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Mostly mean reversion.

I'm not using any of these sites (I use eSignal for charts). I don't trade based on seasonals, but from what I understand seasonal traders are most effective when they have a strong grasp of the fundamentals of the markets under study. Looking at the ags, for example, you need to analyze the...

Good stuff. This chart illustrates how the current year can behave quite differently from the seasonal averages.

Successful floor traders like Charlie D were legends in their own time. But pit trading is almost extinct and most of the techniques used on the floor don't transfer to screen-based trading. Not really any value here besides a nostalgic reminder of how things used to be.

Is anyone using arb-maker (link shown in original post above)? If yes, I'm curious to know if you found any good spreads in currencies? Their basic subscription says it's for FX.

I've always been an admirer of Thorp. But it's hard to believe that his hundreds of stock positions were selected as a result of sitting, thinking, reading, and discussions. That quantity of stocks is more likely the result of some quantitative screens. Can't prove it, just my hunch.

Your list represents three basic styles of spread trading. The first website provides ratio charts which lends itself to relative strength (trend) spread trading. The second website uses seasonal history as the premise for the trade. And the third site is pair trading based on mean reversion...

http://etfdb.com/screener/#asset-class=Equity

http://www.marketqview.com/forwardcurves.php

I'm not sure you have a proper spread. Sounds more like a couple positions one might see in a long/short portfolio of diversified markets.

To be fair to authors (and others who sell trading education), I think you need to make a distinction between books that educate with informational material versus books that claim to provide you with an edge using their distinctive techniques. I've read many good books that did a solid job of...

Here's the forward curve for the next couple years. So if you want to be long, then the question is: How to play it? What can you buy now that will get you there?

Follow-up: I sent an email directly to the Eurex exchange to inquire about this and they replied promptly that these contracts (DAX, EUSX) are in the same margin group (DMIX) as shown in the spreadsheet for Margin Group Parameters on the Eurex website page. The Margin Offset is shown as 100%...

Curious to know why Eurex doesn't offer a margin offset for a BundBobl spread?

For Eurodollar spreads, I've noticed the prices are a bit erratic and can move to extreme levels during the beginning and end of the weekly Globex session on Friday afternoon and Sunday night (US hours). These can be good opportunities for an entry/exit limit order at a favorable price level.

I didn't say they are a clearing-FCM. I said they are self-clearing. My point was that any risk ascribed to their relatively small size could be mitigated by clearing through a larger institution.

They are small and they are self-clearing. Would your concern be somewhat alleviated if they cleared through a larger clearing-FCM?

There is always a key lesson when an extreme event like this happens. While leverage is one of those things you have to manage carefully, I don't think that was the key lesson here as this big move would have spanked you regardless of the degree of leverage you had on. So what do I think the...

Gotcha, sorry.

TY (the pit traded 10 year note) is listed on the eSignal website as one of their continuous contracts: http://kb.esignalcentral.com/al/12/4/highlight.aspx?cp=12&kbid=4&type=0&tag=True&afile=1412.html&hilt=0&docid=19276&f=1#