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Never had that problem.

Jonny, fantastic. Well done. Is it possible to post in Excel please? I was trying to do an equity curve to get an idea of the drawdown, but the numbers dont copy well from the pdf. I cant see the equity curve you posted for some reason (red cross). When you say "I didnt have my current trade...

I love this thread Jonny. Am learning, thanks.

Thanks. Stocks and options. From my research, ThinkorSwim and MB are the best alternatives for serious traders. MB is a bit cheaper.

Thanks. Is MB reliable re: fills?

Hi. I need to diversify my funds away from one broker. I just dont want all my trading funds in one account, even though I am a loyal and very happy IB customer. Ive searched the threads and reviews, and cant find a good alternative: Seems like Schwab is not good anymore. Scottrade seems...

Dont work for a hedge fund do you? Great analysis Cutten.

Cutten I know you are not my stock analyst, but how do you find out info about Jap REITs? I read the FT and WSJ daily, and never see anything on this. Is it all in Japanese?

Oh thanks. I didnt do the math properly. They lend you 99% - got it.

All I read IB has only 1% margin requirement for Treasuries with less than 1 year to maturity. Does that mean you are only paying interest on 1% of face value (so 1% x face value x margin interest rate, ie. a tiny number) but receiving the interest on the bond? If so, why wouldnt everyone do...

IB is absolutely outstanding. I would not be able to trade like I do without them. Can you name another broker as efficient, cheap, and with the ability to trade SO many securities globally, from one account, and access from anywhere? No I dont work for them.

Have you read Barton Bigg's latest book about this? Great.

Great paper - thanks.

Yeah, but - Commodities, stocks and fx were shit over the last few days. Also, do a long run correlation analysis on international vs US stocks. They are very correlated.

Thats a good point. An approach could be to reduce frequency, a lot, and just wait until you can see money in the corner of the room waiting to be picked up. However, I thought BSC was like that - was comparing it to Northern Rock in the UK, where there was a bounce back.

Hi Ive done rather well over the last four years. Even in the fall in the middle of last year (07). Was short and made money on 80% of trades. Now Im getting screwed. 1. Short QQQQ. Mkt bounces up 4%. Cover position. Next day mkt down. Readjust to be in line with downtrend. Mkt bounces...

All I've shorted RMB (Chinese yuan) futures on the CME, but it doesnt work. Why? Because the contango is so huge - i.e the June contracts are higher than March, which are higher than spot. So yes spot goes up, but as the futures amortise towards spot at expiry, you lose the roll yield...

I worked in finance in NY for four years. You sound like you are going to get crushed, spat out and jumped on. Manhattan seems like a big fun Disneyland for adults. But, young man, it is filled with some of the smartest, most commercial, and ruthless people you will ever meet. You sound...

Thanks for the intelligent replies. The strategy I tested showed a 15% difference between the ETFs (or index) and the futures over the last 6 months - when they should be close to the same as each other. I think maybe it could be because the ETFs open at 9am CET Europe and close at 5pm or...

All I want to use the DJ Eurostoxx futures on Eurex to trade the underlying index, but my analysis shows I will always lose out - because of the amortisation of the contango. The futs begin higher than spot, them move towards spot at expiration. If I am always in futures, day to day I will...