Long basket: MRO FTO SMP OMG KAI HOC RIMM TXU CWTR PCCC Short basket NBIX SGR AHG PFCB ALOG TTWO...
Simply having inflation means nothing. For example at the moment having a low inflation outlook is great for equities as the market believes the...
Month of August: Hedged: +0.47% Long only: +5.26% S&P 500: +2.54% Since start of journal: Long only: +1.51% S&P 500: +2.13% Dow:...
Best line there: You need either one of these two things to be a straight up options writer: A) Balls B) Ignorance Ask the proprietor...
chaimshmerel> I understand what you mean. This has been a side project for me as already noted. I should have observed the performance of the...
It depends on the particular strategy. Having a portion of your capital in a long tail strategy (buying OTM options or buying vol) is viable....
No. Merton tried to start his own place but couldn't raise enough cash. JWM is a completely different entity. Read the article better. JWM=John...
JWM is doing well: http://www.elitetrader.com/vb/showthread.php?s=&postid=978592&highlight=jwm+partners#post978592
Only 30 million raised by one of the biggest names in finance. The same guys who were able to coax out >1 bill for LTCM as a startup before it...
http://www.indexarb.com/
Trying to get a hang of box options and trading small amounts with it. Want to gain some experience playing around with these so that I can trade...
Sorry for the lack of updates. I have been busy with my core FX systems and have been focused on working on a new modelling process. I have...
If a training program actually did provide an edge to traders it would slowly be ineffective as others would pick up and front run the orders....
You need to understand the market you trade. FX is a zero sum game. Thus for every loser there is a winner. With 35% of the 2 trillion markets...
http://www.cftc.gov/files/tm/fcm/tmfcmdata0606.pdf FXCM: 22MM Oanda: 33MM What you need to understand is that spreads are always variable....
I love when they tout they are the "biggest FX brokers". Oanda is and they are no where close to being the biggest.
7 years would be best for an intraday strategy. You have the best probability of running your strategy through several different regimes and a...
What I have been trying to do is create a computer program that will spit out CONDITIONS from a variety of measures. For example, I put in a...
You have a reflexive process in which the market is appreciating because people are able to withdraw capital from their homes to purchase other...
Thats a good post Steve. To get more information on stationarity and various exercises to understand when the market may display...
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