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Thanks for the tip Siuya, I do indeed do a lot of opening / closing files, copying and pasting. I'm not familiar with matrix's or resizing. Do you have any links or something that might point me in the right direction? Thanks again!

thanks gmst, any specifics on why this is the case?

I'm not sure whether this is an OS issue, hardware or a combination of both but.... I am running a macro to calculate and analyse stock data, involving a large number of large files and a complete run can take anywhere between 12-36 hours ( I understand there may be better solutions but I just...

The front end seems to have steepened over the last 2 days, I'm assuming this is a reaction to the start of the pipeline yesterday? People are expecting larger than usual draw downs in Cushing which is pushing up the front end of the curve?

makes perfect sense, thanks for the idea.

I guess another thing to consider is as less bit coins remain to be mined they become harder to mine. as anyone heard of anyone estimating how long it will take before bitcoins are completely mined? Also is there anything stopping the original creators coming back and creating new...

Thanks for the idea, I will see how this compares to what I have so far.

If the recent 3 days close for CL was 105 , 106 , 107 then the changes would be 0.95% and 0.94% over the last 2 days however, if the 1st-2nd month spread closes for the last 3 days were -0.1 , 0 , 0.1 then the % changes for the last 2 days would calculate as 100% and #DIV/0! ( cant divide by...

xandman, I'm not exactly looking to trade the correlation of correlations as such,but I do like to keep an eye on correlations between different products and am looking to add spreads to the products I track. I am aware of cointegration, and have looked into it previously but that opens a...

Sorry if I hadn't explained myself clearly enough. I am talking about the correlation between at least 1 spread and a second product, which may or may not be a spread. A couple of examples: - 2nd/3rd month spread on CL futures against the front month contract, - 2nd/3rd month spread...

Does anyone know if there is a 'correct' or 'standard' way to calculate correlations for spreads? (referring to calendar and inter-product futures spreads). I understand that correlation of returns rather than the actual prices is the standard method for calculating correlations for...

I am looking for a website that provides historical earnings data and EPS. I found an old thread that reccommended earnings.com but that seems to have been taken over by reuters.com and doesn't provide historical data, I also found the yahoo calendar and can go back years on this, but it only...

Bone, when you train the grain spreads do you find more success in keep IMF to the same harvest ie new/new or old/old. Or do you find the new/old provides better opportunities (albeit more volatile) ?

Bone, you have an example of the kind of spread you might be more interested in trading? Are we maybe talking more spreads of spreads?

Trilogic, do you have a link for this analysis?

Thanks for the responses, sounds like looking at physical prices ( specifically Cushing even), would add no value to a speculative futures traders trading then... Something new learnt everyday!

I Have a couple of questions regarding the real spot price of oil and was hoping someone with some experience would help shed some light on the topic. I often hear about 'spot prices' but seems to be a lot less info on exactly what it is and how it is traded. How does this trade in relation...

A question for anyone who follows the COT data on Crude, From what I can see, Producers switched to net long at the beginning of this year for the first time (as long as the data I have goes back anyway). Is there a specific reason for this, and how they are positioned may affect the market?

rokka, why would you compare them using the highs? trying using the close to close returns for your correlations and see what you get

Im able to stay well away from grains announcements with these sites, but are there any sites or services where I can get the results in close to real time? I use forexfactory.com for all the financial announcements but having a hard time getting anything for grains