Recent Content by mhb

  1. Oil Prices

    You have to remember that you can only play that game for as long as you can find buyers prepared to pay ever higher prices. Sooner or later it...
    Post by: mhb, Aug 31, 2005 in forum: Commodity Futures

  2. Oil Prices

    I have to admit that I was buying a lot of the justifications for why oil should be 3 times as expensive as it was two years ago and headed for...
    Post by: mhb, Aug 30, 2005 in forum: Commodity Futures

  3. Calculating Sharpe ratio for intraday futures strategy?

    If I was you, I would take your total return for each day. After about 50 days (statistically significant) you can calculate a standad deviation...
    Post by: mhb, Aug 19, 2005 in forum: Automated Trading

  4. Simple VBA IB ?

    The IB demo workbook is a good place to get the relevent code. However, if you're using excel 97 then two of the functions within the code...
    Post by: mhb, Aug 19, 2005 in forum: Automated Trading

  5. Bubble Investing

    It's a real shame you can't invest in hindsight bubbles, because those bubbles always stand out a mile.
    Post by: mhb, Jul 10, 2005 in forum: Strategy Building

  6. Good Trading Pairs

    I suspect the girls in your bar could teach the rest of us a thing or two about pair trading. :D
    Post by: mhb, May 10, 2005 in forum: Strategy Building