Anyone using McSpread software ?
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...
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
See your discussion about KLAC - AMAT
Attached the statistical way, see attached JPG
This is 100 KLAC against 200 AMAT since 01-01-2000...
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....
I am wondering why you guys are discussing only seasonal spreads while there is more fun with statistical spreads !
Have a look at...
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...
Why not have a look at www.2hedge.com which is a new concept for trading.
Result looks not to bad.
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...
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....
Is there anybody trading spreads between stocks, indexes like QQQ, SPY or Futures/FX ?
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