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I was looking for levels and I get this lol...I guess RCG touched a nerve :-/

SPY-FXE spread has continued to widen. This trend has been in place for a while, looks to continue to hold. What's everyone's levels for Gold and Silver? I might take a shot at Gold if we can hold near this 1650 level.

Even on my charts, after you plot the OR, PR, A levels...there gets be a decent amount of lines. I don't see anything extra on your charts :)

Wow, now your jacking his name! lol take it easy man :)

There is too much agreement on this thread! We need somebody to come in and stir some things up lol. Quon alot of the consumer staple names did not participate much in todays rally. Looks like the relative strength is starting to come into Financials, Energy, and some tech names. You still...

Man could've sworn I've read this same type of post numerous times by another member on this thread...hmmm Mav, Maverick or something like that ;)

Curious as to why you would say that? MFB seems to do pretty well for trading one instrument, and he's giving you his secret sauce lol.

Good to see alot of new participants in the thread! I caught a nasty bug a couple of days ago, so I am still in California getting some rest. John, you mentioned that SLV-GLD spread? That's looks like a monster intraday move. You said this spread could continue to widen if the spoos continue...

The last day of 2011 is here! Time flies...2011 was big change for me. From moving to Chicago and getting in to full time trading. Meeting my now-friend John and participating in this thread. I've learned so much and I know the regulars in this thread have too. Looking forward to 2012 and to...

Sorry you were dissapointed that the OP didn't give you his strategy on a silver platter. Also, I don't think you are in a position to be handing out cookies buddy ;) Lol

The OP mentioned he was using serial correlation and stationarity for his strategy. I assumed he was looking at some type of mean reversion pair trading or basket approach. If his strategy relies on stationarity and the like it sounds like a stat arb strategy. I think everyone is just...

Here's a better article describing pairs, cointegration and the like: http://www.yats.com/doc/cointegration-en.html

I don't know where the argument is? I simply said that mean reversion pair trading is a form of statistical arbitrage. I never said it was a form of risk arb, which also a form of arbitrage. If you reference any academic papers or literature on mean reversion trading of pairs, they will refer to...

So you are you saying that you don't consider mean reversion pair trading to be a form of stat arb? One can obviously put on a market neutral spread and not be relying on a statistical relationship for the trade. But, trading a pair for mean reversion almost always relies on some sort of...

In both activities(poker and trading) one is betting on an uncertain outcome. When one speculates there is a percieved edge, with gambling there is not! That's a distinction that I read between speculation and gambling. What you think John?

LOL!!!

King, how have you been? Hope the holidays are treating you well :)

If ACD is gambling, I wonder what his opinion of his Gann cycle indicators is now! Maybe he's switched over to the dark side and is trading with Astro and elliot waves.