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correlation ranges from -1 to +1. perfectly negative correlation (-1) means the two move in complete opposite direction ( X gains 1%; y loses 1%). perfectly positive correlation means they move in complete synch with each other...if X gains 1%, y gains 1%.

Neo dude is correct. The formula he refers to is the same as the function 'Correl' in Excel. the function just saves the bother of typing it out in the worksheet. it's a good methodology and I've written pairs trading models (for equities) using this.

I've found the most effective method is to take historical one day (/ one hour / five minute...what ever duration you like) % price change of the insturments you're comparing and enter the historic prices in excel. Then run the 'CORREL' function.

I don't think it's available to the public yet. I haven't heard if it is. Try calling your rep and let me know what they say...I'd like to arb / efp some cash to futures myself.

I have not but plan on it. My group has an intern and all he does is look for indicators. He scans avery indicator he can think of after a major move to look for 'what's working now' or what would have caught that move. He pulled this chart AFTER the move had been made but I'm impressed. I'm...

I've not seen this indicator before...anyone familiar with Cumulative Volume Delta? TT has it in their charting package. I've been watching in for a few weeks since my group upgraded to 7x. It's seems pretty damn good. From what I gather, CVD captures buying pressure versus selling pressure...

my group uses TT 7x with charts. works great. i do alot of spread trading and yes you can create spreads...ratio spreads like NOB and whatever you like. as for speed, i think it's the same connectivity as XT. it's fast. who do you clear?

there's certainly a demand for programming in the trading world and some schools like IIT in Chicago offer degrees specifically for engineering in the trading environment. alot of the programming is getting canned though and easier and easier for the user. API's are becoming very user friendly...

The broker will file and expect your client to be liable. I stongly suggest speaking with an accountant and your broker on this.

----Makes me think about it from another perspective. If the dollar tanks another 10%, oil can still go up another 10% and the EU will still be paying the same net cost for oil. You are inverted. As the dollar depreciates, it makes oil more expensive. It takes more $$$ to purchase the same...

This isn't completely our to the question but remains improbable. Iran suggested prices oil in Euros last year when $ was tanking and they've suggested it before as well. If I'm not mistaken, Europe (even the French) said 'no'.

The euro will not become the currency of trade for oil. European countries themselves loathe the thought as it would push the dollar lower and hurt european economies. If it did occur, it would not 'crush' the dollar by any means but it would have a negative affect. The global economy would...

there's good liquidity at the CME for options on euros, yen and sterling (6e, 6j, 6b).

I spent 5 years writing call premium on the S&P 500 futures. There's alot of $$ to be made doing it. Unfortunately, I choose the wrong five years as it was from "95 - "00 when the market went straight up. I'm still leery of writing naked calls in equity indexes...pefer call diagonals and...

Talk to your broker about X_TRADER 7.0 I'm pretty sure the Trading Technologies charting software is free (mine is, but I trade alot) if you use their latest version of X_TRADER http://www.tradingtechnologies.com/xstudy.aspx

I haven't used TS in about 10 years, before they even offered execution and I've never used eSignal. What do they run? I get charts now with TT X_TRADER 7.0 through my clearing house. They didn't charge more for the charts at all. Why would you use TradeStation or eSignal?

The truth about E85 is very well known and ethanol in general is an extremely well covered topic among institutional investors. The lower MPG is the only 'retail' shock that E85 carries. True, it's slightly more corrosive on the setup of most current autos, but this is easily overcome with...

Worst is over for Ford...I own shares and added to it yesterday. Their drop in credit rating was expected, it's still better than GM's, and if you look at the South American market, F is moving alot of cars as they have cars all over the streets in Brazil and other SA countries...why? because...

Does anyone know of an online source for greeks? i'm looking for greeks (particularly Delta) for options on futures. thanks!

sounds like a simple GUI you're looking for and that's easy enough with simple VB in excel. i've written them in the past, but haven't written anything to the TT API as I like their MD Trader for order entry...particularly for spreads as that's most of what I trade. what exactly are you...