Recent content by Paul Rose

Think about the implications of 2 cursors: It would be one thing to adapt the operating system to handle 2 cursors, but applications are another thing altogether. Programs written 15 years ago for Windows 95 still have to run on Windows 7 today. Those applications make calls into the...

I don't know the definitive answer to your question, but long term historical futures can be fun. For TA, people want to see a "continuous" contract even though such a thing doesn't exist. To generate the illusion, the data is pieced together from whatever contract was in front on a...

I learn something new every day. I don't actually trade these, but the post made me curious. The leveraged ETFs (long and short) tend to lose value over time in volatile markets (easy to see in long term charts of FAZ vs FAS), but maybe risky if one leg gets called, etc? Like I said, it...

FAZ is "Financial Bull 3x" Where Financial="Russel 1000 Financial Services index" Yes, I should have said "russel 1000" instead of russel, but I figured everyone would know what I meant. from http://finance.yahoo.com/q/pr?s=FAZ+Profile FAZ Direxion Daily Financial Bear 3X Shares...

Maybe I'm missing the point of your post, but why would your ever short FAZ (3x short russel) instead of just going long FAS (3x long russel)?

LOL - Now THAT made my morning - thanks! :) :) :)

Loki, If you are simulating (not really trading) just count your entry/exit price as the bid/ask midpoint (or last sale price) and re-run your simulation. If it evens out, then at least you know that bid/ask spread was the cause. But in real life you can't just out-wait the bid-ask...

Assume a completely stable market with deep liquidity in your instrument of 10.00 bid by 10.01 offered. I am assuming that you are actively entering/exiting (i.e. not passive non-marketable limit orders that you wait to get hit). Your (randomly timed) market order BUY (or immediately...