Recent content by coreed

Depending on the relationship you have with your clients (and critically the number), could you not manage their acct's on a power of attorney basis`? You cannot withdraw money, but can make all trading decisions. It is just a private contract between you and another party. There are limits...

PTF is set up to use, but is not dependent on Yahoo data. You have to make a business decision regarding the 'cost' of free data. If you're serious about trading switch to IQ Feed. With a monthly bill there is accountability from the provider. Its a bit difficult to complain about a service...

Thanks etemtezcan. Yes, I am aware you can wade through all those pages each time. I was looking for something more you can do on the fly. I called Clearing Risk Management at the Merc who admitted that is wasn't the most practical tool, and maybe they will add a page where traders can...

Thanks. I have tried that. And that wld be the most practical way of being informed as IB charges more then exchange min. for > U15. When I add combos in TWS and click 'Check Margin' it just returns 'No data available' regardless of whether I choose SMART/CME/Globex when setting up the combo or...

The good folks at the CME have pointed me to this link as a tool for calculating the above margin: http://www.cmegroup.com/clearing/margins/intras.html#e=CME&a=INTEREST+RATES&p=ED However, it is time consuming as there are many many pages to wade through. Anybody know of quick and...

Newguy go to:http://www.pairtradefinder.com/ and go into forums under 'Q&A + Support' and see if there are similar posts. Failing that mail Jarred at admin@pairtradefinder.com He might be a couple of days getting back to you, but he will answer. Setting up SQL can be tricky. You might...

FX Pairs appear to ideally suited for Corr/Coint. Mean Reversion Volatility is a constant No Benchmark hindrance: e.g. Trending Upward Stock Market with low volatility produces flat returns.' State' of Equity Market has direct bearing on expected return for Equity pairs. This problem does...

Many many thanks. This was exactly what I am looking for.

Is there a calculator (HTML/Excel) available anywhere that calculates the interest costs for FX trades? Failing that an article that explains in understandable terms how it is calculated, so I can create my own formula. I am with IB and their explanatory data/information does not...

I don't know how 'Smart' their SMART Routing is. I wld estimate 80% of all my SMART routed trades go straight to ISLAND. It seems to be the default.

Manually - always. For the following reasons: Pairs signals have to be filtered. Is the divergence statistical or have the fundamentals changed the relationship between the two stocks? Can the short stock be borrowed? As far as liquidity take/make - 90% make(BATS) If liquidity is low...

The short answer is I don't. At least I don't filter pairs for beta/volatility at the trade stage. I do it at the back test phase. On a trade by trade basis I am focused largely on correlation of the pair. Individual instrument beta/volatility I ignore. I am not saying it doesn't have...

The uptick in volatility this week has been great. In fact March has been great. 59 closed trades with only 12 losers so far this month. It is a given that trending markets are not good for stat arb. My experience has been that strong up trending markets like we saw in Q4 are more toxic...