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I would suggest hanley group.

What is the market for such software? I could code that up pretty fast.

BlackMage hit it there...that is one of my go to spots along with Journal of Derivatives, Portfolio Management, and Trading......they are all listed here: http://www.iijournals.com/

urgh, check out autospreader.wordpress.com in a day or so; I will toss up a few correlation related posts this weekend for you that I have been holding off on. This (correlation trading) is a rocky road to tread considering you only are looking at a very small part of the overall picture. It...

Interesting....do they have a chicago branch?

I publish quite a bit on my blog (autospreader.wordpress.com) concerning futures strategies. It's free!

http://www.yats.com/doc/VolatilityPumping.pdf

Check out variance ratios on intraday data; it is indicitive of mean reversion. I have posted an excel for this on my blog(autospreader.wordpress.com).

Hmmm...any software vender that exposes their platform to windows through an api can potentially be used as a trading device in the windows environment. Sas, matlab, whatever....I really don't see the issue of argument here. If it is a systematic and potentially slow trade, more power to you...

Rithmic appears good but I have never used them; our servers are hosted at 7 Ticks and GuaveTech's market data centers. They do a very good job of maintaining our speed; you could just rent an office space at the cbot and get a jackson direct line.... TT is too slow to play but maybe pay the...

Its actually very simple. Search cmegroup.com for developer resources. It is very comprehensive.

Please stop it quickly before someone mentions cointegration!

getting paid.

I am actually very surprised that TED spreads are still falling off at this point it seems like dealers aboard are pricing us with a pretty high default risk if you compare our TED to say Germany's credit spread. Staying slightly long credit risk here and still making markets in the greens...

Why does this forum always turn into a pissing match? You guys act like floor traders used to when a noob walked into the pit and wanted to trade.....argh he's going to take our order flow, moan and complain constantly. Let's face, most of you started out somewhere trading and if someone wants...

Actually something that I am really liking now is applying some of the fundamental mechanics behind newer poker bots to automated trading design. University of Alberta has an excellent group working on this with many published papers.

let me know if you still need some programming help....myself or an associate can probably get this done for you rather fast.

Many eurodollar or euribor traders left on this board? Haven't heard from many here lately.

I think your PnL spreadsheet may be wrong......this would be great for a scalper that is flat everyday but with a position overnight the distinction needs to be made with open trade equity and realized PnL. Then if you are holding a position that is subject to +/- carry you must also account...

Are you looking at the sequential (exchange listed soybean spreads) when the market is open and not computing (implying out) the spreads from the outrights? These almost look like quotes from when the market is closed...... I have attached a settlement curve Excel sheet for you....type in...