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Are you in effect saying that one of the critical success factors is the Staying Power? Leaving stops aside for a while (and their true meaning: leverage), would you advocate scaling in at all (either down OR UP)? Always trading constant investment-sized position you would be comfortable with in...

Well, if you held for 20 minutes, that tick would have been lost to contango... yesterday front month CL went down by 500 dollars relative to next month (during the 18 hours from 6 AM until midnight EST). That is -30% per year, meaning that at this rate USO will go down to 0.0001 in just over 3...

Breaking the long-term trendline...? The pressure on front month CL is palpable, but those trading related markets (calendars, crack, Brent) will not let it diverge too long. Doubt if CL even runs for the stops below 6M TL. It is mostly Fed-related IMHO. Same story as with ES until yesterday. It...

Or else they keep their new tradeable inflation target in check and USO goes to zero in just over 4 years (it could happen with CL unchanged and with that 2% monthly contango...)

UK welcomes double dip? That should put the buoyant Brent to rest a bit: http://www.bbc.co.uk/news/business-12272717 In fact it did so yesterday (it was mostly Brent that was selling off, CL was stable), but that sort of frontrunning is just your event study 101. Some animals are more equal than...

If they are indeed trying to cap it under $90, it may indicate that some news is cooking... "Relatively" low oil prices would be a good excuse for another round of inflationary money printing (QEIII... really?) The justification may run like this: "with major commodity prices such as the US...

If U.S. hedge funds were indeed piling into Brent crude (how about timezone/liquidity differences? do all these funds have offices in London?), then perhaps they would bring contango with them? There is none on ICE, and indeed even slight backwardation... Whereas it would cost you 12-18%...

I know much more that I ever wanted, but I had to, because the LCD business has been built on more false promises and misinformation than the entire financial industry. That contrast shift and discoloration (darkening) at high viewing angles are both typical of TN panels, so perhaps your screens...

I forgot to mention that the main advantage of IPS panels is their ergonomics. They do reduce eyestrain, but only if you know how to use them properly. Take a hint from Bloomberg or indeed Linux... do you see what those professional tools have in common? Remember that black is also a color...

You are entirely forgiven to think so, because the area is far more confusing than anyone could have thought. Actually, those 'new' TN panels with LED backlight (Edge or white LED, not RGB LED), have worse color gamut (being 6 bit only, with 2-bit dithering) than good (i.e. 8-, 10-, or 12-bit)...

According to whom are those two restrictions "benefits"? Would that be Timber Hill, IB's treasury dept. or server admins? Do I understand it correctly* that from now on, the "unlinked" (fully independent) accounts will not be available for the same individual? Haven't we just become...

Response times are of equal use to traders as sub-millisecond quotes delayed by 20 minutes. Response times measure minimum temporal spacing of data *arrivals*, not how fast the visual display reacts to incoming information, which should include also the route from the graphics card through the...

LOL, I wonder how on earth can those long-term value investors walk upright in the age of genetic algos and colocation? I guess back in their age you walked on all fours and snatched dino's eggs... Planned Obsolescence and Blinding with Science is how vendors sell to newbies (incl. OPM...

Yes, do sell "Divergence is the New Convergence" story now that C. no longer works. What if the science behing spread trading was only valid as long as C. worked...?

I'd say 2002 more like :) But seriously, real Profs, are notoriously sloppy and absent-minded, so all is forgiven, bye 'til stacks lust! 04-10-02 11:34 PM Sorry for the late reply; I just joined today. I trade 150-200K Eurex capital market futures contracts/month. The options markets...

To the extent that futures act as the "hedge of last resort" you are absolutely right. It is hard to believe how much stock market liquidity is conditional these days, hanging on those few lonely futures contracts... ES acts like the Sun for the entire planetary system of large-cap ETFs (arbing...

If your goal is improved prediction of the correlation matrix between assets (here: systems), then why not keep it even more robust than non-parametrics... I doubt if we should try to beat the naive weighting scheme... in-sample gains can be propagated by momentum but eventually the...

Google thanks for pointing us to the site!:) So GS guys are trying to hijack the social investing brand? I'd rather stick to Kiva for that... both for karma AND performance (so far). But I did study Coverstor's offering in detail, and I think I will give it a go, because it is the only...

No evidence of sub-pennying (sub-minTicking more like) in the futures markets so far. But. In the data feed supplied by my broker (IB) most implied futures spread prices (e.g. calendar spread quotes) are narrower than the true market ones... e.g. penny increments when the minTick is 0.05 in...

That virtual 'private' server would be probably less secure than colocating your own box, because you would be effectively copying your sofware onto someone else's physical hard drive, even if its contents have been encrypted by yourself. And I suspect that while your operating system would be...