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How? It is not options. As I understand, the price of the index futures depends on today spot index value only. Say, yesterday was ex-dividend day. Today the price of index ETF drops somewhat and the value of index futures drops the same. So no change in the overall value except for the...

Hello. Currently, I am thinking about doing the following: 1. Buy Utilities Select Sector SPDR Fund (XLU). 2. Sell short an equivalent number of E-mini Utilities Select Sector (XAU=F) index futures to hedge against the price drop. It looks like a risk-free way to collect dividends 3% per year...

I have just noticed that the stocks news and analyst reports have disappeared from my IB android mobile application. My account has been transferred recently to IB Hungary from the IB UK. No changes in mobile application configuration including market data subscription. I'd like the stocks news...

Are you sure they won't confiscate it again as they did already? I'd like to read some good ideas about how to hedge against hyperinflation and other severe catastrophies.

Please do not flood and discuss inverse ETFs here. My question is about long-short presumably market neutral ETFs.

What is their attitude toward automatic data parsing? Do they try to prevent it?

Any users of their services here?

Why all the long-shot market neutral ETFs perform so poorly? Having a long-short portfolio that neutralizes market risk seems to be a good idea. So why all the long shot market neutral ETFs perform so poorly? Generating enough trading ideas is a full time job. I would rather invest in some...

I am trying to scan stocks (VTI ETF holdings) based on the companies' liquidity, margin, and debt. Currently I'm using the accounting reports data by Interactive Brokers and Alpha Vantage, and I'm not happy. Can you suggest any other providers? Preferably free or not too expensive.

XLY is a proxy for cyclical stocks. XLP is a proxy for defensive stocks. If I change XLP to XLU, the results are very much the same. Manufacturing new orders is a leading indicator. Theory says that it can predict the state of the economy in the future. If it behaves good, cyclical stocks...

I tried to investigate the relationship between the manufacturing durable goods new orders indicator and the spread of cyclical and defensive stocks (consumer discretionary XLY and consumer staples XLP). Following is the Python code and textual comments. Durable goods orders monthly data is one...

Would you please explain to me the purpose? As I understand it, non-stationarity in practice means problems with moving averages. The moving averages parameters that were historically optimal will later become very inappropriate and lead to significant losses. You cannot solve this problem with...

Here is my review of this book. You need to have quite an advanced background in statistics before reading it. First, you should know all the stuff related to the normal distribution, i.e., mean, standard deviation, Z-score, etc. Also, you need to understand why the normal distribution is not...

I want to learn how to generate trading ideas in stocks, currencies, and commodities using macroeconomic indicators. I recently watched Anton Kreil's videos and was very pleased overall. He recommends this approach before using financial statements analysis and technical analysis...

Interesting read, but zero practical use I agree 100% I liked it very much, but it is quite outdated now. Where can I get more information on using relative performance versus index to choose stocks for my portfolio? Especially when it comes to short selling.

Is it really good? He talks a lot about Fibbonacci and Elliot, and it undermines my confidence

It is not an assignment. It is for practice. I program R, but only at the amateur level.

How to program the trading system so that it finds stocks which have a divergence between the price trend and On-Balance-Volume trend? Stocks price data is stored in a standard OHLC format with dates. I hope you post here your code in R, or in Python, C#, Java, Matlab whatever.

Momentum investing traditionally implies long-only strategies. I'm trying to adapt its ideas for shorting stocks when the market trend is bearish. For choosing stocks, is it better to use their absolute returns (volatility adjusted) or performance relative to some index? Even more important...