Recent content by clavell

this is why https://www.foxnews.com/entertainment/willie-nelson-has-quit-smoking-weed

Ummm, right dude. I was sayin it’s real brah.

if you could buy p&ssy, a gun, and booze with crypto - it's real if you could pick up some cryptocoin before your flight land in a different country and take it out back in local cash it's really real if law firms have crypto practices and wall street trying to monetize it - now its dirty. Just...

this one walked around, asked dumb questions, and pissed off even dumber people, especially people with pikes. Then he killed himself. true story

this applies to everything in life: 1)No one really knows shit. 2)human are not robots and act on emotion 3)all experts are paid. Communism failed 4)logistics in practice ( not in a vacuum theory) requires hubs 5)95% of everything fails.

Great post!

Not exactly. the main strategy that I discussed in original post yields 8-14%. the 2nd (flavor) - using the same edge from where the main strategy comes from - can be used to spike up a return of S&P by ~1%. I used that to illustrate that the edge is not correlated with S&P.

gotta be liquid at the bottom

more details can be shared after NDA - this is a fully hedged pair trade (or as close a can be) - the PNL is locked in at the inception of the trade. Think of it a a delta neutral trade. the volatility is high - and the risks are a margin call - in which case the trade must be closed out (hasn't...

"1 full-pair lot" would require approximately 300k.

It's one pair - the pair is the strategy and could be disclosed to serious parties after an NDA. The strategy yields 8-14% on cash - thus capital up has to be substantial for it to make sense to do. Can start small to demonstrate. For more details -feel free to PM

Have a fully hedged pair trading strategy that requires buying power on CME. Willing put up modest first-loss capital (enough to cover any losses). Can start small then grow. BP can be in cash, or in existing stock portfolio. Willing to use your current broker/clearing firm on futures leg of...

Hi everyone, I have a pair trading strategy that requires one leg to be on CME. The other legs, CME doesn't recognize for margin purposes and the contract minimums are obscenely high. (I tend to short the future leg). Any one know firms that provide capital on CME? thx