Recent content by Gann

Anyone using McSpread software ? Thanks

I am not trading stocks and don't care abou fundamentals. Trading only futures with high correlation (>0.90) and if possible low margins plus low trade commission. Like today we had T-Bonds (long) climbing faster then 10 Y TNotes (short) making $ 750, which is also the risk. If these...

I had problems to upload that KLAC - AMAT backtest sheet, so here are the results: 100 KLAC against 200 AMAT Period: 1-1-2000 until Monday P/L $ 10.605 Trades: 136 Lost trades: 43 Profit trades: 93 Drawdown 1.040 This is all ex. commission and slippage Strategy is based on daily...

See your discussion about KLAC - AMAT Attached the statistical way, see attached JPG This is 100 KLAC against 200 AMAT since 01-01-2000 Reagrds, Gann 2e try as part of the JPG was missing

See your discussion about KLAC - AMAT Attached the statistical way, see attached JPG This is 100 KLAC against 200 AMAT since 01-01-2000 Reagrds, Gann

That is correct there are many combinations but the 1e step is to find combinations with high correlation, like T-Bonds against 10Y Tnotes etc. Then the contract value must be near equil, or for example, 1 DAX against 3 Euro Stoxx 50 etc. CSI data users can view correlation daily. Further...

Hi, I am wondering why you guys are discussing only seasonal spreads while there is more fun with statistical spreads ! Have a look at www.2hedge.com with a program called McSpread which is looking to a statistical approach. Further www.fxtrel.com or www.tradetrack.com having FX and stocks...

Hi, I am trading future spread only but following stocks as well. I found good correlation analyses in CSI UA program and a program called McSpread (www.2hedge.com) Main reason for using futures and FX is minimum margin/cost. Regards,

Hi Shorty, Why not have a look at www.2hedge.com which is a new concept for trading. Result looks not to bad. Regards, Gann.

Hi Rob, I looked into it and it's not only hedging and calculating the Beta between the two tickers, but highly complicated correlatian analyses and even it select the best strategy according the screenshots. Have never seen this before as a PC system. Understand the program comes R/T later...

Hi, what software are you using ? I got info about a spreads program from called McSpread (www.2hedge.com) which is using QQQ etc a lot. Rgs, Gann

Is there anybody trading spreads between stocks, indexes like QQQ, SPY or Futures/FX ?