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Thanks grg03002. I am going to check it.

Dear All, I was wondering whether it would be possible to find a source providing a historical futures curve (for any commodity). In other words, I would be interested in following the evolution of the contango/backwardation on non financial futures. I have done an unsucessful search on this...

Hello, Do you guys know of a website in which it is possible to view the term-structure for each futures? If you do, please leave a link. I would greatly appreciate it. Thanks.

Thanks for this link. The links at the bottom of the page seem very interesting. I will take the time to look at them in details tomorrow. Thanks a lot for your help.

Hello, I wish to learn more about trading strategies based on currency value. I understand the basic principles but I have been looking for a source of information regarding the calculation of PPP, the holding periods... Also, if any academic papers have been written on this please let me...

Hello, Where can I find the average bid-ask spread for a specific security? Say, I want to find out what the average bid-ask spread has been for GM over the last year, how can I do that? Thanks for your replies. Cordially,

Thanks very much for your replies.

it does not change from one broker to another?

Hello, I was wondering if the bid-ask spread for equities was the same from one broker to another. Also, how much would you say the average bid-ask spread on stocks that comprise the S&P500 is (in % of the price?)

Thanks for your replies.

The new thread is there: http://www.elitetrader.com/vb/showthread.php?s=&threadid=167621 Thanks for your participation.

Dear All, I am wondering if an individual investor can engage in convertible bonds arbitrage or if there are barriers of entry impeaching one to do so (such access to greeks data, material needed, or else). I have put this thread in this option forum due to the option impied in a...

The links are indeed interesting, but I don't think they provide the greeks of a convertible position. So, I guess my next question is: can an individual engage in convertible arbitrage or are there barriers of entry that impeach the individual investor to engage in such a market neutral...

Thanks, the links are interesting.

Dear All, How can an individual invest in convertible bonds/zero-coupon convertibles/convertible preferred stocks/mandatory convertible preferred? I don't find any data on those products online. All insights provided will be greatly appreciated. Cordially, P.S: I put this thread...

Therefore a CTA would argue against the efficient market theory?

A CTA makes directional bets on the markets? He uses technical and fundamental analysis?

Thanks for your response Bolter.

Hello, I am having a hard time finding out whether managed futures managers and CTAs are the same thing or not. Could you help? Thanks.

Regarding this point, I think it could be extremely interesting to graphically represent the distribution of the spread between the Vdax and the Vix and the distribution of a major currency pair. Then, we would compare both distributions (their respective standard deviation, skewness...