Recent content by sledged

would like to do more analysis on pair trades in energy commodities. What are the biggest factors in analyzing a spread trade like this? Standard deviation and correlation are the two I would Think are most important, correct ? Thanks.

so I have some strategies that I would like to backtest, now that there are no commissions I’d like to try seeing how some ideas I’ve had would work. What software do you all use to backtest and how expensive are they? Thanks

They don't have any contracts trading live on weekends the 2x16 and 2x8 dont even trade on the weekends.

Beautiful thing....

Can you explain why gold would come off if the debt ceiling is lifted? Thanks.

Yea, seems like this channel trade is holding. Dont think we will close over $13.30 just yet.

Looks like we are getting some sort of breakout in the miners finally, lets hope not just another shorting opportunity for those long the metal outright.

Id love to know how many guys had +/- several million dollar days. The stories from that day will stick with them for their whole careers. Still not as large a move as the $1500 day in Ercot but when you think about how much more volume is in West Hub and Cin Hub even the scope of money...

PJM definitely threw in the towel at one point and just showed max prices everywhere. I can only imagine how things would have ended up had their been triple digit temps, it was hot but not out of control hot to warrant those prices. Hundreds of millions of dollars changing hands in the blink...

Anyone see this thing trade $300 and clear the bal day somewhere around there. Haven't seen prices go to $999 for several years and for it to stay there for a solid hour is just ridiculous. Can't imagine how many stories must be out there of the p and l swings.

I agree there is hype, but how many people do you know who have actually purchased physical gold? When its the norm that people begin to exchange their cash reserves into gold reserves I will know that the end of the run is near but doesn't seem like we will be there for some time. I don't...

The lack of performance continues, regardless that the rest of the sector is up. Is it just more prone to disconnect from the sector due to its higher day trading volume?