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I have given some thought to peer review and collaborating with a group of traders. But the showstopper is always the same ... how do you protect your proprietary trading methods? I think it was Ben Franklin who said, "Three can keep a secret if two of them are dead". What was your intent...

If you pull out from daily to a longer term analysis of weekly/monthly, you will see correlation and cointegration relationships that aren't apparent on the daily timeframe. From the perspective of an economist who writes articles for a living, this is useful. But from the perspective of a...

It's as if you are starting with an assertion and then trying to justify it. Better to let the data tell you the real story. When you've looked at enough charts, they start to sing to you what's really going on.

As of the date of this post, the correlation between Soybeans and the Dollar Index was 10. http://www.mrci.com/special/correl.php If you performed PCA or some type of factor analysis on Soybean prices, the currency effect is likely in there on the demand side. On the supply side, larger...

I'm interested in the reliability rankings for laptops. But all the articles and reviews I've read about reliability always reference a study performed by SquareTrade way back in 2009. Does anyone have a link to something more current?

I just checked, the correlation between Soybean prices and USD is nonexistent.

Are Soybeans really impacted by USD? Are there any links/references that elaborate on this relationship?

And that's what makes a market, my friend.

I'm always amazed when I read about trading NG futures, one of those markets that seems almost impossible to model. The near term is driven by weather, which is not any easier to forecast than anything else, making the spot price a throw of the dice. The forward curve has pronounced seasonal...

Schultz is a liberal wing-nut. Remember his idea to have customers discuss racial issues with the baristas? And his very public announcement of $20M to the Clinton campaign after all the polls indicated she was a sure thing.

Better question for the Options forum. But you might consider the VIX as a proxy.

Because that's where the best risk/reward ratio is, on the sell side of a transactional business. This is something Levi Strauss learned in the 1800's. He became wealthy selling apparel to California gold miners who needed strong durable pants for their hard labor. Most of these miners went...

That might just be the reason. I just assumed there are herds of retail traders throwing orders at every active market. I might be wrong. Maybe most of the volume in futures markets is from HFT algos and institutions.

This still doesn't make sense to me. I would think if ICE were operating in it's own self-interest, they would give a break on the data fees to non-pro traders and benefit from the increased trading volume. Do they have some ulterior motive to raise barriers to retail traders?

I just checked the ICE website and their data fees are the same for 2017, still $110/month and no discount for non-pro users: https://www.theice.com/publicdocs/data/Market_Data_Subscriber_Fees.pdf $110/month may be cost prohibitive for smaller retail traders. Is there some reason this...

You're quite correct! I have to remember this chart shows the last trade price, not the last quote. This was a good lesson for me. Next time I see a distortion in a fwd curve, it may not be a mean reversion trade opportunity. Just as likely to be a stale print.

Makes sense, thanks.

Thanks, I would have expected more from eSignal.

What's going on with Crude Oil in 2018-19? It looks like it just went haywire.

I think you summed it up as shown above. Any keen insights on relationships are likely to be proprietary and not published. Best approach is probably your own research.