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Thanks everyone for the answers! I did my own analysis as well and compared the various volumes for each contract per day and empirically came up with the same answers, namely the Feb, April, June, August, and Dec contract had the highest volumes. Interestingly, the CME web site also lists...

I know that GC rolls over every month, but the popular contract doesn't seem to be the front month. For example, I believe that the Feb 10 contract is currently the most popular contract and has been for Dec. Is there a specific rule to use to know which contract is the most popular?

Thanks everyone. I guess based on what was said, my methodology isn't horrible incorrect. The key is to not get blinded by just a single factor or a single set of datapoints and to understand how the system behaves as opposed to just tweaking values of a black box. I read this one article...

Thanks for those links!

I disagree that the markets are completely random. However, our different viewpoints are what makes the market a tradeable market!

Well, I'm not looking for a particular strategy that works, I'm trying to understand the basis for how these funds/people trade, and having examples of past strategies would be educational. For example, in the explanation that jbusse gave, the idea that a fund would need to trade slowly out of...

I've been reading up on trading systems and optimization, and the one thing I've been confused about was the apparent dangers of curve fitting. I understand the concept where you can over-optimize a system to the point where it works great for an entire range of data, but then it doesn't work...

Thanks for the insight, jbusse! Just to pick your brain, are there books or resources that teach about the various algorithms that funds or other companies use, or is this just stuff one picks up by working in the industry?

Check out the ES over the course of the year and you'll easily see the spikes at a regular 15 min basis. jbusse, do you know the names of those algorithms, or know what I can search for in order to get more info on them? What would the motivation be for wanting to trade a certain number of...

AyeYo, I don't understand the point of this thread. I'm neither a gold bug nor a hater. I've had GLD since $89 and then when it hit $113 I bought Jan 110 puts to protect my investment. I thought the move from $110 to $119 was BS, and I could have probably made more money buying more puts at...

I've been looking at trades on some securities, and I see regular trading spikes every 15 minutes or 30 minutes. What could this be, could this be program trading? Is this phenomenon well known?

I have a lot of GLD but I too think that we're nearing a top given the irrational exuberance. Does shifting over to TBT make sense? I feel that it still provides protection against inflation/hyperinflation as well as even modest recovery. The only thing that could affect it is flight to...

I was just wondering if there is any algorithmic way to detect whether or not program trading has occured on a set of stocks? If a program trade is active, are there any particular characteristic about how it trades that could be filtered or detected? Thanks in advance

Right, and oil was below $20 until 1998, meaning he lost out on the Dow going from 1200 in 1985 to 9000 in 1998 He's been wrong for the better part of 25 years. Even a broken clock is right twice a day. Fact is that if he invested in an index fund with compounding dividends, he would have...

Have you read the book Market Wizards? Jim Rogers has been long commodities and bearish against the US dollar since the 80s! Even a broken clock is right twice a day. He's been wrong for the better part of 25 years now.

Thanks for the info Jack! I actually did try to read up on all this but I wasn't able to make the distinction between where the various organizations drew the line. But your answer cleared it up for me, thanks!

My friend introduced me to his brokerage firm that he uses that deals in futures. (I don't want to mention the name). It seems pretty good, but it's not a member of FINRA. It is a member of NFA, however. Does this matter? What exactly is FINRA as opposed to NFA? Should I be concerned...

I can confirm that the top is in. I have been bearish since March and lost about $40k to date, and just capitulated by buying 50 contracts long on the Q's. If my prior experience is correct, then it means the market should collapse starting tomorrow.

I'm interested in trading the futures for the Bovespa index for the Brazilian market. Is this available to US residents?

btw that should be 9/24 not 9/25...