Search results

  1. F

    Cheapest Option Executions

    usual size is 200 lots
  2. F

    Cheapest Option Executions

    I pay 2 usd per lot at bear stearns (execution + prime broerage + exchange fees)
  3. F

    Books on cycles

    Hello folks I am intrigued by 2 books written by Michael Alexander The Kondratiev Cycle: A Generational Interpretation and Stock Cycles: Why Stocks Won't Beat Money Markets over the Next Twenty Years I would be grateful if those who read it could give me a feedback. I read the...
  4. F

    Jeff Walker daily letter

    sayonara Anata wa doho desuka ?
  5. F

    Jeff Walker daily letter

    Are some subscribers of his letter and do you find it useful ?
  6. F

    Best Backtesting software

    What is the best backtesting system ? For intraday data For European Stocks also with History scenario : for instance, what happens around FOMC rates annoucements when rates are decreased ?
  7. F

    Best Option Software Platfrom

    I use FINANCIAL Cad
  8. F

    Strategy Trading

    I did it with excel and bloomberg , building my own programmes in VB.
  9. F

    Options commissions

    I manage 4 usd million deal from 1,000 shares to 10,000 and 100 options
  10. F

    Options commissions

    Hello, Does so knows where I could find a web comparing Equity & Index options commissions ? I am currently paying 2 usd full commission (clearing + execution) and think it is a bit expensive. Regards
  11. F

    street smart

    Street Smart from Connors Did so read this book ? Is it worth buying it ?
  12. F

    Unusual Options Market Activity with an Application to the Terrorist Attacks of Septe

    http://www.cba.uiuc.edu/poteshma/WorkingPapers/TerrorismAndTheFinancialMarketsJanuary2003.pdf very interesting I used to ameliorate my put call signals
  13. F

    Unusual Options Market Activity with an Application to the Terrorist Attacks of Septe

    a great study Abstract: After the terrorist attacks of September 11, 2001 there was a great deal of speculation that the terrorists or their associates had traded in the options market on advanced knowledge of the impending events. It is nearly impossible, however, to assess the options...
  14. F

    working papers

    Thanks for your responses I started a PHD and gave up to Trading by creating a hedge fund after many years of prop trading. I consider working papers as very valuable WHY ? Unlike many traders, investors , these students respect a methodology and look for honest results (not all the...
  15. F

    Where the action was

    To identify trend , I use ADX and RSI and sort my universe of stocks with these 2 indicators I guess I would arrive to your list of futures but I do not do it for future
  16. F

    split impact : bullish ?

    I have recently made a lot of money with FRX (forest Lab) with the purchase of puts and calls. This stock has faced 2 gaps in a 30 days period, which is great when you are long option. On the 8th, there will be a split of 1-2. Intuitively, I consider it bullish for the stock and bullish...
  17. F

    working papers

    Hello Guys, Do you know some URL for university working papers on finance: my favourite subjects are derivatives, behavioral finance and stocks events analysis Best Regards
  18. F

    commissions

    I am at Bear Stearns I pay 2 usd (give up + clearing) per option : 100 options cost 200 usd For stocks , I pay 20 usd per 1000 shares Is this reasonnable Thanks for your feedback I am a bit frustrated by the fact that commission is not a percentage. For instance, it costs me...
  19. F

    Books

    Happy new year for all of you I would be grateful if you could cite me the best books on trading for advanced traders I just finished trading in the zone and how to make money in stocks from Oneil, which are very valuable Thanks:)
  20. F

    December is my best month this year

    +5% just short gamma and vega This market is dead
Back
Top