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C'mon people, don't be afraid now. Even while MS reiterates their $150 target, another piece out saying every past US recession has seen demand destruction greater than even high Chinese demand assumptions. I'd reset my shorts.

Im building my wheat position as well

If oil cant rally on back to back hugely bullish inventory data, there is only one direction its going to go.

trade the Nymex MINY - QM, at half the size.

its NOT about specs, instituational indexers or you or I! its about too many dollars and EURs and Yen etc. chasing too few goods. Simple really

Price extremes combined with Big media coverage is a sure recipe for a reversal. I'm short here.

A typical deal with a 'real' HF would start you off at a minimum 10mm and this would depend on how much your strategy has scaled to already. They wouldn't give you 10mm if your track record was based on 1mm. 10-15% of profits is about right sometimes a bit higher but this is on top of your base...

Thats good to know, I'm taking a bit of pain on my short rice trade so far. I think I'll add up here.

Its very simple math actually. ABX 07-1 AAA currently at 96-98. A fund that is 10x leveraged who owns them at par is losing 4% levered 10x and investors have magically lost 40% of their investment.

Australia's Basis Capital has indicated that the losses incurred by its Basis Yield Fund are more extensive than previously thought. The hedge fund manager says the value of the fund has fallen by more than 50 per cent. It had previously advised of a 14 per cent fall in the fund's value...

How many stocks can Tradestation reliably monitor for auto trading? Would 1000 be fine using 5 minute bars with a Core 2 Duo PC?

Thats precisely my timeframe. Most of my trades last 2 to 4 hours. And when do you not assume "risk" whenever you put on a trade?

I agree, you cant change the price on sold units. Although his logic may not be quite right, I think the effect of inflation will force rates much higher and the end result will be the same...housing crash.

Maybe Im not reading that correctly but you can only offset 3k from carryforward losses to your current year profits. If thats what you meant then I agree.

What you miss out on over 5 years or however long the term is are the dividends. And historically, dividends on an index provide a very large portion of your overall return if reinvested. So to save on the structuring fee that the IB's make, just buy a treasury strip and long term call...

I would agree on individual securities but volatility on indices may follow a GARCH process.

I think one should build a GARCH model for volatility. This would help the forecasting of a potential move and add more relevance to a simple probability calculation.

If I read your previous post correctly, you were on a temp basis. Has this changed? I'd suggest you remain at your bank for several years, you are still too young without enough experience to get into the better Masters programs. If you are full time, would a move within the bank to middle...

Is it just me or does it seem that there are more HF frauds in the US then in Europe even though there is less regulation in Europe?

Shoulda, coulda, woulda made more. Hardly traded, was just being lazy.