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The legal procedures have been discussed repeatedly on other threads. The main points as per my memory: 1. California is going registration even if neither you nor your friend have anything to do with California. 2. The CFTC registration can be postponed if you solicit fewer than 12...

Interesting. Thank You.

1. Chinese assets. I am no expert, but I haven't seen the Chinese let us take ownership of anything which can't be nationalized, voided, confiscated, or held as collateral. Other countries have not been so quick to watch their exit strategies. (Can't find any supporting evidence quickly, so...

It is understood and well predicted that as the boomers retire the percentage of provider to consumer will shift. This, on the face of it, should be inflationary, but globalization could more than offset this since global populations are lopsided the other way. The thing that I am talking...

Took a look at Ernie Chan's blog, but it doesn't have much detail. Yes, there is a cointegration package in R which can be gotten to programmatically, but I would use GRETL first. Chan does reference the book, Alexander, Carol (2001). Market Models: A Guide to Financial Data Analysis. John...

I was hoping to hear a few answers from the trenches myself. I think that there are a variety of answers in use. Here is what I know: We wrote a custom OMS (order management system) / Trading Accounting systems for a CTA once. We did it his way. A small mostly-futures Hedge Fund that...

Check-out GRETL. Their manual is interesting and contains numerical examples.

Given the scale of underfunding in municipal pension plans and the systematic way that this has happened, it seems likely the intention is to walk-away from these obligations and hope that the federal government steps in for cents on the dollar...

Their glossary only says, "What Does Cointegration Mean? Cointegration is the statistical confidence that a pair will revert to the mean" Their demo says something about likelihood of reverting to the mean. I've haven't asked them, but I suspect it is something simple like the ratio of...

The answers depend on which state you are filing in. In Florida, the house you live in (if the mortgage is not in default) and your primary car are safe as far as I know.

CSI's Market Scanner (included with Unfair Advantage) allows you to scan all of the equity markets at once. One adds columns for moving averages of any time period you wish. From there you can sort and filter as you see fit.

+1 +1

Point well made. Spreads meander, having market trends removed, worse than individual markets. Further if they get too wide, better call it off. More than likely that the underlying basis of the trade has changed.

Since the Standard Deviation depends upon the time frame, I don't understand why one would assume there wouldn't be any 2Z moves on an intraday timeframe. If we assume that the Standard Deviation grows as the square root of the number of time steps, then there are 86400 seconds in a 24-hour...

I am a big fan of the 8-port Linksys RV082. Have also had good experience with the 16-port version RV016. Have them in colocation. Never needed to power restart them. Have only rebooted them when upgrading firmware. I assume that the 4-port RV042 is also good.

I don't buy the premise. My wife sells on eBay. Most items go USPS; because, they are the cheapest by far on the low end (light envelopes.) For medium sized items, we price check against FedEx and UPS. FedEx is usually much cheaper. For big items, USPS won't even take them. All three have...

Seems unlikely that a 75% profitable signal would be consistent if sampled at a rate of one stock per day. There has been a nice run-up in stocks lately. I would guess that a characteristic like having 'C' in the symbol has had an open to close profit most of the time for the last three...

I have many times seen people throw to symbols on the screen with different price scale that happen to cross over or touch. There needs to be a real economic relationship for there to be a reason to bet on convergence or divergence. For example, the US treasuries are all highly correlated...

To get your basic trading ideas tested, there are a number of platforms. NinjaTrader is popular and C# based. If you want to test multiple time-frames, then set the chart at the finer timeframe and then build your logic around aggregating bigger bars.

Many people have a regular job, and can't watch their positions. I would think that a little tool to add some trade management/money management could be very helpful. Say, if S&P drops 100 points, cancel all entries. If it drops 200 points, close out long positions. It would need to be...