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Ankle, I came across this, and thought I'd share an experience. I sold some strangles on ZB last summer. And true to the word it can strangle you. It was in June last year I believe, ZB was 114-115 and I sold a 112- 118, thought it was safe for 2 weeks to expiration and no economic news. Out...

Hi, I stumbled upon this and wanted to do reversion as well. I'm unable to short iVX though. IB (my broker) would not allow IVX to be shorted. Damn. Even these rare trading opportunities go in vain..

What show did she come on? Is this really true that she commented a 4% decline. It's a pity in that case. Just a few months back, she said that the S&P would go to 1370. Yep, not 1270., but 1370 by the end of 2005-ie. this year. Hard to imagine her models can suddenly switch to 4%...

Thank you for sharing your time. I can sort of explain the anomaly (pardon my broadcasting my naivete). When you have an equation relating the returns of X and Y, you are making some sort of linear regression fit between the respective returns. Theoretically, they can have a perfect negative...

Gummy, Thanks. I find your posts refreshing. Please continue with these statistical puzzles. IMO, looking for any type of correlations between 2 stocks or two instruments is meaningless- be it spearman or pearson. The individual companies/indices have possibly different...

ZF Trader, What is IB? I didnt think Interactive brokers had any backtest software? I sort of agree with your sentiment regarding backtesting. Any black box approach to look for a "statistical edge" on prior price pattern is a recipe for disaster. However, applying a well thought out...

Hi, Can AIQsystems users please give feedback on strength and weakness of the software. I'm contemplating buying/leasing it. Here are features that I would ike to have: 1) Backtest portfolio and apply variable parameters. 2) Backtest using user defined symbols. say a pair from a...

Nonsense. I have spent quite a bit of time (almost 3 months) with this program. Every week- atleast 2 crashes. My computer is solid. Thank you very much. Neoticker was using <500Meg (25% of RAM), and 30% CPU most of time. Every once in a while it would crash, no idea. In contrast, I've...