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It's a good video, Murray. Thanks.

I've used those two some in the past, but not for portfolio backtesting. I also use Tradestation and need something in the interim while they are integrating the Portfolio Maestro that they acquired from Rina Systems. I'd probably like to avoid another learning experience and further...

# strategies: 1 # symbols: 5 to 10 # timeframes: 2 Which would be a better product for backtesting portfolios, and why. Thx, Brooks

Looking for any products that will do a market replay/simulation in MT and record all trades. This is different from a demo account because you can pick the time period. I looking for something similar to: http://www.forextester.com/ but that runs under MT. Appreciate any help...

Maybe to become "immortal" ...

What stock lists (not individual recommendations) of Top/Best, Ranking/Ratings published in print or online (IBD, WSJ, Barrons, AAII, etc.) do you think are most popular and have the potential to move those stocks? (example: IBD’s Top 20 weekly list) Thx

Don't trade weeklies and don't trade the OEX. The OEX is far too dangerous for a newbie. Maybe RUT is ok. SPY or QQQQ would be better. 40 cents bid/ask is insane when you are collecting 30 cents premium. No offense, but you need some basic option education...

Hopefully the 60 cents is just one side. You can't make money selling for 30 cents on a side. Not sure what underlying you're working with but you don't want to be trading spreads where the bid/ask spread is more than 10 cents. You need liquidity for this type of trading. If you open...

I've done 60, 45 and 30 and prefer 30. This whole strategy is predicated on time decay which accelerates around 30 days. Why not take full advantage of it? However, the greatest acceleration is during the last week and many traders prefer to exit at the end of the previous week or early...

I know these 2 guys personally. They are the real deal. They choose the IC short legs based primarily on delta (of course also credit received, days to expiration, etc.), but delta for risk.

I've done credit spread and IC trading on these indexes, stocks & ETFs. Much depends on WHEN the rise in IV occurs. It can be very detrimental when it goes up AFTER the trade has been started. IV may stay the same or actually decrease if the market goes up, even strongly, but when it...

You may know this, but when working with Thinkorswim you can retrieve the Probability of Touching from TOS via DDE. An example in Excel would be: =TOS|PROB_OF_TOUCHING!'.V110219C50' Brooks P.S. Great thread!

Thanks, Bill. I'll check it out.

Is there an Excel worksheet or an open source statistical package that will solve for the efficient frontier? Thx.

Has it been your experience that it's better to enter on a convergence vs. a divergence or do you do both? ALL & MET have a R of .63. Do you look for a certain R?

Here is a chart of this: http://www.sectorspdr.com/eqsnaps/?do=charting&symbol=all&tList=MET&startPeriod=Last+52+Weeks When did you enter (i.e. how long did you hold) this?

There are lots of posts about pairs on the TS forum. Scuba Steve is a frequent poster. He and geoMean have an ELD system posted there as a starting point.

That's Pristine. I didn't write about them.

I'm going to post my personal notes from visiting those 2 chat rooms. These are just my opinions and observations. Of these two I thought Dustin Tibbitts was the best for me. Brooks TradingWings 9-2-10 Dustin Tibbitts (First Flight) What did I like? - nice guy, good voice - clear...

Thanks. This must be for serious statisticians. I did some reading on wikipedia and had to keep clicking on more unfamiliar terms. I may just stick with "r". :)