Sorry about those last charts. They are the same!
[IMG]
These were done with Scar. I'll run these through seasonalgo and see if I can do some technical analysis on them. I'm still working on getting...
Butterfly spread.
http://quant-platform.com/ A free python quant platform.
Old and new contracts take turns leading and lagging.
This is one of the better seasonal charts I found on Scarr. I understand that in terms of mean reversion or stationarity, this is probably not as...
Here is a Dow seasonal chart. [IMG]
I know I'm resurrecting a dormant thread. Isn't long vol the ideal pairing for a market making mean reversion strategy? Or am I being too...
I see what you are doing. Don't worry about the code for now. I will start with excel, learn python for the future and use the retail tools. I...
I didn't mean share anything proprietary. I mean anything to make the data management aspect easier. I can learn excel vba. I'm trying to learn...
Thanks for the tip. If you have any code or links you are willing to share, please do. We are all frenemies here ;)
I can only manage a small universe. I decided to start with equity indexes and equities vs indexes (some baskets). The retail tools I have...
http://sourceforge.net/projects/autospreader/files/ This was posted on Autospreader's blog so thank him if you use it.
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