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  1. bone

    Double Butterfly spread

    BTW, I have clients making very good livings trading "further back" in the energy curve than I've suggested above. Just 'sayin. It's certainly the road less traveled and the OI is almost all Commercial.
  2. bone

    Double Butterfly spread

    Maybe something along the lines of a Dec17-Mar18-Jun18 Fly or a Sep18-Oct18-Nov18-Dec18 Condor are good examples of spread combinations a bit farther out in the curve. "back months" if you will. You can really get BACK in the the Eurodollars !
  3. bone

    Narcissism

    Well, just look at how most environmental and even some product safety regulations grandfather in existing, non-compliant Companies and technologies.
  4. bone

    Narcissism

    This is getting a bit off track but I am starting to buy into the economic theory of "Bootleggers and Baptists"
  5. bone

    Narcissism

    I take your point. IMHO, Idealism and Realism are disparate political tenets in today's reality.
  6. bone

    Narcissism

    I think any person actively seeking a career in political office possesses some aspect of Narcissism.
  7. bone

    Double Butterfly spread

    Ummmm..... If you are limiting yourself to 2016 and 2017 you are truly missing most of the fun. Seriously. And that goes for any listed product with decent open interest 2018 and beyond. You'll have to wait for prime trading hours but the spreads are always tighter and more liquid than the...
  8. bone

    SpreadProfessor Clients - Thanks !

    Now this is just my philosophy - but all I am looking for is convergence or divergence. In other words, there are dislocations in the forward curve induced by commercial order flows. Especially as you transition from the Demand aspect of the curve to the Supply aspect of the forward curve...
  9. bone

    Double Butterfly spread

    Now this is just my philosophy - but all I am looking for is convergence or divergence. In other words, there are dislocations in the forward curve induced by commercial order flows. Especially as you transition from the Demand aspect of the curve to the Supply aspect of the forward curve...
  10. bone

    Narcissism

    This isn't Narcissism per se, but I have seen traders literally freeze up with fear and anxiety as they ride a stinker. Maybe something closer to Narcissism that I've seen is the attitude that " it's not a loser unit I take it" (which certainly is at the very least Delusional).
  11. bone

    SpreadProfessor Clients - Thanks !

    I am more than happy to provide client references, and much earlier in this thread and in others students indeed have posted their views. Unfortunately, they in turn get trolled and drowned out. In fact, several of my clients brave enough to post in the past have told me that they have been...
  12. bone

    SpreadProfessor Clients - Thanks !

    I've always found inter market correlations interesting and relevant - even when I started out scalping in the Bond Pit at the CBOT we would not only watch the cash Treasury markets but we would keep on eye on currencies and oil and gold and the stock markets as well. I'm not necessarily saying...
  13. bone

    SpreadProfessor Clients - Thanks !

    These are continuous consolidated futures contracts.
  14. bone

    SpreadProfessor Clients - Thanks !

    Remote electronic trading as an independent can be a very isolating endeavor. I am truly grateful for all of the close friends I have made over the years with by client business and appreciate the fact that I can exchange Skype messages and emails from clients going several years back.
  15. bone

    Inter Market Correlations

    Some more on-the-run inter market correlations based on daily settlements. I blend the results from two different statistical studies, and most importantly, I use the results as a simple SCREENING method to see if a combination warrants further investigation. FDAX vs CAC 40 1 Month 0.887 3...
  16. bone

    SpreadProfessor Clients - Thanks !

    Some more on-the-run inter market correlations based on daily settlements. I blend the results from two different statistical studies, and most importantly, I use the results as a simple SCREENING method to see if a combination warrants further investigation. FDAX vs CAC 40 1 Month 0.887 3...
  17. bone

    Inter Market Correlations

    This is a blend of the results from two different statistical tests using daily settlement information, on-the-run, over the time periods of 1,3,6 months and 1 and 2 years. I use this as a SCREEN to find possible inter market combinations to observe and test at much higher frequency timeframes...
  18. bone

    Inter Market Correlations

    Some select on-the-run inter market positive correlations for your consideration: Canadian Dollar vs. Nymex WTI Crude 1 Month 0.869 3 Months 0.690 6 Months 0.780 1 Year 0.944 2 Years 0.785 Comex Gold vs. Comex Silver 1 Month 0.518 3 Months 0.820 6 Months 0.888 1 Year 0.943 2 Years 0.905...
  19. bone

    SpreadProfessor Clients - Thanks !

    Some select on-the-run inter market positive correlations for your consideration: Canadian Dollar vs. Nymex WTI Crude 1 Month 0.869 3 Months 0.690 6 Months 0.780 1 Year 0.944 2 Years 0.785 Comex Gold vs. Comex Silver 1 Month 0.518 3 Months 0.820 6 Months 0.888 1 Year 0.943 2 Years...
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