Certainly so. IF you are “almost” bank. You buy the 2yBUND and go short 2Y UST = - 0,6 – 1.6 = -2.2 To cover the FX rate: You sell EUR and cash...
Yes, as for today, this is the only practical alternative (sad to say, IB is a very good broker, IMHO). Does anyone know if Tradestation charge...
You are perfectly right, any broker charges margin on local currency, and - except for day trading - if you are short the local currency you have...
Hi Kotika, could you please elaborate on this matter? IB isn’t always cheap (BVME is quite expensive, for example) but as far as I know, you can...
Actually, it’s a bit worse than that. Just to put some hypothetical numbers, it’s more like one has 0.65 probab to win 0.3 and 0.35 probab to...
Hi BigShort, thanks for the feedback and for your contributions to this forum. I'm sure ORATS has the data, but I wonder "where" (that is ... in...
I really don't understand why people accept hearing the term "trading options " and "income" in the same phrase. Selling option is not an "income"...
Hi, I've looked into this link, I found a lot of volatility data (as the name implied) but no "historical option data" Do you know any reliable...
If I get it right, "Sig" buys short dated treasuries in US dollars for totally another purpose, he's not bothered by negative interest rates....
Thanks Jack, they were useful indeed. Very good support (and I'm not a customer yet) and problem solved. :)
Hello everybody, I just downloaded Multichart 8.0 64 bit for the 30 day trial. I have a problem in connecting the â Tradestation 2000i...
Option trading was second as pubblication date (2010) but it's just an introductory book. Not bad, not outstanding, there is some overlap with...
Well, to the best of my understanding and starting with this link I've already cited in my previous post.....
It surely is, but it is just one of the methods available, and certainly not the easiest starting point for the average person. Take a look at...
I disagree. Johnny's results just prove he's able - with a ton of good subjective judgement - to extract some good trades from a ton of...
Neither do I.... because I don't see the subject on what we should debate: I haven't seen any academic paper or research stating that the ratio...
You are right, cointegration is difficult to understand and apply, while correlation is a built -in funtion in excel and a lot of other software....
Pair trading is all about finding cointegration within price series, not correlation. Here's a layman explanation of the difference:...
This is the new home of Gummy's stuff: http://financialwebring.org/gummystuff/gummy_stuff.htm
Hi everybody, great thread, really interesting. Unfortunately, Pair Trade Finder is not a "couple hundred dollars" software any more, so I'd...
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