Could you please elaborate a bit more? Thanks a lot!
Unfortunately we don't have coverage at ML... anybody please help me? We have coverage at MS though...
Futures curve based alpha strategy In an Merrill Lynch commodity report, they mentioned about a futures curve-based alpha strategy. It's a...
how to estimate the fill rate? If I stay at the near side (ie. if I am buying, I put a limit order on the buy-side, passively waiting; if I am...
Yeah, my original question was: if you throw 10 pairs into a basket, each pair with fixed trading ratio, shouldn't that be sub-optimal to...
generalized pairs trading ... how does the math work? In pairs trading, you long $N and short $N at the same time to make it dollar neutral, how...
lets say a stock dropped more than 20%, and I would stop out... does MV portfolio handle that?
anybody interested? drop me a line and lets discuss i am thinking of subscribing to those expensive reports...
I checked: that was the then front spread, occurred on 12/19/2008, -$8.49 and then on 1/16/09, -6.06 on 2/6/09, -5.98
Hi professor, Could you please elaborate on (1) why did producers increased their net short position? and on which month contract? Do...
Correct me if I am wrong - I had an impression that these are not leading indicators of the price movement ... and therefore they are of no use to...
any benefits of trading electricity compared to trading more popular stuff such as crude oil futures, etc.?
Hi all, I am forming a study-group where people having common interests can share their daily readings and recommend readings to their...
Thanks a lot! My question is related to all commodities...
okay any other better research/analysis/newsletters?
that's an old article... how about now?
Any other better research/analysis/newsletters? Thanks!
Time is 1 month; but the size of the move is unknown... of course you can collect stats of the sizes of the past 20 movements... 15 of them...
If you observe that S&P500 roses in certain period 15 out 20 times in the past, historically. What's the best strategy for such play?
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