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  1. M

    Brent/WTI & Libya

    but those are exported mainly to Europe... why did impact WTI more than Brent?
  2. M

    Gatman recommended this - how do I buy Gold in Yen?

    Is opening an Oanda account the best way to long gold in yen? What are the pros and cons of trading XAUJPY? In the long GC futures and short JY futures trade, do I really have to rebalance every day?
  3. M

    Gatman recommended this - how do I buy Gold in Yen?

    How to implement this trade using Gold futures and JPY futures on CME? I am thinking of long GC futues and short JY futures... Gatman mentioned long of 7 units of gold and short 4 units of yen and 2 of the eur... What does he mean by "unit"? For my case, do I just replicate the...
  4. M

    Backwardation and the fall of the bankers

    what's the "opposite tendency" exactly?
  5. M

    Pointers to active physical trading forums?

    Hi all, Could you please point me to some good forums focusing on physical trading of energies, metals, etc? Thank you!
  6. M

    Anybody specializes in oil storage/transportation?

    Looks like all the storage rental space there are out...
  7. M

    Anybody specializes in oil storage/transportation?

    Anybody could point me to some oil storage rental company there? Thanks
  8. M

    Anybody specializes in oil storage/transportation?

    Just contango is not sufficient, we need super contango, am I right? What exactly are the challenges in delivery? Lets do a deeper analysis? Thank you!
  9. M

    Any pointers to smart order splitting algo?

    Any pointers to smart order splitting algo? Lets say you are executing one share (I am making it simple to discuss), you goal is to get the best possible price but you have to complete executing this one share within a time window... how do you do it? Of course, you should be...
  10. M

    Position sizing at fund level, how do you invest $50million?

    okay let me be more specific. I do have a bunch of trading strategies... but those are at the strategy levels... the potential investors are businessmen and they may have idea about invest in this and invest in that... but they also don't have idea about how to divide capital into risky and...
  11. M

    Curve based trading strategies...

    Curve based trading strategies... Suppose you are looking at the yield curve, what type of trading strategies we can do? I am trying to think of a laundry list of common trading strategies that people usually trade the curve ...
  12. M

    Futures curve based alpha strategy

    Are you sure that's based on physical commodities? Not just a basket of futures, etc.? I cannot imagine you can incorporate physicals in your backtest and going back many years... We can talk about equity vol strategies later... I am interested in those too... but right now lets focus on...
  13. M

    Futures curve based alpha strategy

    How does a "massive increase in OI in the back months" lead to a very nice looking cumulative pnl curve for the past many years? Is there anything that's fundamental and structural?
  14. M

    Futures curve based alpha strategy

    Yeah I guess so ... it's a systematic strategy and 10yr cumulative pnl curve looks nice... maybe too good to be true?
  15. M

    Futures curve based alpha strategy

    ML's cumulative pnl curve looks very nice - could you please elaborate on how intermarket spreads can lead to that type of curve for past 10 yrs?
  16. M

    Futures curve based alpha strategy

    What's the fundamental theme behind "bear-spreading" the front-months of NYMEX crude oil? i.e. why should it work? Being a systematical trading strategy, they probably won't do buying physicals therein...
  17. M

    Anybody specializes in oil storage/transportation?

    Could anybody please shed some lights about how to capitalize on the current WTI cushing situation? I may be able to get some investors with potentially huge money...
  18. M

    Futures curve based alpha strategy In an Merrill Lynch commodity report

    What products from other banks? Could you please give some pointers? I can take a look and keep you guys updated...
  19. M

    Position sizing at fund level, how do you invest $50million?

    Anybody has experience in running a fund here? Suppose you launch a fund with $50 million, how much do you use to trade futures/FX etc... and how much do you maintain as cash? Any pointers? I am trying to come up with a business proposal... Thanks a lot!
  20. M

    Futures curve based alpha strategy In an Merrill Lynch commodity report

    No I think by curve trade they mean calendar type of spreads on the same futures...
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