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Johnny, or other pair traders, Given that there is a correlation between stock price and volatility, would it not seem more reasonable to pair trade based on being volatility neutral, rather than dollar neutral? Or am I way off base here? And if so, how would one go about that? I was...

Trying my hand at equities again. A nice start... +1400 Holding AAPL overnight. Looks like the iPhone was nice to me.. :-)

Is this because lower priced stocks naturally tend to have higher volatility? Does the log ratio equalise the value of the instruments?

Sorry for my ambiguity. I have Pairtrader, and i'm following your trades within the application. My question is based around your identification of what tickers to add to the application. I'm very new to the idea of pair trading, and whilst I understand the concepts behind pair trading...

Jonny, Great Journal, very inspiring. Congratulations on getting green! Can you elaborate a bit on how you identify pairs? What is your filtering technique that helps you decide to add a ticker to the pairtrader db?

+ 300 1 ES contract, 2 winners, 13 losers - shaken about in the afternoon.

Not sure what the etiquette is for this journal, but i'll continue posting my results unless anyone objects..... +300, One ES contract, 5 trades

This page from the poster above no longer exists. Does anyone have any updated advice on how to either disable the TWS auto-logout, or perform an automatic log-in? I use IB Controller, but not sure how that could effect an automatic login... Thanks Cipher

SusanaDT, Just wanted to applaud you on your efforts to educate. I really like the simplicity of your charts, and wholeheartedly agree with your trading methods. I only hope you can ignore alot of the nonsense and continue. Thanks again!

What are you talking about? I normally stay on the sidelines when I see this type of garbage, but this is just too much. I'm not going to tell you why you are wrong, as your job as a troll is simply to manipulate my words to your own advantage. WTF made perfect sense to me, and I would...

Yea, I am speaking from an option's catastrophe standpoint. I was assigned on a leg of my calendar spread many moons ago, and it hurt so much, I still ask these types of questions, many, many years later. I will certainly check the contract description. Are you saying you cannot be called...

An extraordinarily noob question but: Can CL Future's behave like options in that the clearing house can nominate your contract for delivery if someone on the other side of the transaction exercises? Or is there no other way to take delivery other than be holding the future at expiry?

Excellent post Kid. It's funny how your mind attracts you to the things you need. I have been thinking along the same lines over the last few days, and seeing it in writing really hits it home for me. Knowing your % win is very important IMO, because everytime you lose, you know it's just...

Hi Ready, If you haven't found it already, here is the post with the document on how to get yourself into the chat room. Cheers, Cipher

An excellent day today. After a couple of tiny losses, I eked out +12.5 points on the ES. Hope everyone else did well. A nice downtrend toward the end, with some nice popups to grab some great entries....

With the idea that mornings are better than afternoons (I saw this posted by Anek a few hundred posts ago), what do people think about trading until you reach a daily profit target? I noticed that some people trade this way, and then either finish for the day, or move from real trading to a...

Forget my last post. IQFeed has updated the session...

I use IQFeed for my data, and I'm missing the data from about 2:30pm today until the evening trading after 6:00pm. I'd normally ask IQFeed, but their support is closed already. Was there an early end to trading today? (I missed the day - had to commit to my first ski of the season:D )...

OMG! What a plummet! Now is that because of Freddie Mac's additional losses, or because the Fed cut interest rates again and the financial analysts have decided the Fed is basing it's decisions on emotion and nothing else? I hope you all were on the right side of that and made some good...

Unfortunately that link seems broken.... I'll just have to let it earn Sim Interest... :D