Recent content by Begbie00

The car analogy sucks. Stop using it. The point is if you view price declines solely as a sign that your hypothesis got more profitable (and you should be averaging down) rather than a sign that maybe your hypothesis is wrong, you're in for some bad times.

Yikes. It's the stop loss that tells you you may have a blindfold on in the first place, and you should pull over and take it off first before you get back on the road.

No. It reflects what the "average" SOFR rate (via the compounding formula) will be from mid-December to mid-March. Meaning the December & January Fed meetings have more impact on it than anything that happens in mid-March.

It's not a unique feature, it's interesting terminology. The "September" 3-month future SR3 U23 is actually a future with a "Reference Quarter" from September to December. It's just like any "averaging" future (e.g., Fed Funds Futures) in that the price (including final settlement) is some...

That makes no sense. Barchart is either butchering their contract specs or we're not interpreting them properly. Chapter 460 Three-Month SOFR Futures 46002. TRADING SPECIFICATIONS 46002.G. Termination of Trading Trading in an expiring contract shall terminate at the close of trading on the...

Some general guidance, since you've given us almost nothing to go on. General trading data rule: Almost any meaningful statistic (e.g, mean, variance, covariance, principle components, etc.) can be cast as an "on-line" calculation. This means with very few exceptions, you probably don't need to...

The challenge isn't just to make EUV once, it's the following: - have a machine supply chain that enables production at industrial scale (vs. a single customer) ... this is what ASML does so well; and - have the proprietary knowledge to operate the EUV machines effectively ... this is what TSMC...

Is there a data feed that consolidates US equity corporate actions (dividends, splits, etc.), similar to the way the Securities Information Processors (SIPs ... CTA/UTP) consolidate and distribute trades and top-of-book quotes? Or would one have to go to each exchange (NYSE, Nasdaq, CBOE, etc.)...

Hi all, I'm using ETFs to implement Gary Antonacci's "Dual Momentum", which relies upon a signal comparing US equities (SPY, etc.) to "Bonds". He mentions the Barclays US Aggregate Index (in my view, most similar to AGG) but uses BIL in a chart showing performance. If I'm not mistaken, BIL is...

Got it, thank you.

Because I'm not trying to build a bicycle, I'm trying to understand how margin works in the context of long/short portfolios (e.g., of the kind that test excess returns on any number of stock market anomalies). Whatever indicators generated a 3-month relative signal of 10 stocks vs. SPY is...

I'd like to implement a long-short momentum strategy (~3 month hold period) and am not sure how much cash I need to do so. If I have $10k cash in my account now and want to go long a basket of 10 stocks and short an equivalent amount of SPY, how big can each side of the long/short be given my...