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    Pair Trading Strategy Journal

    Netting your positions (holding only the net position), and tracking each of the separate trades would be the best and most complicated way to handle it. I would expect that most people would just pass on any overlapping trades.
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    COT and Open Interest

    Check out the links on the right side of the Bullish Review website for data links. http://www.insidercapital.com/BullishReview.htm
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    How about new, minimalistic trading platform... Open source of course

    I have had only minor dealings with the open-source community, but I think that there are several factors I see which separate successful (actually made something useful) from unsuccessful (little return on investment) open source projects. 1. Business Plan. An open source project needs a...
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    Question about futures portfolio?

    There is no reason to think the commodities will continue to rise. One needs a system or systems with some trading frequency, some drawdown characteristics, some correlation, ... Without this piece, there is no general answer. Intraday crude oil trading is totally different than buy-and-hold...
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    A list of all scam unregulated 3rd party educational vendors

    There is a reason why we have police to protect the weak from the strong at the point of criminality. It becomes very hard, however, to draw this line in trading. Unless you are a Buy-And-Hold equity guy, you are hoping to make money at someone else's expense. This concept of Qualified...
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    Alert: Fukushima Coverup, 40 Years of Spent Nuclear Rods Blown Sky High

    The spent fuel rod issue is all about environmental impact and avoiding dealing with long-term issues. Spent fuel rods still have high concentrations of usable uranium, but also high concentrations of dangerous radioactive biproducts. Some countries, such as France, reprocess spent fuel...
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    Extreme Message From Rennick

    According to my recollection of the biography of Jesse Livermore: In the 1800's, a big San Fransisco earthquake destroyed huge amounts of railroad track, bridged, and tunnels. American industry and especially the markets were dominated by the railroad industry. The market happened to be...
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    Systematic traders! Hear ye! Hear ye!

    The name "Monte Carlo Simulation" is quite prevalent, but the point of running the model through many randomly generated possibilities is to see what are the possible outcomes/metrics and what their likelihood is. Significant improvements in the performance/convergence of these methods can be...
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    Pair Trading Strategy Journal

    The subject of quitting a paying job to get into trading has been discussed at length on other threads by people who have done it. The cost of a trading education in the school of hard knocks is expensive, but not insurmountable. Some people make it in a prop-shop, most don't. Again...
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    Why do people pay for trading courses/training?

    Most non-professional traders use trading as a hobby. Going to courses/training, even sales events are entertaining. People go to Gun Shows and Antique Shows for the same reason.
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    Regarding Statistical Edges

    Very interesting. Unfortunately, their veteran computer doesn't learn. The iterative prisoner's dilemma is a much harder problem. Thank though.
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    Nasdaq Totalview?

    Level II quotes are extremely important in understanding short-term price movement. Checkout Auction Markets, spread trading, and slippage.
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    Systematic traders! Hear ye! Hear ye!

    It's not so much that the shape of the equity curve doesn't matter so much that it is making an investment decision after the fact based on something which may not continue into the future. Nice smooth upward equity curves come from having evenly distributed losses. If it is an HFT system...
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    This should create a bunch of new jobs

    It is quite unbelievable how a small group of goat herders living in mud-huts can cause us to spent insane dollars to invade our privacy. We have had real wars and real conflicts with a real propensity for infiltration that didn't take us this far. Is it really just technology that has...
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    Pair Trading Strategy Journal

    I can't speak to Catalyst Corner's Cointegration Percentage since I don't actually know what it is. I just ran GLD vs GOLD Catalyst Corner comes up with cointegration 1.00%. When I run GLD vs MSFT, I get a whopping 90%. The prices for GLD vs GOLD are 80-90% correlated over the last 5 years...
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    Pair Trading Strategy Journal

    Their glossary only says, "What Does Cointegration Mean? Cointegration is the statistical confidence that a pair will revert to the mean" Their demo says something about likelihood of reverting to the mean. I've haven't asked them, but I suspect it is something simple like the ratio of...
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    Ponzi scheme meltdown the second leg?

    Creating specific agencies and regulation can be a good way to stimulate the growth of a targeted industry. Like, rebates for solar investments. Similarly, if you want a strong aerospace industry, pump lots of demand through the system by building up your airforce. This can be very useful...
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    So much marketing, so little service ....

    The part that I like is where they send a sales representative to walk door to door in your gated community. When you point out that there is no soliciting, they fall back to their utility easement. Seem to remember their argument even held up in court last year. So much of our money spent...
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    Trading physicals vs. futures?

    I remember commenting on physical trading on at least two threads. Summary. 1. I have indirectly seen guys with the physical commodity get badly treated. 2. I have indirectly seen guys who really wanted the physical get mostly cash-settled. Remember the British Sit-Com, Good Neighbors...
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    seeking prop firm 2k-3k deposit

    Some firms claim to provide an edge. If the prop firm has the money, the leverage, connections, infrastructure, system, edge, and overhead, then why would they want to cut-in a stranger from the street?!? These guys are just asking to be taken. Ok, this is why I did not respond sooner...
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