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  1. S

    Spread Trading

    would like to do more analysis on pair trades in energy commodities. What are the biggest factors in analyzing a spread trade like this? Standard deviation and correlation are the two I would Think are most important, correct ? Thanks.
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    Best way to back test?

    so I have some strategies that I would like to backtest, now that there are no commissions I’d like to try seeing how some ideas I’ve had would work. What software do you all use to backtest and how expensive are they? Thanks
  3. S

    power bal-day's on ICE for the weekend...

    They don't have any contracts trading live on weekends the 2x16 and 2x8 dont even trade on the weekends.
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    ES Journal Archive (2011)

    Beautiful thing....
  5. S

    Once Debt Ceiling is Lifted SPY Will...

    Can you explain why gold would come off if the debt ceiling is lifted? Thanks.
  6. S

    Yamana Gold (AUY)

    Yea, seems like this channel trade is holding. Dont think we will close over $13.30 just yet.
  7. S

    Yamana Gold (AUY)

    Looks like we are getting some sort of breakout in the miners finally, lets hope not just another shorting opportunity for those long the metal outright.
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    PJM Blow up 5/31

    Id love to know how many guys had +/- several million dollar days. The stories from that day will stick with them for their whole careers. Still not as large a move as the $1500 day in Ercot but when you think about how much more volume is in West Hub and Cin Hub even the scope of money...
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    PJM Blow up 5/31

    PJM definitely threw in the towel at one point and just showed max prices everywhere. I can only imagine how things would have ended up had their been triple digit temps, it was hot but not out of control hot to warrant those prices. Hundreds of millions of dollars changing hands in the blink...
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    PJM Blow up 5/31

    Anyone see this thing trade $300 and clear the bal day somewhere around there. Haven't seen prices go to $999 for several years and for it to stay there for a solid hour is just ridiculous. Can't imagine how many stories must be out there of the p and l swings.
  11. S

    Buying Gold to hedge against US debt.

    I agree there is hype, but how many people do you know who have actually purchased physical gold? When its the norm that people begin to exchange their cash reserves into gold reserves I will know that the end of the run is near but doesn't seem like we will be there for some time. I don't...
  12. S

    Yamana Gold (AUY)

    The lack of performance continues, regardless that the rest of the sector is up. Is it just more prone to disconnect from the sector due to its higher day trading volume?
  13. S

    Yamana Gold (AUY)

    K, so I take it if you think Gold's run isn't for the long run and its in the process of a blow off top that will come off then mining stocks profits are short term. But if I feel that these high gold prices are hanging around then these miners profits will continue and thus I am currently...
  14. S

    Yamana Gold (AUY)

    Anyone trade this stock? With the run in Copper, Silver and Gold why has it been held down so much, underperforming other miners? Seems like anytime $13 is broken it gets taken right back down, anyone have any color? Thanks.
  15. S

    Tax Reporting on Futures?

    k, Thanks. I will look into from 6781. Thanks for the help guys.
  16. S

    Tax Reporting on Futures?

    Thanks, yea I have the 1099b, i was wondering if i just enter it like a stock. Date of purchase/purchase price, date of sale/sale price or is it a completely different section than stocks I need to enter it in.
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    Tax Reporting on Futures?

    I did one futures trade in 2010 and was wondering if I can report this small loss as if it was a stock transaction? I have the date of purchase and date of sale and net loss figure available. I am doing my own taxes with Tax Cut software and don't want to have to go to someone professional for...
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    Tax Preparation

    Last year I just entered the total values of short term costs and proceeds and long term costs and proceeds. I figure this is all the IRS is looking for. They cant care about every single trade I did, if they see the figures match I dont think it should matter.
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    Ercot Blowout Day

    OTC and on ICE you can trade it on. There's different Hubs and contracts. You can trade contracts for on peak, off peak for one day, all the way out through years.
  20. S

    Ercot Blowout Day

    Anyone here trade Ercot? What an insane day, 50 mw positions where there were $400k p and l swings from one trade to the next. I saw one trade on the Bal Day North go for $1800 a mw then the next $1400, then $1100. This was all after a move up from a low of $100/mw. Insane moves, no way...
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