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Is that your trading experience when using options to hedge a position?! http://www.elitetrader.com/vb/showthread.php?s=&postid=2281165#post2281165

Always in the market: Last week: Short ES 1189.5 19Sep2011/26Sep2011. This week: Short ES 1137.0 26Sep2011/02Oct2011.

Here are some articles: Dynamic Hedging Strategies http://simonbenninga.com/wiener/MiER71.pdf Five Hedging Strategies http://seekingalpha.com/article/160421-five-hedging-strategies Hedging Strategies for Oil Producers http://www.sempracommodities.com/oil_producers.asp Jet Fuel...

In his book "Reading the mind of the market - The Alchemy of Finance", Soros says (page 143): 'I propose an experiment. I shall record the views that guide me in my investment decisions at the present time and I shall revise them on a real-time basis while the book is in preparation.' Here is...

http://www.elitetrader.com/vb/showthread.php?s=&threadid=213261 Now finalised this system. All trades are hedged with options. The above weekly ES signals (based on SPY prices) have also been revised as follows: Wk 03Jan2011 Short 1257.5; Wk 10Jan2011 Short 1271.4; Wk 17Jan2011...

Short ES 1189.5 (hedged with options) for this week 19Sep/26Sep. :)

imo, hedging is all about risks. In investment and trading, there are 3 major risks above others. I think the risk of money price ( interest and exchange rates) should be relatively small for most traders doing short term trades. The risk of commodity price would be most important for...

http://www.bloomberg.com/news/2011-03-03/guggenheim-to-hire-150-proprietary-traders-fleeing-banks.html Q Guggenheim Partners LLC, the closely held investment bank and asset manager, plans to hire as many as 150 staff being pushed out of banks’ proprietary-trading units because of U.S...

Should be good and useful for hedging systemic risk. Q http://en.wikipedia.org/wiki/Systemic_risk In finance, systemic risk is the risk of collapse of an entire financial system or entire market, as opposed to risk associated with any one individual entity, group or component of a...

http://www.bloomberg.com/news/2011-02-18/crude-futures-trade-near-one-week-in-new-york-as-mideast-protests-spread.html Q Brent-WTI Spread A glut of oil at Cushing, Oklahoma, the delivery point for the U.S. futures, has weighed on New York prices relative to Brent. The difference between...

Q http://en.wikipedia.org/wiki/West_Texas_Intermediate Anomaly in 2011 In Feb. 2011, WTI was trading around $85/barrel while Brent was at $103/barrel. The reason that most cite for this anomaly is that Cushing has reached capacity, depressing the oil market in North America which is...

Update: Including correction of previous signals (Based on historical prices of SPY): Wk 10Jan2011 Long 1271.40; Wk 17Jan2011 Long 1293.00; Wk 24Jan2011 Long 1283.70; Wk 31Jan2011 Short 1277.20; Wk 07Feb2011 Long 1311.50; and Wk 14Feb2011 Long 1333.10.

You may check the Automated Trading forum for suggestions.

Agreed. Currently I am still in the process of updating/fine-tuning my (once forgotten) spare system through forward testing. You may check my journal thread for its progress.

http://www.elitetrader.com/vb/showthread.php?s=&postid=3086321#post3086321 The trading system in this thread, due to its small returns as I think, would not be interested by most retail traders who are alpha hunters aggressively seeking excess returns (type A above). Instead, this thread...

After starting this thread below about my spare system, I now have a better understanding of developing systems. http://www.elitetrader.com/vb/showthread.php?s=&threadid=213261 There should be basically two very different types of trading systems: A. Stand Alone; B. Portfolio Hedge. (as...

About 30 years performance of CTA Index vs S&P 500 Index: http://managedfuturestodaymag.com/30-years-managed-futures Q Table 1: Stocks Down, Managed Futures Up As a result, the long-term profitability of managed futures not only opens the possibility of creating excess returns in an...

Why CTAs? http://www.managedfuturestodaymag.com/managed-futures-vs-stocks Q Diversification is only possible between assets with low correlation. Numerous studies (see “Additional resources” below) have shown the ability of managed futures to reduce portfolio volatility precisely...

Some threads here about performance evaluation of hedge funds/CTAs against S&P500: http://www.elitetrader.com/vb/showthread.php?s=&threadid=95206&highlight=hedge+fund+sp500 http://www.elitetrader.com/vb/showthread.php?s=&threadid=111099&highlight=invest*...