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I focus my attention on trading index's. Index's unlike commodities and FX really don't follow traditional TA. Index's are often mean reverting. I currently analyze an index based on its connects, i.e. the vix, bonds, USD, etc. I also look at a couple of the largest components to help me get a...

I seem to have come to a brick wall in my researching and backtesting. I recently did some qualitative research/reading on wyckoff and what he says seems to make sense but its not good unless I can quantify it. What can you do with OHLC prices? Can you quantitatively determine S/R lines in a...

A lot of futures traders in any Arcades are gamblers from my experience. Do you trade an arb strategy like this Chuck?

Recently just finished reading hedge fund wizards and an interesting character (Larry Benedict) struck a bell. The guy is a discretionary Mean Reversion trader but his bread and butter is the S&P. His model is basically to arb the S&P in accordance to bond prices, in real time. Almost like...

Surf, If your long CL... Then your clearly short equities right now... correct or incorrect?

Surf, What are PD readings?

How to do it? What exactly are the most important dates a trader should have his eyes on? I understand that tomorrow we have jobless claims which is ranked of high importance. I was wondering how everyone trades the economic calender and what are the most important dates to consider

lol thanks for the advice bero...

Whats up ya'll? I want to make a blackbox where I can retrieve data at the blink of an eye. What i'm looking to do is build a data base with prices and then develop a hypothesis and determine the number of intances it has occured (all of this at an extremely fast rate) An example would...

Haha CLs a bit wild Whats your reason for entry surf?

To be honest, I agree with your thesis. I started off investing as a value investor and got my ass handed to me back in 2008. With all the uncertainty in the market and world, for me it makes more sense to be sitting on more cash at any point in time in attempts to catch a black swan event...

Happy to see some optimism. 1,840,000 expansion of payrolls in 2012 is nothing really to pop the bubbly over when you do the math on the entire size of the population. Maybe i'm a little to myopic or bearish but I don't really see any reason why the market valulations should be where...

Congrats on making money in your account up until this point. I am no perma bear, I am a realist. For you to say that the fundamentals are sound tells me you are pretty off your rocker. Yes theres a massive shift in wealth occuring but don't think we are in boom times. The core problems...

The Magican, Can you elaborate a little bit more on that... Do you have any resources or books in regards to this?

When I first started to in this game I started from the fundamental point of view and then I became a trader. I thought technical analysis was the answer to everything, until i realized its a load of shit. I trade equities and indexes but I wanted to open up a thread in regards to technical...

Surf, Niederhoffer is the man. He is hands down the best trader in the world period... I've read all of his books and frequently visit his blogs. He's very creative in his use of sentiment indicators. Do you have any books or specific resources you could recommend for someone who is looking...

I agree but theres more than what meets the eye to what pomo is doing or what the bernake and the boys in green are doing. This market is fragile. Take a look at the price action 2 weeks ago. For the weeks leading up to it, good luck getting short, but that entire week volatility rose and...

Thats pretty much what I do right now lol. Right now my regime changing model for the stock market is based on arbitrage between vol (i.e. the vix). It's a great little system but its not enough for someone who is trying to generate returns more than once or twice a month. I'm trying...

My bet is to the short side surf but its kind of hard to fight this QE crap right now

This is exactly what i'm talking about. Ideally i want to research and backtest regimes that last a few days to a week. How do you come to the conclusion that the ES is a mini regime switch if it breaks over the 1555? I'm not questioning your logic, i believe it, how do you come to that...