Search results

  1. L

    Pairs Trading

    just clicked on the link you posted...but it is not working...it is just me or something wrong with the site?
  2. L

    ER2 has topped?

    Seems the ER2 "reaction down" is in play (so far about -2.5% vs. SP500)...anyone updated the chart Lorenzo posted (page 2)? I am trying to figure how much more underperformance to go for the Russell2K vs. large caps?
  3. L

    market crash of 1987

    agpilot, Thanks for sharing...yes it must have been a big mess. I'm sure spreads/relationships/correlations must have gone out the window.
  4. L

    Objective Elliott Wave............

    ???:confused: NDX to hold bottom but others to go down? or all keep going down but not as a 3rd wave? Any targets?
  5. L

    market crash of 1987

    Great job! I wasn't trading then..but am curious to find how the different indices performed compared to each other (intraday and daily). Particularly, small caps vs. large caps -- anyone remember or have any charts? ...how did the Russell 2000 perform vs. S&P500? If I had to guess, small...
  6. L

    Objective Elliott Wave............

    Tony, Are you saying that a 3rd wave decline is in order for the equity markets?
  7. L

    TWS futures combo - different underlying

    I think it depends on the pair - you can create a spread combo ticker using Generic Combo and trade that ticker to trade the spread. I don't think all futures pairs are available for it though. You may try creating the spread ticker for the pair you are looking at.
  8. L

    ER2 has topped?

    ER2 making lower highs and lower lows last few days...do did it make the turn? but it is still outperforming other indices (SPX, NDX, Nasdaq)-- what to make of that? Also, how has er2 performed in a serious selloffs in the past vs the S&P?
  9. L

    SPX & NDX momentum breaks down

    Thanks for your post and charts. How do you interpret the strength of RUT throughout this weakness in SPX, NDX, and Nasdaq? Usually RUT leads the way -- but this time showing a lot of strength. Seems to me that there is a short squeeze in small caps going on (or is this a continuation of some...
  10. L

    Futures Settlement Prices -way out of wack again!!

    You and Pabst are both right. It just ties up capital more than it should (minor but still a financial loss) and also matters as to the acct return% for today and for the month as being incorrect compared to what it really was. This affects my volatility of returns also negatively. That is...
  11. L

    Futures Settlement Prices -way out of wack again!!

    Actually, futures theoretically converge to spot when the future goes off the board....until then they can differ and they most certainly do. The issue is not that. The issue is that the settles are not where the market was trading at the end of the day or the close .
  12. L

    Futures Settlement Prices -way out of wack again!!

    c'mon you can't be serious... lease a seat to join the settlement committee! (or are you one of those who takes it in silently as it is delivered?)
  13. L

    Futures Settlement Prices -way out of wack again!!

    this won't work because on the close, the market doesn't trade where they settle it -- for example today ER2 last trade was 730.50 but the settle is 736.70 ES last trade was 1279 but the settle is 1283.60 I won't have much of an issue if the price they settle on was a tradable (MOC or...
  14. L

    Futures Settlement Prices -way out of wack again!!

    yeah right, settlement committees "work hard" to make sure the settlements are favorable to THEIR positions (and not that the settlements are a fair representation of the market at the close.) I have seen most of these "wachy" settles in ER2 happen at month-end. In my past, I have succeeded in...
  15. L

    Futures Settlement Prices -way out of wack again!!

    I see they settled March ER2 @ 736.70 !! and ES @ 1283.60 ..way higher settle for the ER2 than where they were trading between 4:00-4:15pm Looks to me like a screwy system of settling month-end Who is making money on these out of wack settles?? I'm po'd that my shorts settled...
  16. L

    Starting a Hedge Fund

    Congratulations again! do you use a PrimeBroker? I am wondering if it is necessary to have a PB for a small fund starting w/ about 4-5MM. I am thinking of finding a PB once the fund has grown to about 10MM. What are the broker choices out there for a small fund also trading in the futures...
  17. L

    Starting a Hedge Fund

    Thanks for posting. I agree 100%. It is so amazing how quickly this thread manages to derail into a prop propaganda! I posted here to discuss the best legal structure for the hedge fund and the support stucture to go with it from those who are going along that path. I look forward to hear...
  18. L

    Black Monday

    Do you have a chart or link for your analysis? thanks.
  19. L

    Black Monday

    yes I have been watching the SP500 vs $RUT and agree that $RUT is getting squeezed big while SP500 is trying to not breakdown...
  20. L

    Black Monday

    Are we still bearish? Trading 4 Living, 1500s-1600s ? what market were you referring to ? NDX? and how are things looking now after mid-week? Russell 2K putting in a new high (even today??) seems at odds with the bearish scenario. or is it the last index to peak? Like to hear what your...
Back
Top