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Look at the COT in EUR/USD last June when it was around 1.19. When the market is one-way reversals can be quite strong. [/B] Do I look at specs or commercials for this case?

Hi Bone, Could you please elaborate the consequences(of the two points you've mentioned below)?

Do you have an example?

There was an academic paper - - Market does better on sunny days ... - Earn 16% per year buying when it's sunny in NY and selling when it's cloudy ... This is obviously data-mining; is there a way to put this sort of data-mining into a controlled framework so the downside is limited...

my friends want to set up a futures brokerage business, whats a good futures trading software for brokers?

Business model of the biological chain in the ETF industry? I am very much curious about the profit model of the various players along the biological chain in the ETF industry... for example, we are making the biggest amount of money in the chain? And which players are making less amount of...

How do I become a broker for futures? I am not totally sure if broker is the right word here - but I am talking about those people who trades futures on behalf of clients. What are the commission fee for these brokers?

What trading platform/software do professional futures brokers use? What trading platform/software do professional futures brokers(for example NewEdge) use? I know some banks use their own internal software. But are there any good commercial ones? Thank you!

Please give me some pointers! Thanks a lot!

Thanks a lot! Lets lets think from the sell-side trader's perspective: suppose you are the sell-side index trader, and you can see the index flow, and flow of individual components, you also see flow of the index options as well as the individual components' options... (is that how an index...

I am serious folks. I just couldn't understand these research reports... I need help... thx

How to do it? Anybody cares to elaborate on it? I am thinking of doing some backtest and post some results here... I have tried backtesting a few vol-selling option spread strategies, the pnl curves look ugly and the Sharpe Ratio is only 0.3 ... for the past 4 years...

i collected some really nice reports in energy area. but the terminology is beyond me whos really a newbie tading futures. for example it mentioned something called rigs, as well as omnium-gatherum, etc. i really love energy trading please give me a hand! thanks so much!

If that's the case, then July 2008 - Dec 2008 should also be a fantastic year for oil traders due to the high vol...

http://www.ft.com/cms/s/0/5b6feb7a-463d-11e0-aebf-00144feab49a.html#axzz1FdjeDBkv Why would physical traders love volatility? Anybody please shed some lights on the following: "Take the price premium of high quality, low sulphur light, sweet oil from West Africa over Brent, which has...

what do you think the impact will be to the market?

Hi all, Do you add an overlay of hedges on top of your systematic portfolio? I am a bit clueless about how to do hedging... Granted, if you achieve perfect hedges, you end up having no return... When Jim Rogers said that he's long commodities and he's hedging via shorting Nasdaq and...

You are having trouble with your health, your wife, your parents and your family? May god bless you - please don't be so mean!

Thanks a lot! Any options on futures historical data?

I vaguely know that you are hinting about the notional sizes and AUM that are needed in order to generate meaningfully comparable economic returns of different asset classes are different... But could you please elaborate more?