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There are so many yield curve combinations - I am always rotating around to the ones I believe to be "better behaved". Honestly, right now I like the Eurex curve and the CBOT Fly combos better than the NOB, FYT, FOB type of thing. I was one of the original beta testers for TT's...

Both, depends upon the volatility characteristics for each spread. A crack spread is treated differently than a Dec11-Dec12 Eurodollar spread.

Technical model based on statistical correlation analysis - in terms of how I translate that into the market the model is represented by chart-based studies. Because I have so many freakin' spreads to look at in every market sector known to mankind, I use a market scanner in an effort to...

Ziad's little treatise was actually a bit disappointing to me at least - regardless of his personal success he pistol-whips the 'newbie' into submission as sheep headed to slaughter and then offers precious little insight into his own success. He can't define it, other than the notion that he...

If you can make trading decisions on one instrument based upon the behavior of other highly correlated instruments it is a very powerful technique. Much higher risk / reward skew than any technical indicator based upon historical price action.

Highly correlated instruments. There is no 'holy grail', of course, but making trading decisions based upon the behavior of highly correlated instruments is a very powerful and woefully under-utilized technique. And the best ones have never been mentioned here on ET. Ever.

Model in slightly longer timeframes, and hold your positions for more than seconds at a time. If you can manage to step outside the HF turbulence wake, life is just peachy.

The most difficult part of my client business is dealing with the emotional baggage and self-destructive habits clients bring to the table. I try to screen prospects for it, and in fact I turn away individuals if I sense desperation and anxiety. The "clean slate" clients who have the...

For me, at least, I don't have a "spare" system per se, I have different market conditions. From the late 90's until about 2005, I used to trade mean reversion. For the past few years I am all about emergent trend following. So, did the system change or did you develop a new system to...

Start looking at what instruments outside the equity space that correlate closely with ES and you will start making some hay. There is edge there.

I have two clients who took the Sheridan course a few years back - they didn't have anything particularly negative or noteworthy to say about Sheridan personally per se. The bigger issue for them as I recall was tying up all of their capital in a portfolio of option spread positions that...

Well, I know of a black box prop firm here in Chicago that actually advertises/promotes the fact that the trader can keep his own source code confidential. I have also been contacted by firms and headhunters looking to back traders - where the firm requires the trader to host everything with...

Time horizon. Successful trading is all about time perspective and trade holding timeframes. I traded for a large commercial for a few years where I took positions based upon several months. I traded for a hedge fund where I took positions based upon several weeks. I traded for a large...

More multiple instruments / market sectors / timeframes; seems to be doing the trick.

Right now, March 11 - May 11 is where the volume / action is.

Crude Oil futures are highly correlated with a few other choice products outside the energy space. You can make your dough spread trading intra-market, or take flat price directional queues off the relationships. I think it's a tough scalp based only on technicals without a very wide...

It is so much more than the money - it's about a smart, well-thought out game plan and a strategy with a very good risk/reward skew. Then, you have to execute and manage the game plan properly. I started trading in 1992 with $10K and a six-month Full Membership Seat Lease on the floor of...

For me it's just a symmetrical function of the instrument's volatility - CL with 30% vol or ZN with 12% vol. Bigger stops, bigger profit targets, and vice-versa.

Just a couple thoughts that are not frequently mentioned in the discussion: One salient point is that most commercials / dynamic hedgers in the energy space like to do strips, and the easiest way to roll your strip is with the calendar spread. ETF long/short interest is another factor...

Well, about all of the intra-market spreads like calendars are exchange-supported, so execution is not an issue. There is one market ticket DOM price ladder and the fill is internally matched at the exchange. Inter-market spreads are another matter - other than Nymex or ICE Cracks and CBOT...