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Trade a more liquid and volatile market. Get rid of your arbitrary one-month time frame. The bid-ask spread is less "valuable" in a volatile market. Volatile markets will give you the excitement you seem to crave. Liquid markets should have tighter spreads thereby reducing the slippage you're...

Wafer Starts? That could become a huge monthly report number just like housing starts.

The Haves and the Have Nots. High-end retailers should have double-digit sales gains. Electronics-oriented retailers should have upper-single-digit sales gains. "Value Oriented" big-box retailers will struggle to compete if they have to reduce prices too quickly.

Stop being so paranoid and update your greek-sheets.

Alright! A repeat of 2002! I hope you're correct!

It's survivorship bias. Along with some 25% gainers, there's usually going to be some 25% losers too.

Fading??? You're expecting some type of reversal from a gap opening. You'd short-sell a sharply higher open or buy a sharply lower open expecting some corrective movement.

(1) If you're so bullish on the grains, you should focus on trading them instead of being distracted with ag-based companies. (2) Generally, a bull market in grains produces declining profit margins for grain-reliant companies because they tend to keep their finished-goods prices steady and...

(1) Mathematically, your calculation appears correct. (2) Strategically, what you aren't taking into consideration is the fact that CBOT-May-Wheat is a "swing month" between the old crop and new crop wheat while March is an old crop month. March-07 Wheat reflects the "carryout" or whatever...

(1) Soybean oil is exhibiting a carrying charge structure in its contract months. The DEC-06 open interest is being rolled-forward into other contract months. Longs AND shorts are getting out. (2) Corn is exhibiting a normal carrying charge structure in the new-crop 2007 contract months...

With CBOT-Corn near ~$3.50/bushel and with initial margin of $850/contract, that's ~5% margin or 20-times leverage........where it usually is.

Buy-out mania tends to reach fever pitch at long-term market peaks. It takes time for excessive confidence and complacency to set in which allows so many larger deals to get done. The first time one of these deals gets side-tracked, the private equity and hedge funds will all want to lighten up...

It's a good read. Condo construction tends to max-out at the very end of a real estate boom because condo buyers can't afford townhomes, houses nor co-ops.

Give consideration to fading extreme price gaps AFTER the news is released and/or selling option straddles/strangles BEFORE the news release in order to benefit from declining implied volatility levels after the news is out.

He might have been looking at a corporate or municipal curve. Treasuries have much more derivatives-related buying that might be "artificially" inflating values and distorting the shape of its curve.

(1) You might get "better" answers at wilmott.com. (2) I tended to believe that shorter-dated options are dominated by theta, delta and gamma while longer-dated options are dominated by vega. Short-dated options behave more like their underlying instead of being more option-like. (3) The...

It might be better to say that "the majority underperforms" on an overall basis. The majority tends to do the wrong thing at the worst time; i.e. hold losers too long and get rid of profits too soon.

Right now? It's called Goldman Sachs.

It's a good thing. You've outgrown the misguided notion of seeking "excitement" within the gambling realm. At a deeper level, you realize the "market" is a better bet if you know what you're doing.

(1) If your trading is consistently profitable, it's not a problem. (2) If you're becoming socially isolated from your classmates, it could be a problem. (3) If you won't graduate within five full years, it will become a problem. (4) Consider taking a light load of summer classes to catch up...