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Lots of stock index futures contracts outside the US, trade all twelve "serial" months. Traders roll over every month. Maybe the CAC 40 (a stock index futures contract outside the US) is one of them. Have a look-see and form an opinion.

Magnus Greaves, publisher of Trader magazine (link), is an African American. See the Black Enterprise 2007 Hot List: (here)

magnus

Hypothetically, suppose the December delivery (see image) comes and goes with no difficulties. What will that mean?

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If "writing your system" means "programming it into a computer", why not run that program on historical data? You can see for yourself, the relationship between position size and drawdown -- in the past. The future may not be a perfect duplicate of the past, however.

The Savitzky-Golay technique, popularized in the very influential book Numerical Recipes, is awfully good at smoothing (in my opinion). It's an FIR filter so you don't need infinite amounts of past data to "prime" it (unlike an IIR filter). Here's the lowdown. Note Figure 14.8.1, the peaks...

Please feel free to write letters to the exchanges, requesting variable contract sizes. Send emails, make phone calls, transmit faxes too. Here in the US we have a communication method called a "Candy-Gram" which is a telegram that is affixed to a 2-lb box of chocolates; if they are available...

Here's an example of the sort of Monte Carlo equity curve resampling features provided by vendor-sold software. I've run it on an experimental mechanical system of mine (called "ZD_rev_01"), trading a global portfolio of 104 futures markets, from 01 Jan 1980 through last Friday, 31 Oct 2008...

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I guess if it is REALLY IMPORTANT to you, if this is a very high priority of yours, you will read and you'll study and you'll concentrate and you'll work hard, to teach yourself how to make those calculations. But only if it's really important to you. If not, just forget about it: it's not...

Attached is, literally, ALL the data. The nice people at CBOE make it available for download. I grabbed it all and put it in a .zip archive file for easy transportation. You can calculate correlation, beta, alpha (!!), and R-squared goodness of fit, to your heart's content...

"The market is never wrong" "Prices can remain irrational longer than you can stay solvent"

There are several possibilities that you can try. Which one(s) you select, and the increase in comfort you feel after using them, are completely up to you.Design, optimize, and test your strategy on the largest set of historical data you can possibly buy, from 1950 till today. Design and...

The hand-off "Charlie what do ya got?" annoyed him and he replied "What do I GOT? WHAT DO I GOT??" in mockery. It appears he took offense at the fatuous generality of the questions, and he snapped back with deliberately non-specific replies. Calling it "Zen Like" is his way of saying "you...

Got this email on Monday:

There's rather a strong "work hard and you'll succeed" ethos in the part of California where I live: Silicon Valley. Lots of ambition, lots of drive, lots of incredibly smart people. And there are a surprisingly large number of traders, too. People whose net worth hit eight- or nine-figures...

The lesson of Refco and Sentinel is: your brokerage firm might break the law, and this might freeze or damage or destroy your account. The lesson of Lehman Brothers is: your brokerage firm might engage in unbelievably stupid activities, and this might freeze or damage or destroy your account...

Tell that to Jimmy Carter, whose brother Billy's antics (remember Billy Beer?) were a constant source of embarrassment.