Recent content by zzt

I basically did the same. Interative brokers will give you Portfolio Margin for accounts > 100k. Also, if you need to automate, their API is quick and easy to work with. If you are fairly sector neutral, then your leverage should approximate > 5:1 no problems

I have to jump in here...dude you have it wrong. Cointegration does not imply correlation, although, correlation and cointegration often do co-exist. ( Is that what you mean when you say 'implies' ?) Aditionally, there seems to be an assumption in previous posts that stat arb strategies have...

3 or 4 months old now, this report explains the situation European Banks find themselves in, and the risks they pose to the greater euro economy. http://www.arpllp.com/core_files/Th...tter%200309.pdf

your on the right track. Chasing regimes aint the way to do it

sounds to me like your trying to create the 'holy grail' system, you think everyone else is wasting their time on.

matlabtrader.com just gives you examples of how to register and use an IB ActiveX object in MATLAB. Quick and v.easy to use

They could always hike the top rate of income tax to 50% like they have in the UK. Look, (and i have said this stuff in the early days of this thread, but i will do so again for all the US based traders), in the Uk there is already a stamp duty on stock transactions, but very few active...

Russia...last bastion of the capitalists. Go figure

He was spot on. 150 dead people in the biggest city in the world is hardly a 'Pandemic'. Has anyone seen any figures on how many people die on avergae from regular seasonal flu in Mexico city? I would love to see them if anyone has them. (I hazard a guess its > 150 per week). In the absence of...

Guess how many deaths there are every year fom regular seasonal flu in the US...36,000. In the biggest city in the world, we have around 150 deaths...This whole swine thingy is a little overhyped for now

ditto here.....and btw, to all those who think computerised/automated trading is bullshit, get the f*k off the automated trading thread

go to eurex website and download their 'margin calculator' app. IB just charges the exchange margin.

Adding filters is just adding parameters to your model/trading method. So yes, you are curve fitting if you add multiple filters

theres two sides on a balance sheet mate....your looking at one of them

....you can automate through their API if you can code