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The clients who choose to share information with me have reported really good performance in the futures spreads in 2011, especially during the first six months of the year. I just received a New Years Greeting from a client who started working with me in March of 2011 and is a former S&P...

That's where all the fun is.

Ipso facto, why the hell are you starting threads on a website which promotes the most capitalistic of ventures: TRADING ?

Gents, you will not find the most currently exploitable arbitrage strategies in a text book or through an internet search. What correlated and worked a few months ago ( or weeks or days for that matter ) might be completely irrelevant these days. There exists legions of quants who are...

Actually, the biggest problem with using CL options is that many Corporations need to hedge some sort of distilled downstream product, and the FASB accounting standards are very influential on a firm's bean counters. In fact, most airlines and trucking firms will NOT use the CL contract because...

Yep, that's another way to do it and to think about it. Point is, with the more prominent firms nobody wants to take "flat price directional risk" if they can help it - which means some sort of arbitrage or spread or some flavor of relative value strategy ( hedged or unhedged ). The...

I have done consulting work for two very prominent HFT electronic trading firms in Chicago and Manhattan [ household names in the biz you would instantly recongnize ] - they both spread trade equity pairs and baskets on an automated basis at very high frequencies, and they both call it 'stat...

Well, there are certainly different definitions and business models for "prop" traders. There is a mountain of difference between the equity firm prop model that takes a deposit, versus the Chicago futures prop firm business model. In fact, the CME will not allow electronic member firms to...

As opposed to consistently calling for a "bounce" and a "massive sell-off" within the same calendar day - repeatedly. Many, many times. And you think it to be a positive for you.

Umm, he still refuses to put any numbers and timestamps on his equity "opinions". Somehow, he believes that all of this makes him look, well, professional and knowledgeable.

At least he has the guts and honesty to post a "trade" or "call" correctly. Put some numbers and a bit of integrity behind your equity index commentary.

Aren't you looking for funding for some sort of solar trading scheme ? Fixed Income might not be your forte based upon your statement.. Given Solyndra and the rest a compelling case could be argued that solar is a scam " lemming effect" and a ripoff. Same for carbon credits and the rest -...

And didn't Obama have a veto and filibuster-proof absolute super majority the first two years of his presidency ? What did that get us ?

You simply cannot take an isolated incident and project it mathematically across a forward curve and say "that's how much money I'll make". Any serious trader knows it does not work that way, especially the way this particular trader is going about it - definitely a double-edged sword.

Yes, "keeping up with the markets" means stating the obvious in the most vague terms possible and proclaiming yourself a master of the future. "reverting to bullish chop" and of course "reverting to bearish chop" are indeed powerful stuff.

Yup. X2

You will not find a weekly arbitrage, when deep pockets and big money ECNs are chasing millisecond arbitrage for stupid size - and they are paying top dollar for the order flow. Your prints are likely deceptive artifacts - use live data for individual components and reconcile them for time &...

If you're trend following, just make sure that you have broken out into a fresh 'value area' or have settled above or below recent S/R with a hard exchange settlement print and more follow-through the next day during the NY open. If NY holds the new trend development, go with it and don't fight...

Put some numbers behind your posts here. Not your silly currency posts on the blog. You have devoted hundreds of pages and probably a thousand posts to the equity "Index" - so put a number on an equity index. Here, in your individual posts. Your blog only puts a single level on several...

Put a number on your S&P calls. Lots of pages, hundreds of posts regarding the S&P, without any numbers on the S&P. Since you insist on calling your S&P posts "trades", then kindly provide what all trades require: the entry, target, and stop-loss level. Step up. Your title for the thread...