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Those other 70% of your clients are the source of 200% of your headaches and aggravation.

????........increase your position size and/or trade frequency.

The guy you're referring to turned down his acceptance to Harvard Business School. He wasn't an ordinary guy to begin with.

The yeses have it by a wide margin. In a lower-volatility environment, more strike prices is a good idea for customers. Floor traders and specialists would probably balk at it because they'd have to keep an eye on more strike prices.

After you've read that fluff, you'll have to read Cottle's books.

Consider using line-charts as a "smoothing" device.

You don't have to catch them early. Nobody does that. You can make plenty of money in the middle of the trend.

How nostalgic! The Dow was down atleast 700 points, the Nasdaq was down ~400 and the S&P was down ~100 handles. Shortly thereafter, everything was unchanged. I made some money on the rebound. On the way down, the market was bumping into many limits. It was real breathtaking stuff.

They could have saved even more money if they only gave a bottle of Jagermeister to the top-10 finishers instead of cash. The participants would have been willing to accept that.

Use the Fed Funds contract to gauge the likelihood of a policy change and then look at the position of the eurodollar, libor, sterling & euribor et al.

The euroyen? Trade something that's more volatile. There isn't much upside risk but it's still possible for the market to do nothing for years.

It probably has mostly to do with the coupon yield of each instrument. The futures are based on a 6% coupon. The most recently issued 10-year note is ~5%. Lower coupon secuities are more volatile in order to equalize their total return compared to that of the futures contract.

I got a card too. Did you attend their recent open house? Their number is 630-522-1268. I wish they were in Oak Brook instead.

It would tend to work well in a strongly trending environment. You'd still want to limit losses in case there's a big intra-month reversal. You could backtest different sectors and see how strong the trend persistence is. Instead of buying the strongest sectors by themselves, you could also...

You can look at the Barclay's ratings in the risk-arbitrage category and see who's doing what in the rankings.

Post this "ad" in an upper-tier university's newspaper under the guise of a hedge fund job. You'll receive a billion replies from decently-qualified people.

Translation-----------Do something based upon rumor and then reverse upon the confirmation of the expectation? Most of the time, your "strategy" should be wrong when you buy based upon bullishly-construed news and vice versa with bad news. Oil prices are at record highs and yet the overall...

(1) The Hunts might have borrowed money to make additional purchases. Interest rates were a lot higher back then. That borrowing expense would have eaten them alive. (2) I don't know the exact rule but the COMEX was within its right to declare a liquidation-only market in order to "protect the...

The 4-year cycle bottomed out in late-2002. Ideally, it'll do the same this year. Hopefully, there'll be a well-defined bottoming in September or October. That's when the market has had its biggest meltdowns. Start keeping an eye on the far-out-of-the-money index puts in August. We can compare...

Those charts are all wrong. They're not properly "adjusted" at the end of 1999 when the CBOT Bond futures switched from an 8% coupon to a 6% coupon.