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Perhaps you could query the database of CTAs. It is freely available for anonymous searches, on the website of the National Futures Association. The joy of discovery will be yours. An "all the words" google search for NFA member databse finds gold within the first dozen hits.

Thanks, I hadn't heard of Deval Patrick before. Seems like a good guy, glad to learn he won the election and is Governor of Massachusetts. I bet this speech helped.

I think you need to study Galileo. "Eppur si muove".

The average daily volume of the BUXL front-month contract over the past 2-3 years, is about 4000 contracts per day. Not immense, but not zero either. Right in the same ballpark as White Sugar #5 (LIFFE), eMini JGB (SGX), and Dollar Index (NYBOT-FINEX).

The standard way to do this is to use computerized mechanical trading systems. You arrive home in the evening after work, turn on the computer, and download today's price information from your data vendor. While the data is downloading you eat dinner. After dinner you run the system...

Anyone got any opinions about the advisability of position-trading the BUXL? Average hold time would be 3-9 months. How's the liquidity, how are the fills? I'm thinking of adding BUXL to my portfolio of markets, which already includes the Bund, BOBL, & Schatz. Tx

There was a guy called Frank W. Richards a few years back, who sold a manual called "The Insider's Profit Matrix". It recommended a form a pyramiding with call options. Actually it's more of a parlay than a pyramid but the two are quite similar. Here's his methodDivide your capital into 50...

http://www.elitetrader.com/vb/showthread.php?s=&postid=1765556&highlight=similar#post1765556

Instead of testing your hypotheses in a statistics package, why not test them directly, in your automatic trading system backtest software? For example, if you hypothesize that "trades entered at times of "high" volatility are higher profit", why not modify your ATS to take a doublesize...

That book by John Wolberg is copyrighted 2000, right at the tail end of the huge Greenspan-Clinton bull market in stocks. I reproduce one of its figures here: Compare those eye-popping results, against what Wolberg himself reported a few years later (.pdf attached), when he traded the ideas...

He's right. See page 4 of the attached brochure (which I downloaded off the SGX website at http://info.sgx.com/SGXWeb_DC.nsf/NEWDOCNAME/Trading_Calendar_2007_N_Beyond?OpenDocument&sidenav=Intermediaries ) for the calendar. "TW" is the MSCI Taiwan futures index, it has a big red X next to it...

To make column4 into a running sum of the "stock" values, IF(column2 of my row holds the word "stock") THEN(my column4 = (the column4 in the row above me) + (the column3 in my row)) OTHERWISE(my column4 = (the column4 in the row above me))

Lucky for you they are a public company, ticker symbol SWIM. If you have the balls, you can leverage your insight about the company and its products by trading the stock (or its options). This offers you the possible satisfaction of being right AND making money.

What happened to Super Turtle? It used to be the Number 1 Multi Market System and that was a Very Important Fact back in July. http://www.elitetrader.com/vb/showthread.php?s=&threadid=98412&highlight=Futures+AND+Truth Six months later, Super Turtle is not listed in the Top Ten on Futures...

Anguilla, British West Indes. There was no internet service on Anguilla at the time, so I had to dial America Online on the neighboring island of St.Maarten to get access. Trading Muni Bond futures, may they rest in peace.

Some programmers charge $30 per hour, others $100, and still others charge $500 per hour. In this example shown below, the programmer is also a well known "name". A trading author, lecturer, and website owner.

How about using a two step process: (1) Have the computer scan all 7000 stocks and pick out the top 200 that measure highest on your scale of "trendiness" using Wilder's ADX or Chande's RAVI or Linear Regression slope or Rsquared or some other algorithm that purports to measure trendiness; (2)...

You could restrict your definition of "trendiness" to mean "linearity". Then you could fit a linear regression best-fit line to prices. One result of the linear regression fit is "R squared", the coefficient of determination. The higher the R-squared, the better the fit. The more linear...

There is a way to profit from decreases in volatility (i.e. to "short" volatility) whose risk is strictly limited. You can buy put options on the volatility index, the VIX. If volatility falls, the VIX falls, and the value of your puts rises. If you're worried about the impact of the...

(Opinion 1) Riskmetrics could have prevented huge losses at Citibank, Northern Rock, Countrywide, Merrill Lynch et al, if only they had used Riskmetrics products and used them correctly. (Opinion 2) Everybody was using Riskmetrics or equivalent products and got burned by the subprime crisis...