Recent Content by Gann

  1. the shoe spread

    Anyone using McSpread software ? Thanks
    Post by: Gann, May 14, 2003 in forum: Trading

  2. Pair for KLAC

    I am not trading stocks and don't care abou fundamentals. Trading only futures with high correlation (>0.90) and if possible low margins plus low...
    Post by: Gann, Oct 29, 2002 in forum: Strategy Building

  3. Pair for KLAC

    I had problems to upload that KLAC - AMAT backtest sheet, so here are the results: 100 KLAC against 200 AMAT Period: 1-1-2000 until Monday P/L...
    Post by: Gann, Oct 29, 2002 in forum: Strategy Building

  4. Pair for KLAC

    See your discussion about KLAC - AMAT Attached the statistical way, see attached JPG This is 100 KLAC against 200 AMAT since 01-01-2000...
    Post by: Gann, Oct 29, 2002 in forum: Strategy Building

  5. Pair for KLAC

    See your discussion about KLAC - AMAT Attached the statistical way, see attached JPG This is 100 KLAC against 200 AMAT since 01-01-2000...
    Post by: Gann, Oct 29, 2002 in forum: Strategy Building

  6. Spread Trading

    That is correct there are many combinations but the 1e step is to find combinations with high correlation, like T-Bonds against 10Y Tnotes etc....
    Post by: Gann, Oct 28, 2002 in forum: Index Futures

  7. Spread Trading

    Hi, I am wondering why you guys are discussing only seasonal spreads while there is more fun with statistical spreads ! Have a look at...
    Post by: Gann, Oct 28, 2002 in forum: Index Futures

  8. Pair for KLAC

    Hi, I am trading future spread only but following stocks as well. I found good correlation analyses in CSI UA program and a program called...
    Post by: Gann, Oct 27, 2002 in forum: Strategy Building

  9. Looking for better trading tools!

    Hi Shorty, Why not have a look at www.2hedge.com which is a new concept for trading. Result looks not to bad. Regards, Gann.
    Post by: Gann, Mar 15, 2002 in forum: Trading Software

  10. McSpread - Spread Trading Software

    Hi Rob, I looked into it and it's not only hedging and calculating the Beta between the two tickers, but highly complicated correlatian analyses...
    Post by: Gann, Feb 25, 2002 in forum: Trading Software

  11. Hedging

    Hi, what software are you using ? I got info about a spreads program from called McSpread (www.2hedge.com) which is using QQQ etc a lot....
    Post by: Gann, Feb 21, 2002 in forum: Trading

  12. Spreads

    Is there anybody trading spreads between stocks, indexes like QQQ, SPY or Futures/FX ?
    Thread by: Gann, Feb 19, 2002, 0 replies, in forum: Trading