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@nodoji: An excellent sample size if the underlying distribution is normal or can be approximated as normal. However i read recently Bill Eckhardt saying you need around 1800 as a sample size due to the underlying distribution of market prices being a fat tail type of distribution. He's...

With NKD i keep doing this: http://www.youtube.com/watch?v=jllJ-HeErjU :D

What's your typical sample size, NoDoji?

Hilarious, made me chuckle. I suppose v advanced degrees in maths and stats might be useful for OTC derivatives or HFT, but for trading vanilla equities, bonds, futures and options? Nah.

If there is no volatility, or volatility decreases too much, don't trade that market. Find another market that meets your requirements and trade that.

You forgot slow trading. :D Actually, there's not much point trading if you are gonna live for hundreds of years. Just stick it all in index fund, compounding will do the rest.

There are rumours that Gazprom have proposed they shore up the entire banking system in exchange for full rights to develop gas and oil fields in Cyprus. http://www.cnbc.com/id/100564095

The major low this year was 1442 in January ( Feb basis), went to over 2300 in Feb (March basis), and now back to near the major low. If that's taken out, which i expect, could see the spread far lower, maybe even close to zero(!!!) some time this year. Well worth investigating bearing in...

Brent/wti spread goes to new lows, 1475 :D Was at 1600 yesterday

http://www.bbc.co.uk/news/uk-21820237 Good to see my taxes being put to good use :mad:

Buy when it is going up, sell when it is going down. :D Btw Japanese equities look cheap, go long Nikkei futures.

Don't understand that, you do both the legs at the same time, so no need to "leg in". Market orders during a quiet time.

https://www.theice.com/productguide/ProductSpec.shtml;jsessionid=AB54273226B2BB78FBA60508AF9C631C?specId=1242

You can easily create the position yourself by selling 1 contract of brent and simultaneously buying 1 nymex. You can create the chart on IB by using their create synthetic security chart (it's the third tab on the chart function). edit: i go with various spreadbetters in the UK who have this...

I exited the wti/brent spread yesterday, but am thinking of shorting again. Couple of hundred points to support if looking at a chart. May even smash past that. Well worth looking at .

I was, but unfortunately not in any size.

Spread is around 1600 :eek: That's a collapse from 2100 on Thursday or Friday last week. It's due to Brent going down and NYMEX going up. Rollover to May now.

short 9120

the spread went down primarily due to brent plunging... CL could follow ... ultimately i can see $85ish for cl

out 48.25