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Long basket: MRO FTO SMP OMG KAI HOC RIMM TXU CWTR PCCC Short basket NBIX SGR AHG PFCB ALOG TTWO APPB OPWV PLT JBL Liquidate on the 29th.

Simply having inflation means nothing. For example at the moment having a low inflation outlook is great for equities as the market believes the Fed will cease raising rates. However, this can and does change based upon existing market participants. Its the same thing in terms of growth of...

Month of August: Hedged: +0.47% Long only: +5.26% S&P 500: +2.54% Since start of journal: Long only: +1.51% S&P 500: +2.13% Dow: +5.05% NASDAQ: -4.09% Russell: -1.46% Since July: Hedged: -2.35% Will post September list tomorrow.

Best line there: You need either one of these two things to be a straight up options writer: A) Balls B) Ignorance Ask the proprietor of that website which one fits his bill.

chaimshmerel> I understand what you mean. This has been a side project for me as already noted. I should have observed the performance of the system further before heading into it which is exactly what I am doing right now. I still believe that this system has merit (as I think the backtests are...

It depends on the particular strategy. Having a portion of your capital in a long tail strategy (buying OTM options or buying vol) is viable. Non arbitrage trading is risk taking any way you cut it. You NEED to take some risks in order to generate a return simple as that. How much risk...

No. Merton tried to start his own place but couldn't raise enough cash. JWM is a completely different entity. Read the article better. JWM=John W. Meriwether. Merton isn't a part of this (his place is Integrated Finance).

JWM is doing well: http://www.elitetrader.com/vb/showthread.php?s=&postid=978592&highlight=jwm+partners#post978592

Only 30 million raised by one of the biggest names in finance. The same guys who were able to coax out >1 bill for LTCM as a startup before it became common. Pretty wild. Thanks for the info on Scholes' fund.

http://www.indexarb.com/

Trying to get a hang of box options and trading small amounts with it. Want to gain some experience playing around with these so that I can trade them using forecasts made by the predictive models.

Sorry for the lack of updates. I have been busy with my core FX systems and have been focused on working on a new modelling process. I have stopped trading the equity investing system for now as I simply don't have the time to focus on this. However, as some of you are still following this I...

If a training program actually did provide an edge to traders it would slowly be ineffective as others would pick up and front run the orders. Of course I have yet to hear of a profitable trading system that is sold to the public. Its pretty obvious why 95% of all traders fail. Come on...

You need to understand the market you trade. FX is a zero sum game. Thus for every loser there is a winner. With 35% of the 2 trillion markets being traded through the cash (spot markets) I think there is more than a good probabilty that someone out there is making money.

http://www.cftc.gov/files/tm/fcm/tmfcmdata0606.pdf FXCM: 22MM Oanda: 33MM What you need to understand is that spreads are always variable. Spreads are never "fixed" as the underlying market (interbank) isn't fixed either. People need to learn about the role of market makers. When...

I love when they tout they are the "biggest FX brokers". Oanda is and they are no where close to being the biggest.

7 years would be best for an intraday strategy. You have the best probability of running your strategy through several different regimes and a gamut of economic, and political situations and trends.

What I have been trying to do is create a computer program that will spit out CONDITIONS from a variety of measures. For example, I put in a search for range and a time limit for today till yesterday. The program will then create conditions such as Range in 1st 10 minutes yesterday> Range in 2nd...

You have a reflexive process in which the market is appreciating because people are able to withdraw capital from their homes to purchase other homes resulting in appreciation. One knows that other factors such as income and savings of the participants are not being factored in due to the...

Thats a good post Steve. To get more information on stationarity and various exercises to understand when the market may display "stationarity" can be found in Lefty62151 posts. Here are a few that I think are great...