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The yield curve compared to S&P going back 7 years: http://stockcharts.com/charts/YieldCurve.html

You can, I'll go back and edit.

Someone posted a formula for calculating price given the yield a while back but I can't find the post. In 2003-2004 we had higher yields with a lower fed funds rate and lower inflation expectations - which makes me think we are very overbought at these levels. Youngtrader, you can post...

I tend to trade ZN. I'd like to get short this contract. But I'm waiting for the all time low yield of 3.074 to break. Does anyone know how to calculate the price of the June ZN contract if the yield were to drop to 3.074?

In the spirit of ES journal, I want to create this journal for treasury futures.

Where is the calculator?

The SEC has had many opportunities to clear up the issue of the prop firm business model (whether it is registered B/D or sub LLC) and it has chosen instead to be intentionally vague. They could have cleared up the issue after Worldco bankruptcy, after Refco bankrupcty, and many other cases...

Warren Buffett and all value investors assume random underlying yet make a ton of money. At the opposite extreme, Jim Simons and all quants assume random underlying yet make a ton of money. Every market making firm assumes a random underlying and yet makes a ton of money. The bottom...

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That sounds interesting, I'd like to hear more about this. edit: I found the wiki link: http://en.wikipedia.org/wiki/Pseudorandom_number_generator http://en.wikipedia.org/wiki/Hardware_random_number_generator

Those charts show what brownian motion looks like then there are powerful underlying imbalances. In this case the powerful fundemental imbalances powering those moves was the rampant money supply growth in the past 5 years. And in the case of wheat, worldwide ethonal subsidies motivated...

Thanks Maestro - the restart worked.

I want to add the ES (June) contract in TWS. So I type in ES in TWS, then hit enter, then the option menu pops up, then when I click on futures, this is what I see: (see attached pic). Anyone else have this problem?

The thing about surf that I don't understand is that he constantly says there's no such thing as trends (patterns) - he then uses that as a justification for countertrend and mean reversion trading. If there is no such thing as a trend then why would you countertrend trade a trend that...

So I ask this question again: Assuming a mostly random market, how do you make money? For me: (1) I don't have the patience for buy and hold and I cannot bear the regular 30-50% drawdowns this strategy produces. (2) I don't have the quant/programing/math background to do market neutral...

Notice that the closing price tends to end up far away from the open price. Thus many people intuitively believe that there must be some deterministic forces at work that moves prices and causes them to trend away from the opening price. This intuition is wrong. I think a common intuitive...

This is the answer to my question: 1) Confirmation Bias The confirmation bias is a tendency to seek information to prove, rather than disprove our theories. The problem arises because often, one piece of false evidence can completely invalidate the otherwise supporting...

Nice article. Here is an interesting passage:

The difference is that randomly generated data gives you "normal" return that follow fit neatly on a bell curve. Whereas the market gives you returns that follow a power-law distribution.

Lets assume a random market assumption. Here are the three ways that I believe the market can be profitably traded: 1. Buy and hold. In this case if you buy and hold stocks then at the very least stocks will act as an inflation hedge + added benefit of avoiding paying taxes every year...