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  1. W

    Office in Houston

    west side near Katy NQ, ES, ZC,ZS, ZW
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    Office in Houston

    I am looking for someone to share an office in Houston, Texas. Please contact me if you are interested.
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    Website that offers real time news

    Does anyone know the URL of the website that offered free real time news for traders? Thank you in advance.
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    Ercot Blowout Day

    One of the characteristics of a commodity is its fungibility. Electricity, especially in ERCOT, may not be fungible. The definition of fungibility I use is if one unit of the good is substantially equivalent to another unit of the same good of the same quality at the same time and place...
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    Kelly sizing...

    Has anyone read Thorp's new papers (2010) on Kelly? See www.edwardothorp.com.
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    What is a trader's job?

    A trader's job is to assume the risk hedgers do not want and to pass that risk to other traders who think they can profit further from it. It is an important job for the economy because it provides a way to transfer risk. Managing risk is a full time job. Agriculture, FX, and interest...
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    eSignal 11 Preview

    Is there a release date for v11? How is v11 better/worse than the current version of Prophetx?
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    Staying focused while trading

    Could you describe what you mean by "mindfulness." Thank you.
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    Trade with a hand-held device

    Does anyone use Carryquote? I am looking at them for Android or Iphone platforms.
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    QT Futures Iphone & Ipod apps

    I am not familiar with them. Their product looks promising but I don't know anyone who is using it.
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    QT Futures Iphone & Ipod apps

    Has anyone tried QT Futures IPhone and IPod apps? For info see http://www.qtinfo.com/iphone.html
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    Let's discuss academic research on mean-reverting trading strategies...

    Thank you for posting the paper. The following quote summarizes my understanding of correlation and cointegration. "High correlation does not imply high cointegration, or vice virsa. In fact cointegrated series can have correlations that are quite low at times. For example, an index-tracking...
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    Let's discuss academic research on mean-reverting trading strategies...

    Great description. Too bad some software vendors won't read your comment.
  14. W

    Australian Stock Index Futures

    Thank you very much for the advice. If I may ask one more question. Is IB the best broker to trade these indices?
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    Australian Stock Index Futures

    Retief thanks for your reply. I have never traded the HKFE or KSE. Do you have a preference for HK or Korea?
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    Australian Stock Index Futures

    Does anyone trade Australian Stock Index Futures? I just need some general comments and nothing specific but beyond what is provided on the www.asx.com.au site.
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    Let's discuss academic research on mean-reverting trading strategies...

    http://www.verbeia.com/mathematica/mathecon/econ_code.htmlhas an implementation of cointegration using johansen procedure. The author warns it is untested and is freeware. I would take his/her word for it.
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    Let's discuss academic research on mean-reverting trading strategies...

    I suggest you download some of the Matlab code to test for cointegration in your pairs. R also has some code and I think Mathematica will do it as well. What you want is to detect a long term relationship between the pairs. Correlation measures the relationship at a point in time; it is...
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    Let's discuss academic research on mean-reverting trading strategies...

    A good and readable explanation of the differences between correlation and cointegration can be found here http://www.tradingmarkets.com/.site/stocks/commentary/quantitative_trading/Cointegration-is-not-the-same-as-correlation.cfm
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