Search results

  1. L

    Trading OPM - contracts

    Can you not just open a managed account with your broker? I'm sure any good broker provides this service and will give you the right agreements to start this business.
  2. L

    question on CDO's

    Through a broker most probably, like everyone else. A Hedge Fund is nothing more than an entity (Partnership, Corporate, Trust, etc) managing a pool of money. This "entity", like anyone else (you and I are also entities, i.e. "individuals"), has to have a bank account for trading and have to...
  3. L

    Seasonal spreads

    Congrats on the new addition to your family :)
  4. L

    Seasonal spreads

    Attached is an excel file that I have created to check the per-minute data of the spread from 19Oct 9am to 20Oct 8.30pm to make sure that my eyes are not playing tricks on me. I have put a password to it for copyright purposes to so please drop me an email if you would like the password...
  5. L

    Seasonal spreads

    Hello Mike Thanks for the reply, this is getting really interesting. At first I had some doubts about the chart I posted as well but before we go into that, the chart I posted was NOT an end-of-day chart - it is a delayed intraday chart. Please see the 3 files I am attaching to this post...
  6. L

    Seasonal spreads

    Here's what its looking like now - nice.
  7. L

    Seasonal spreads

    Oops. Bummer, you were right. I looked at my spread chart again and that indeed was a Long March/Short Jan. Trading at -0.026 now! Congratulations!
  8. L

    Seasonal spreads

    It isn't too difficult charting spreads in bloomberg with CIX <go>, but unless you were trading this full time and don't need it for anything else it wouldn't be worth the minimum $1.5k monthly fee. Thanks for the clarification, on the intraday volatility. Good trading to you too.
  9. L

    Seasonal spreads

    Hello hrokling Yes, that is a bloomberg chart. The spread on the chart is a Long Jan 08/Short March 08. Your trade was (the inverse) a Long March 08/Short Jan 08. You are quoting your spreads correctly by specifying the Buy legs first, but I like to chart my near months first so it...
  10. L

    Seasonal spreads

    Hello hrokling I apologize for hijacking your thread - I am trying to follow your trades with charts and will now refer to your Long Dec 07 Short Jul 08 Soybean Meal trade. Are these CBOT Soybean Meal futures contracts? If not, I know where the mistakes are in my chart. Otherwise...
  11. L

    Seasonal spreads

    Hello hrokling Thanks for sharing your trades. I took a look at this recent trade you made and just wanted to give some comments and also hopefully get some in return. You have entered this trade on a seasonal, but I was wondering if you would have entered at -0.16, which is a 1-2-3-...
  12. L

    Seasonal spreads

    Hello all, thank you very much for your replies on the seasonal spreads database sources. I have just placed an order to buy Moore's book from Amazon and hope to receive it in a few days. Regarding brokers, I wonder if there are others besides IB who uses SPAN margin (i.e. margin credits)...
  13. L

    Seasonal spreads

    Hello and thank you for sharing your spreads trading journal. I have a question if you do not mind - What do you think of the seasonals research done by MRCI and do you actually understand how those charts are being constructed? There are a few other calendar spreads that MRCI apprently does...
  14. L

    How do Hedge Funds get around the 90% Failure Rate?

    This is the most accurate post in the entire thread. I work in a hedge fund and we manage single funds (i.e. Equity long/short, STIR Futures) as well as a fund of hedge funds (FoF). We have seen our fair share of hedge fund success and failures, and would attribute the failure of most...
  15. L

    Eurodollar Spreads

    I apologize for all 3 charts I posted, didn't set the dates properly. I will remove them and post again when I see something else. cheers.
Back
Top