Recent content by Seven

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    Bonds: All Time Low Yields!

    I'd hang in another couple days unless mkt. sells off hard. Tomorrow should be up by the end of the day. Friday & Monday could be interesting...
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    Drummond Geometry

    Do a search on this site and you'll find a few things good and bad.
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    IB Slow Execution Recently?

    I'll be contacting IB today to describe my observations. Execution on ace - excellent Refreshing on ace - slow Order entry - not sure as I wasn't keeping a real accurate record but the delay's seem to be there. I noticed it last Fri- 05/16/03 and a little bit today.
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    Bonds: All Time Low Yields!

    Did todays sell off after the best possible PPI # one could expect and then second sell off after the Philly Fed data make anyone nervous? I don't have tons of market experience and am not sure if this is common practice in a bull run or a sign of weakness. - No more buyers so people start...
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    Bonds: All Time Low Yields!

    From Mar 13 - May sometime I read the correlation was r.65. It may have been up to April 23, I'm not sure. Anyways, the relationship broke apart big time as of the last FOMC date. Another rate cute began to be priced in to the Tsy. market and the deflation talk helped those who were...
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    Bonds: All Time Low Yields!

    OI is up, strong volume, late day buying - Lower yoelds here for a while is the probability. That said if the next two days data conflicts with current perceptions I would expect the news to be faded and the overall result is unchanged over all or slightly higher. If equities continue to...
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    Esignal Problems today

    I froze a couple times as well but all is well the last couple hours. Thought it was my PC actually.
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    Jimmy Rogers BLASTS Greenspan.

    I haven't heard Jim Rogers latest but I sure get the feeling Greenspan is bluffing. 1) His trips to the white house were way up before the last FOMC mtg. 2) Bush is in panic mode over the economy. It must be better before the next year election or his chances are way down. His...
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    SPX & U.S. Dollar divergance

    Soros made $ on the Deutschemark with the radical premise that a tight monetary policy combined with a loose fiscal policy is bullish for the currency. (ECB) Seems like this would be a good working scenario when there isn't a raging bull in some equity or debt market that would offer an even...
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    SPX & U.S. Dollar divergance

    Well it wouldn't be the first time I answered the wrong question. However, I pulled out a long term chart of the USD Index. From some time in '85 to '95 the USD fell from 140.35 to 78.19. The fall was very steady from 85 - to mid 88. Very few people would view that time as a bear market...
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    SPX & U.S. Dollar divergance

    To me the S&P may not be the best perspective to view the USD from. As a currency with safehaven status, the best equity market of the 90's and a great bond rally over the last 8 yrs. That was likely the time to do some serious correlation analysis between equities & the currency. Today...
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    Anything better than Stochastics???

    Soros said he was poor in math? Most higher math finance models are scorned by above average managers. I know it helps but it doesn't seem to be a prerequisite. Otherwise the Japanese would have everyone's money right? Usually they have a much greater command of math yet there is no...
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    Traders' Commitments (from Barron's)...

    I don't know much about arbitrage but anytime I've looked at models it seems like it's very short term - like intraday, yet the COT has been showing the same position for weeks in the e-mini. So is this the same type of arb or is it more accurate to look at these two contracts as having...
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    FOMC Announcement Time

    I was just wondering if the FOMC ever made their announcement before the scheduled 14:15EST in times past? Anyone else expecting balance of risks to be neutral or is it unanamous that risk is tilted to weakness?
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