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    black scholes model

    You mean Investment Banks or Interactive Brokers? If interactive, where is it that they calculate a price with it?
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    Pair Trading Strategy Journal

    False. Yahoo does not get the auction print (for NYSE, I dont know for anything else). Most of the time it is ok. It is sometimes off by 20-30 cents on a 30-50$ stock.
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    how to move from back office to trading desk

    Walk through the middle office.
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    What will happen to wallsteet and wallstreeters if within 10 years another crisis

    They had a crisis 10 years ago, is it still there?
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    Benefits of FX Hedging

    The forex, more than anything else, can stay irrational than you can stay solvent. But with the proper betting size and risk management, there are things to be done.
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    Benefits of FX Hedging

    I do something around that but it requires no hedging as the OP asked about. From what I have read somehwere, they use hedging because they get in both sides and when the account goes up or down a certain amount they close one leg and ride the other. A good way to pay more in spreads, lol. It...
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    Question about tradestation

    Trade station acts as a broker. If you dont trade a minimum per month you are charged a platform fee. It's all on their website. http://www.tradestation.com/brokerage/platform_fees.shtm
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    Pair Trading Strategy Journal

    Dont forget that over the last 3 months we have been under the same market conditions. Also, the advantage in pairs trading come from diversification. Spread the risk over many pairs and your overall risk decreasses (assuming trades are uncorrelated).
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    Pair Trading Strategy Journal

    You could even automate the orders.
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    Pair Trading Strategy Journal

    Walt, you can use the IB Excel API. I made a sample for you. 1- Install the API component from IB website. http://www.interactivebrokers.com/en/p.php?f=programInterface&ib_entity=llc 2- Enable API in TWS: DDE for Excel/Configure the Application to Support API Components...
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    Pair Trading Strategy Journal

    If I get this right, thoses are index. So you would want to backtest or analyse with tradable assets like SPY:IWM. Understand the fundamentals. One is large cap, the other small cap. So there can be a drift from time to time because of fondamental changes in the supply/demand for those sectors...
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    Pair Trading Strategy Journal

    No thoughts. I dont really care who's over and who's under. (lol). Minus the numerical approximations, I think it should be very close. One thing I do is that I have a filter where I dont trade ratios over 5 or lower than 0.2 so it cancels out the possibility of numerical imprecisions.
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    Pair Trading Strategy Journal

    I like it beause often there are some overnight reversal gaps. I think some do it because the PTF backtest feature is based on close prices so to follow the logic they trade on the close. But I also trade at different time of the day. If you could scan in the first 5 minutes (I dont) I think...
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    Pair Trading Strategy Journal

    Out IWS:IJR on small profit.
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    High Leverage

    As per the SEC rules for retail the maximum leverage is 4. Now you can join a prop firm or trade CFDs or "spread betting". CFDs and spreads bets are legal in London, look for CMC Markets as an example. For prop firms there are many that offer remote trading with leverage; Bright as an example...
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    White House Details Plan on Derivatives

    No, people forget the past and as soon as the market goes up the circus can come back. As for the CDOs, the number of issues went from hundreds of billion (2004) to about nothing (2008) but I dont know what is going on right now. I was a real gimick.
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    Pair Trading Strategy Journal

    Passing: APC:SWN EXC:CNP (div)
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    Pair Trading Strategy Journal

    Out IYR:IWN at a profit. Smaller profit than targeted, as usual.
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    Opening Orders - 2009

    I may be done trading OPGs. I will trade this month expiration day and may or may not come back on september.
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    looking for professional traders

    Business scalled up quite fast. TraderZones where are you?
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