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  1. Trader13

    The consequences of giving away the holy grail

    Despite you calling me a loser, I'm open to influence. If you are long option premium and you have 95% winners, then I'm stumped. This means (I suppose) you are making directional bets with ultra-high accuracy. But no mere mortal has that level of directional accuracy. So what are we to make...
  2. Trader13

    The consequences of giving away the holy grail

    Sounds like you're selling DOTM option premium. At the risk of stating the obvious, picking up nickels in front of a steamroller.
  3. Trader13

    Soybean Complex Ratios

    Most traders wouldn't consider contacting the exchange directly so I'm glad you did. I have called them a couple times over the years and have found them to be very responsive and glad to answer questions.
  4. Trader13

    Hypothesis: Technical Analysis only works in the immediate short-term

    If you really study this topic extensively, you will find one camp that claims market prices are "fractal" in all time frames, just as Apophenia indicates above. IOW, the same technical patterns occur in multiple timeframes, so all timeframes are equally valid for TA. There is another camp...
  5. Trader13

    Hypothesis: Technical Analysis only works in the immediate short-term

    Fundamental analysis (the kind you've been studying) is useful for determining the valuation of a company. That might be useful if you are buying or selling a company outright. A company's share price traded as stock on a public exchange is a different matter. It has three components 1) broad...
  6. Trader13

    hedge forex positions with no loss

    The funny thing about this question is that the FX position often is the hedge.
  7. Trader13

    GLD ?

    Trading in size will be expensive using the ETF. Trade the gold futures, has benefits of lower cost with better tax treatment.
  8. Trader13

    CME Ratio'ed Metals Spreads !!

    Bone, I nominate you for the next open position on the CME Board of Directors. More power to the spread traders!
  9. Trader13

    CME Ratio'ed Metals Spreads !!

    Aluminum and copper have a lot of spread trading potential. But they're not in the precious metals category.
  10. Trader13

    CME Ratio'ed Metals Spreads !!

    I applaud any exchange support that promotes spreads. But no interest in spreading these contracts. Take the Gold/Silver spread, for example. Economists and financial journalists write about it. But for traders, it's poorly correlated and poorly cointegrated. It's really a currency vs...
  11. Trader13

    Basic Stat Arb question

    Stat Arb (aka, convergence trading) is challenging because there are so few trading instruments that are cointegrated with consistency. You can apply a Relative Strength model (aka, divergence, trend, or swing trading) to any number of instruments, so there is no difficulty in finding markets...
  12. Trader13

    TC2000

    It's all good :)
  13. Trader13

    TC2000

    I was asking for clarification (I've been a TC2000 subscriber for years). What does "historical data simulation" mean, simulating historical data? More likely, the OP was asking about backtesting a trading system, maybe with walk-forward testing as a feature? Wasn't sure, so I asked. And no...
  14. Trader13

    Basic Stat Arb question

    Let me restate my last post more clearly and accurately (I'm unable to edit it): You want to construct your chart to match the model you are trading. If you are trading a relative strength model where you are expecting one stock to move more than the other, then a ratio chart is appropriate...
  15. Trader13

    New Member name- Robert Morse

    .-- . .-.. -.-. --- -- . -... .- -.-. -.- (that's "welcome back" in Morse code)
  16. Trader13

    Basic Stat Arb question

    You want to construct your chart to match the model you are trading. If you are trading relative strength where you are expecting one stock to move more than the other in the pair, then a ratio is appropriate. If you are trading stat arb where you are expecting the stock prices to converge to...
  17. Trader13

    TC2000

    Now that's a fair reply. Thanks for the education. Good trading!
  18. Trader13

    TC2000

    You know what they say, when you are in a hole, stop ...
  19. Trader13

    TC2000

    I think you just revealed more about yourself than you wanted to.
  20. Trader13

    TC2000

    Please elaborate on what "historical data simulation" means?
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