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Looks like China is down 1% from previous close, although the color is green. Must be Chineese color-coding or something: http://cn.finance.yahoo.com/q/bc?s=000001.SS&t=1d

It looks like from this chart that the Chineese market trades from 8:30pm EST to 2am EST. Is that right? http://finance.yahoo.com/q/bc?s=000001.SS&t=1d&l=on&z=m&q=l&c=

What time does Chineese market open?

Yes, same happens to me. Seems like the "automatic updater" is broken. I upgraded manually by downloading.

Version 5.01 is now available. Added more options to strategy optimizer:

Most likely scenario for the day: a weak to moderate attempt to close the opening gap in the morning, then rally beyond the new 6-year high, and retreat a little by the close.

Where do your targets come from?

No, not missing anything. It's just that the odds are stacked in favor of the latter against the former, especially today with the 10yr bond yield dropping significanltly.

TNX is hitting this year lows, so I am heavily long S&P futures from here.

The rally begins in 5 minutes.

JSystemTrader version 5.00 is now available: http://www.myjavaserver.com/~nonlinear/JSystemTrader/JSystemTrader.html This release marks a significant addition to JSystemTrader: the strategy optimizer. It iterarates through the ranges of all strategy parameters and runs a backtest for each...

Are you sure the simulator accounts for the bid/ask spread correctly? I looks to me from your spreadsheet that you are able to buy on bid and sell on ask within seconds. That looks suspicious to me, 'cause normally the opposite happens.

This is a well-known bug in the IB's API. You can ignore the duplicate callback. If the order was executed during a temporary disconnect between TWS and the IB server, neither orderStatus() nor execDetails() would be called. You have to request executions explicitly when you detect that the...

What do you mean, "tank even more"? S&P cash is within 3 points of its 6 year high.

I agree that it would be far too naive to blindly follow the slogans (such as "Don't fight the Fed"). However, the correlation is there, although it's not directly between the monetary policy and the equity prices, but between the long term interest rates and the equities' expected return. More...

Large cap is a little better, but still negative return in the last 7 years (on the S&P 500).

"Buy and Hold" chart: A lot of pain and suffering for about 0% gain in 8 years. The cash in the mattress would perform with a much higher Sharpe's ratio.

I don't have the faintest idea about what you are talking about. You might as well say that I remind you of the maple tree near your house.

Still bullish until the differential between the S&P earnings yield and the 10 yr bond yield reduces to 0. That should happen at S&P 500 at around 1900, or the 10 yr bond at around 6.7%, whichever occurs first. Could be a combination of the two, of course. Either way, the S&P is vastly...

That's because the yield on the 10yr gained 0.5% since the end of November 2006: