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I appreciate your input. I was thinking last night how great scale-trading short calls on gold could be. I agree that agricultural products, with commercials in the business of actually delivering each harvest as retail food, has a built-in sanity check. I didn't have to Google to hard to...

If you know the guys behind it, you might want to point out broken links and such http://snalaska.net/cot/current/charts/EY.png.

Commercial capitulation is at most rare. I agree that thinking of commercial positions as being deep underwater is a speculator's mindset. Your point that a long-term hedge based upon economic conditions is still valid so long as the economic conditions persist is cogent. You are right that...

When I first got involved with the market at a professional level, it was considered that Commodities were the place for idiots. Financials have relative value calculations (even if done on an HP calculator,) and equities have balance sheets to examine. Commodities have industries and...

I am starting this thread to split a discussion. I follow Steve Briese at www.InsiderCapital.com. He does a smart job of aggregating and interpreting the COT data. It is with his newsletters in hand and my own opinions, that I respond. US Equities: It is an amazing state of things that...

By definition, two cointegrated markets have a stationary linear spread. In a scatter plot, the linear relationship is usually evident. By itself, this doesn't mean much (everything is tied to inflation, for example.) Consider the following pair which isn't cointegrated, and isn't correlated...

Health insurance is a definite issue. Let's see how Obamacare really works. No need for a 401k. Almost the same as a Traditional IRA. Roth IRA usually better anyhow. Only negative is no employer contribution. Yeah, like there was one anyways. Self-employment/carrying forward losses. I...

I am about as worried about someone profiting from creating global/general latency as I was worried about the cookie timing security hole that made the news a few years back. (The amount of time it takes to store a cookie depends upon whether the cookie already exists. Thus a hacked site can...

Got around to looking at the scatter plot for COST/TGT. It doesn't look too cointegrated: Here are some pairs that I like better. SCCO vs BHP: BTI vs MO: DHI vs PHM:

Most of the volume in algorithmic trading, I believe, is a matter of patterns and relative valuation. Pattern: for whatever reason, a certain setup will elicit a predictable enough response that front-running is possible. Relative valuation: a run-up of the QQQQ without a run-up of MSFT won't...

I hope some people chime in on this thread. I think it could be interesting. My 2 cents. Macro economics, trading instrument marketing/perception, and randomness are explanatory factors. Fear/Greed enter into macro economics by supply and demand. I don't need to explain to this audience...

Disappointing December retail sales. COST overpriced in pair; TGT underpriced in pair. 1/3 1/6 Diff COST 73.45 70.47 -2.98 TGT 60.97 54.77 -6.20...

Hopefully someone else can be more helpful than me, but here goes. Summary, multiple programs crashing after initially functioning on new Windows 7 laptop. Initial assumption, same, multiple software works on Vista with different hardware. Probably a driver or hardware issue. I like...

Since I am a guy, I will probably never understand publishing on Facebook, but half the population is women. They spend money, and are influenced by a wide range of factors of which I am mostly clueless. Serious data mining may be more of a fear than a current reality, but as a landlord, I...

Do you think that there is anyone in the third world who doesn't think that we are overpaid? Globalization is going its best to prove that our wealth is due entirely to circumstance. There are enormous inefficiencies in the Real Economy. One must get their feet wet (and lock-up risk...

In South Florida, a 3000 sqft house cost $150 for a one-time clean. $75 for follow-ups. They are very thorough initially, but probably don't stay that way. Agency keeps the initial payment. The woman down the street has a fleet of skinned cars. She doesn't look to be doing too shabby. A...

Disagree that dry-cleaning is generally a good business at this point. Around Dallas, they are closing down as the middle class is getting more frugal. The thing with house cleaning, restaurants, pool cleaning, ... is that the one needs to build a big crew to make good money. The job is...

I don't mind talking with you privately about it, but let me answer your questions here. There is value to using very short correlation (30 day) and very long correlation (10 year.) The principle reason for using short correlations is to minimize the affect of "ghost features". Ghost...

To do some real analysis, like Value at Risk, you need to analyze the whole matrix using Eigenvalues/Singular Values. For example, if the long-term treasury spread were to widen by 1%, these five positions would lose 5% each. You are asking for a simple heuristic. My first pass, when...

I have friends invested in Quepasa (QPSA.OB) for which the previous posts all apply. Speaking Spanish neither Portuguese, I see alot of forums with Amor and Sexo in the title, and the pages that I found seem to be mostly guys talking about the girl in the picture. The only information that...