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Seasonal spread between crude oil and gasoline... http://epchan.blogspot.com/2009/02/finding-seasonal-spreads_18.html http://quanttrader.info/public/images/cl.rb.barchart.png "The conclusion: Be long the spread during May and June; be short during November and December." ...

I would guess relative strength in price increase (6-month or 12-month). There's more than one way to determine leading groups obviously... http://www2.barchart.com/sectors.asp?base=industry 01. -0.43 Retail - Wholesale Auto Parts 02. -3.38 Schools 03. -5.78 Retail - Home Furniture...

Great thread! :) Technical analysis library: http://www.ta4.net/download.htm R resources: http://www.rmetrics.org/ http://www.quantmod.com/examples/

Doing a quick google search, I see that Hemscott and Edgar Online provide some type of historical fundamental data. (I am looking for historical ratios, balance sheet numbers, etc.) Who else should I consider as a data provider? I see that MetaStock and TradeStation *might* already have this...

Not all indicators work at all times. Nor do all indicators work equally well for all stocks. I suggest focusing on one type of stock (small-cap, large-cap, Russell 2000, S&P 500, NASDAQ, Amex, biotech, retailers... take your pick) and see for yourself what indicators are working best for you...

Hi, Does anyone know the common modern way(s) to attempt multivariate analysis? I want to take a look at the findings of the paper below and use 8-12 variables combined instead of 1 by itself. I assume the relationships would be non-linear but beyond that I'm lost. Should I be using...

List of stocks with high dividend yield and low debt, attached.

http://selectdl.smartmoney.com/Investing/Stocks/6-Stocks-With-Improving-Dividends/ Caterpillar 4.55% Darden Restaurants 4.61% Garmin Ltd. 3.94% Intel 4.20% Pfizer Drugs 7.86% Black & Decker 4.26%

If the NVI is above its 1-year moving average, there is a 96% chance the trend is bullish. This applies to the Dow and could possibly be used on other market indexes. There is no high-probability way of determining a bearish trend. http://www.marketscreen.com/help/atoz/default.asp?hideHF=&Num=85

Crocs sandals :cool: Anything that relies on a fashion trend is doomed to be a bubble then pop. (True Religion jeans is a past example although one could possibly argue that the stock has fought its way back.)

For me, 3 losing trades would indicate that the market is either trending down or changing direction. If the indexes are obviously trending up, though, 3 losing trades would be a fluke and the next one should be fine. I disagree that 200 samples is too small. Just finished reading the...

FWIW you can check your results against the implied volatility posted online at ivolatility.com. For example, this is for CVS: http://www.ivolatility.com/options.j?ticker=CVS&R=0&top_lookup__is__sent=1

But wait. Maybe that does clear things up. Maybe he's saying "Crystal Ball." I think "Late Night Entertainment" must also be some advanced time series forecasting software. :)

It looks like the original poster's need was met by Yahoo Finance portfolios. However I thought I'd chime in with: http://www.eoddata.com/ Basic membership is free and they are looking into providing intraday data for about $20 a month.

Re: starting flat on the ticker smartoptionsreport.com says for a straddle "ideally, you want both the put and the call to be right at-the-money or one of the options to be only slightly in-the-money". For a strangle you buy the out-of-the-money strike prices. I take it legging in, above or...

The above is correct according to 888options.com (see definitions below). However, according to The Bible of Options Strategies a covered put is also known as a married put. Originally I was looking for limited risk, so going by the definitions at 888options.com this would be the married put...

Hi all, In the thread "My strategy to earn money with no risk" there is an equation which translates to: risk = current price (ask) - strike price + put price (ask) http://www.elitetrader.com/vb/showthread.php?postid=1138952 My question is, is the price of the put per share or...

Whenever a stock is missing entirely from Yahoo, I grab the data from Silicon Investor. Whenever a stock is missing a few dates, usually it's because the stock is thinly traded (low volume) and no shares traded that day, thus the open, low, high, and close are effectively the same as the...

"Colleges" will usually have a building on "campus" called a "library." You can go to this "library" for free access to information. At the "library" there is a good chance they will have historical quote information. Unfortunately it may be in a format known as "paper" or "book." However if...

http://www.investor.reuters.com/ArticleEntry.aspx?target=%2fopinion Step 1. Click on "PowerScreener Lite" in the left nav Step 2. If not a Reuters member, sign up (for free), otherwise log in Step 3. Click the big number to the right of "Select Company List"... it should be 8892 or...