Search results

You have to remember that you can only play that game for as long as you can find buyers prepared to pay ever higher prices. Sooner or later it will all end in tears.

I have to admit that I was buying a lot of the justifications for why oil should be 3 times as expensive as it was two years ago and headed for $100. I hadn't even considered the possibility that it could be a bubble. Then I remembered that back in 1998/99 I also bought a lot of the 'new...

If I was you, I would take your total return for each day. After about 50 days (statistically significant) you can calculate a standad deviation of those daily returns and base your sharp ratio on that figure. Daily returns are a minimal time frame, as interest rates generally aren't...

The IB demo workbook is a good place to get the relevent code. However, if you're using excel 97 then two of the functions within the code aren't supported, causing the macros to fail. They're not critical and if you remove them from the code it works fine.

It's a real shame you can't invest in hindsight bubbles, because those bubbles always stand out a mile.

I suspect the girls in your bar could teach the rest of us a thing or two about pair trading. :D