, Jun 8, 2009 in forum: Trading

  9. setting up an incubator hedge fund.

    article re setting up a hedge fund. a little legalistic, but no one said setting up a hedge fund is easy, or cheap, for that matter :D...
    Post by: Ms Varima-Garch, Jun 8, 2009 in forum: Professional Trading

  10. Pair Trading Strategy Journal

    1. quick update on the finviz (visualization) - based paper trade i mentioned earlier. looks like showing a small profit, but will keep it open to...
    Post by: Ms Varima-Garch, Jun 8, 2009 in forum: Journals

  11. Pair Trading Strategy Journal

    good question, actually . .. :confused: at the end of the day it's only price that pays, not the ratio
    Post by: Ms Varima-Garch, Jun 7, 2009 in forum: Journals

  12. Pair Trading Strategy Journal

    i'm rookie, but i think you need the ratio chart for the following: to see if there is a mean-reverting pattern in the ratio itself. if there...
    Post by: Ms Varima-Garch, Jun 7, 2009 in forum: Journals

  13. New to Trading, Good grasp of economics

    that's a good analogy. the probability of a win with these types of stocks is somewhat similar to lottery. no wonder tim knight (one of the...
    Post by: Ms Varima-Garch, Jun 7, 2009 in forum: Trading

  14. Best Trader of All-Time

    what i find irritating about niederhoffer is that he is selling himself as some kind of a renaissance man . . . niederhoffer thinks this about...
    Post by: Ms Varima-Garch, Jun 7, 2009 in forum: Trading

  15. Best Trader of All-Time

    1) linda raschke 2) brian shannon (alphatrends); 'upsidetrader' joe donohue 3) tim knight
    Post by: Ms Varima-Garch, Jun 6, 2009 in forum: Trading

  16. iron condor - in the money probability

    thanks everone for contributing your thoughts on iron condors, an exciting topic. some of the comments have been more critical than others,...
    Post by: Ms Varima-Garch, Jun 6, 2009 in forum: Options

  17. iron condor - in the money probability

    Mark, appreciate your thoughts on this. sounds like i need to make a judgment here, and choose between time decay and gamma. it won't be easy, but...
    Post by: Ms Varima-Garch, Jun 6, 2009 in forum: Options

  18. Time of Day & Overtrading: How to Stop from 11-3?

    1) your breakup of the trading day into time segments seems a little arbitrary. what if you made only one trade per day, with an entry always...
    Post by: Ms Varima-Garch, Jun 5, 2009 in forum: Risk Management

  19. Any new good newsletters out there?

    interesting stuff, guys! let me add one on options: blog.mdwoptions.com/options_for_rookies/ a MUST read for anyone interested in...
    Post by: Ms Varima-Garch, Jun 5, 2009 in forum: Educational Resources

  20. Pair Trading Strategy Journal

    hi guys. i'm rookie. i may have asked this before, but i'd be interested to know if anyone has a view on this i think visualizations may be a...
    Post by: Ms Varima-Garch, Jun 5, 2009 in forum: Journals
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