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But they do give dividends, ex:SPY

Are you sure that the closing time on your chart is the same on the ETFs (16:00) as in the futures (???)? If not, lol^3 I hardly see how theses trades are not already arbed away.

Do you account for dividends? And carrying charges?

130/30 has nothing to do with pairs trading. In 130/30, they take 30% leverage with the proceeds from 30% short positions. The net is 100% long.

1 fill, 1 short, 1 winner, +0.09 average. A little larger on longs.

It's more someone at his job trying to feed the need of trading adiction. In big corp you can't run some things beind the firewall or I dont dont what. Nothing wrong with that IMO.

Did you give up on trading? Not sure but I think you where once in the opening thread. From scalping to investing.

I was going to say Cramer but lets keep it serious. I think Buffet is a first read even though I never did.

Good call but not enough overextended for me.

Pseudo random numbers will be repeated after a while so you have to be carefull about that in your implementation. I dont remember what it is for Matlab. Only god knows if randomness exists.

In Matlab you can do both, you can set it to restart at the same place randn('state',0); or if you omit it it will restart from where it was thus giving you "new" numbers.

In Monte Carlo you dont care about the numbers themself but rather on their distribution. And it's a desirable feature to have pseudo random number because you can re-run the same simulation many times or run a different simulation with the same numbers. But you are right, they are not random...

Wet dreams. You do have to code the thing since you have to define what is it that you do a Monte Carlo on. Matlab does not have a list of all possible testable scenarios. And even worse, if you want to test a strategy on stocks, you have to define how the simulated stock path go. You have to...

One important point to keep in mind is the random number generator. Matlab is good I think but for Excel I dont know. Any programming language can do, if you can code it.

I dont really know, I dont have enough trades so far to tell (only 25). It's not that tight, I set it to have at least a 1:1 risk reward ratio. But maybe that can be a problem, too close? I mainly like to use stops so I dont get into trades where I dont want to take the loss because it's too...

Dr. I personnaly have no idea what you are looking for. Maybe why you dont get answers. Do you mean return on investment? Sharpe ratio?

OUT SNY:AZN @ 0.65 from 0.67. Stop was hit @ 0.64 and I got out on the pullback. This is probably the wrong way to do it. lol

shortie, I dont know but I think it's more with the MOC. No fills, larger on longs.

MOC = Market On Close. Bright (the firm) traders trade of the imbalance on the NYSE close. You may want to have a look at his articles in TAoSaC. They are on ihs website. http://www.stocktrading.com/articles.html

Just think about it 2 seconds. No slippage on market orders, no slippage? There are many issues with such a statement.