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"But there is only one side to the stock market; and it is not the bull side or the bear side, but the right side."

Energy is 8.79% of the S&P. Exxon alone is 3.52%. http://www.amex.com/etf/EtPiPrintMain.jsp?Product_Symbol=SPY&MonthVal=12

My systems (they are end-of-week) are backtested to the 1950s. You need to have hundreds of trades and many market cycles included in your data to have any confidence.

Single. Keep the family informed, but they generally don't understand what a quantitative developer of automated trading systems does.

What is that?

I see a market up 25 points (about 2%) in the last 3 months. Wake me up when something happens.

I should add that I am not really trading the 10-year bond future. I really trade the 10-yr interest rate (TNX) and execute those trades with the future. Therefore, the duration of the CTD affects my exposure to the change in the TNX. I hope that makes sense. It makes sense to me, I just...

The difference between cash and future makes a difference in my trading. In fact, it should make a difference for anybody who long term trades the future.

Here's what I found: "Currently, bond futures trade in price terms. The short chooses which of several deliverable bonds to deliver, and receives for it a price of the EDSP (the Exchange Delivery Settlement Price, the final price of the future) times the conversion factor for that bond, plus...

Only today I noticed all the long upper shadows on the SPX chart (the only stock market chart I look at) over the past month: http://stockcharts.com/gallery/?%24spx Generally, that's a bearish sign. I've never seen anything like it before (has anybody else?).

"The big money was not in the individual fluctuations but in the main movements—that is, not in reading the tape but in sizing up the entire market and its trend." Reminiscences of a Stock Operator

As for me (I trade EOW, so it's based on weekly results): 62% of weeks account for 176% of profits (the other 38% are down weeks) 50% of weeks account for 171% of profits 38% of weeks account for 158% of profits 29% of weeks account for 139% of profits 22% of weeks account for 120% of...

I am bearish long term on the market, but don't know when it will happen. These things can be very drawn out. You think the decline is about to happen? Why now and not a few months from now? How far down will it go? Why?

I don't understand all this Fed talk. According to the futures market, the Fed will still raise rates in May and will raise again in June or August. So the Fed funds rate will be 5.25% while the current 90-day rate is 4.71 and the 10-yr rate is 4.97. I think both will go up (though I do...

Not sure if I'd qualify as a position trader or swing trader. In reality, I think I'm a long-term (months) big swing trader.

I have noticed that while the 10-year cash bonds and bond futures move together, for some reason the bond future is a lot less volatile. On Thursday, cash bonds were down 18/32 while bond futures were down 10.5/32. On Wednesday (from memory), cash was down 13/32 while futures were down 10/32...

This is so stupid! But to amuse the amateurs, I predict the spread between futures and cash will narrow as we approach the June expiration. Then, amazingly, the spread will be wider with the new September futures. Just you wait and see.....

I've heard the advantage to putting Tbills into your account is that the Tbills are in your name in case the brokerage firm goes under.

You have a monkey? What does he think about buying the TUT spread here?

Reminds me a lot of 2000. Fed raising rates, curve flattens/inverts, and the stock market hits new highs. Do I need to tell tell you what happened next?