http://intel.harriman-house.com/inv...trices-and-improve-portfolio-diversification/
Introduction on how to build a correlation matrix.
Introduction on how to build a correlation matrix.
Finding spread trading opportunities
- Thread starter Gambit
- Start date
http://www.larmeeassociates.com/LASpreader.html
This is a third party spreader for Cunningham Trading Systems. Last time I checked, the price is 300-500 a month. If you don't want to use AMP's free TT, this is an alternative.
It is not a high end product by any means but it gets the job done and custom programming is available.
This is a third party spreader for Cunningham Trading Systems. Last time I checked, the price is 300-500 a month. If you don't want to use AMP's free TT, this is an alternative.
It is not a high end product by any means but it gets the job done and custom programming is available.
http://www.trade2win.com/boards/futures-options/27033-box-spreads-3.html
An informative thread on trading box spreads. These are butterfly vs butterfly spreads. As noted previously, these exotic spreads have low volatility, narrow(er) trading range and lower variance. Drawbacks are the high commissions and tail risk.
An informative thread on trading box spreads. These are butterfly vs butterfly spreads. As noted previously, these exotic spreads have low volatility, narrow(er) trading range and lower variance. Drawbacks are the high commissions and tail risk.
http://www.trade2win.com/boards/att...ir-spread-strategies-jbcmetsypresentation.pdf
This pdf has a small section on butterfly spreads with some useful information.
This pdf has a small section on butterfly spreads with some useful information.
Spread trading is for those who have no directional analysis capability (and shouldn't be trading). Spread trading should be avoided as it chokes off winning trades. Much better system uses directional trade with small stops and letting winners run. Get right. Thank you for your time.
I thought a futures butterfly against another fly is called a futures condor but i may be mistaken. I believe if you want to trade flys and condors extremely low round trips are a necessity. This would mean trading through a prop firm or having member rates.
utter tosh for so many reasons.
Not sure of the term for a butterfly vs butterfly. On another board i've heard it called a box spread. Member rates are definitely a requisite for the multi legged spreads.