Benchmarks or tracking indices can be stock indices such as the S&P 500 or Nasdaq 100, a single stock such as MSTR, or a futures index such as the...
It would be nice to have a list of ETFs by benchmark and leverage. Then you could study strategies that short both the leveraged long and...
Does anyone here try to trade discount mean reversion of ETFs? There was a 2018 paper Inefficiencies in the Pricing of Exchange-Traded Funds by...
If your system trades daily, you don't need to test every tick. If you are trying to arb S&P 500 futures vs. SPY intraday, maybe you do.
Interactive Brokers is one I use.
Is there an automated way to get credit ratings from Moody's, S&P, and Fitch given a stock symbol? I would like to see if credit ratings can...
An introducing broker partners with a futures commission merchant (FCM) to execute customer trades. There are various introducing brokers who use...
Suppose there are related securities, such as two preferred stocks of the same company, whose price difference should trade in a narrow band. How...
Thanks. I see Thinkorswim has good historical options data. It's part of TD Ameritrade, now owned by Schwab. I have a Schwab account, but I don't...
Having looked at HYG options for years, it's my impression that the ratio of implied vol to historical vol tends to be especially high, perhaps...
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