The "hedge" is the $1.00 dividend. You get that money directly.
Take your black box to an equity prop shop, like Bright or Echo. You can get all the leverage you can handle, and they have people who can help...
There are two commercial GP engines out there that I have found: Trading System Lab (TSL), which costs $60,000, and Adaptrade, which costs...
I think SierraChart can chart spreads as well.
NoDoji - Blue Ribbon 1st Place, despite the haters Maverick74 sle martinghoul metal (oldie but goodie) lescor
Here's a guess - and it's just a guess: Index funds have a lot of different stratgies to minimize transacation/roll costs, and I believe that one...
Go back a few (or more) years and you could do a find/replace on that article - find "HFT" and replace with "NYMEX local" - and the conclusions...
This may be putting the cart before the horse, but I had questions about commissions and platform fees for the funded trader. The info on the...
finviz.com for stocks - daily bars only on the free version.
My memory is hazy, but I believe that he says to treat them as three different systems, and test them that way. That way you don't muddy the...
You won't find a file there, but the "Chart School" section at stockcharts.com shows you how to program an excel spreadsheet for each indicator.
Option IV does not decline to zero - it converges with realized volatility. There are many option traders who trade this relationship, but it has...
Earnings are "levered" when they are a component of Return on Equity. ROE is not capital structure neutral. Also, I prefer EV/EBIT or EV/NOPAT...
There's a paper out there (I'll see if I can find it somewhere) that evaluates a VIX futures roll-down strategy by shorting the VIX futures AND...
I've heard good things about CTS T4. You can get it from most brokers. I believe you'll be able to trade just about anything with it, and the...
Two PhD's took a look at your question with regard to S&P index options and wrote a paper about it, complete with a specific trading strategy. I...
Mav, do you use the intraday form of ACD to daytrade, or do you just use ACD on the larger timeframes to set up your day trades? (Or neither, or...
Why not scrape together $10,000 and trade one lot of ES using your strategy? That way, you can a) earn some income to supplement your day job; and...
The charted differential is not a tradeable price, because it only reflects the "last" trade from each contract - CLX2 could have traded at 95.05...
Cool paper (found via Ernie Chan's blog) about extracting roll returns from VIX futures....
Separate names with a comma.