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I have also looked at jonnysharp's journal, very interesting. I wonder what people think about pairs trading. Does it have less built-in risk than non pairs trading. I mean trying to be market neutral? Anyone? I think it must be an art, really, because you have to know how the spreads...

i am little disappointed by the playful tone of this thread the only really useful reply I have found here is by gqguy2003 (S&P futures premium, gap strategies) it is based on sound mean reversion ideas, not cat vs dog, crystall ball, reading tea leaves or other suggestions trading is a...

zen, you have some interesting ideas, but you need to read up on options, you really do. you are lucky mark wolfinger is generous enough to answer your childish questions here for free . . . really, get one of wolfinger's books, which are, incidentally, very clearly written and honest...