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  1. W

    SPX Credit Spread Trader

    Whew, ok, I was really starting to question my basic math skills for a minute there...
  2. W

    SPX Credit Spread Trader

    Wouldn't it be $75k if it closed at 1245? This is a 1230/1245 spread.
  3. W

    Cash & Carry

    Not to beat a dead horse but again I am not interested in your trades real-time (e.g. I am not trying to mirror your results or ride your coattails). I dont know if others are PM'ing you asking to post your trades real-time but that is not my intent. I'm sorry if this becoming distracting to...
  4. W

    Cash & Carry

    Maybe I am misunderstanding your post but just to be clear, I am in no way doubting your results or the veracity of what you are posting. I don't care what format the data is in, e.g. screenshots versus a text file - I'm not trying to verify what you are saying, I'm trying to grasp it. The...
  5. W

    Cash & Carry

    I guess this is one of the conceptual problems I having with this system. I thought the way it was described it was a pretty mechanical system that relied primarily on the interest income from the positions to profit. I understand that it also requires trades in an attempt to keep the average...
  6. W

    Matrox just announced a great card...

    Many larger LCD's have a higher native resolution that that though Ex: Dell 2405FPW , 1920x1200 native resolution
  7. W

    S&P 500 looking very toppy

    My god, civility in an ET thread! What is the world coming to?
  8. W

    What's the best application of technical analysis?

    The hardest part of designing a useful NN is to come up with the inputs to it. Once you have figured that out you its doubtful that you even need the NN itself.
  9. W

    E-mini protection using puts

    1. I guess I'm working under the assumption that when this kind of bad news breaks there will not be anyone available to take the other side of your trade so you won't be able to get out. I do not believe a protective stop order will really help either, your stop will likely execute after the...
  10. W

    E-mini protection using puts

    Two points (1) If you are heavily leveraged in something like futures the fact that the market will bounce back in a month is not any comfort - if you get a margin call the next day after the big event then you need to come up with the money right away, you can't tell your broker to sit tight...
  11. W

    Cash & Carry

    Isn't that like saying that a roulette wheel can't come up black forever? (e.g. a Martingale system betting on red)
  12. W

    Cash & Carry

    Wouldn't anything that hedges the currency pair risk also reduce the interest production side of the system?
  13. W

    Cash & Carry

    I guess I would understand better once I see the actual trades you are making. I dont understand how averaging into positions generates positive returns unless the product is constantly mean reverting. What if trends in one direction for a couple of months - wont you end up with a horrific...
  14. W

    Cash & Carry

    I'm just trying to understand if your excellent returns (which I consider 50% ROI to be) are the result of (1) Lucky trends in the currency pairs you picked (2) Your trading skills that may not be reflected by others trying to follow in your footsteps (3) You have found the Holy grail...
  15. W

    Cash & Carry

    :confused:
  16. W

    Cash & Carry

    Thanks for your previous reply, that helps. What I'm still having trouble coming to grips with is where are the profits derived from in this system, interest or trading gains. Do you have simply breakdown that can say, of the $761 from 5/9 to 7/12, $XX came from interest and $YY came from...
  17. W

    Cash & Carry

    Ok more questions based on that capture Balance = $1634 Unrealized P/L = $-311 Realized P/L = $-767 Questions (1) Does this mean the liquidation value of this account at the time this was taken was $1323 (1634-311)? (2) Where does the realized P/L come from, to me that looks...
  18. W

    Cash & Carry

    Ok, now a question... what is the primary mission of this system, is it just the interest generated from holding the positions or is it based on capturing profits from the positions themselves? I had thought from something I read earlier in the other thread...
  19. W

    Cash & Carry

    Not so much a question as a comment - I find the screen captures difficult to read, even blown up. Can you capture just the application windows and not the whole desktop? Or even better, can you provide all of the trades in a spreadsheet format rather individual day screenshots?
  20. W

    Pure Arbitrage...Still in Existence?

    I think you are confusing two issues, I believe that MR.NBBO was referring to arb techniques, as in any arb technique you can think of has already been covered - that doesn't mean you can't make money "in this business" but for you to make money arb'ing means you have to compete against big...
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