After a PM, I'm going to list what I refer to as some useful texts with an important forwarding acknowledgement. First off, let me get this...
And all OTC derivatives contracts should be regulated but his because they're vital to Berkshire Hathaway and besides they're already on the books...
If I were starting out fresh, I would spend much more time on effective and practical tools for the statistical analysis of data time series, and...
Garch: I do model an ETF spread that behaves like the weighted Platinum vs. Gold futures spread: PPLT vs ( GLD * 1.5 ) Both are NYSEarca,...
There is no 'sure thing' - just better risk/reward skews. With properly modeled spreads, you are trading the differential (price differences)...
These are not calendar spreads - they are futures contracts versus futures contracts. You get about 80% SPAN margin offset, and nearly all of my...
Anaconda: Judging by a quick scan of your posts - you appear to be quite long on sarcasm and devoid of any meaningful content regarding...
I do have some openings coming up from Oct/Nov 2009 clients who are done with their contracts. I could rotate in a couple of 'newbies'. I...
You're better off studying rolled commercial longs vs. rolled commercial shorts. The backwardation and contango get so pronounced and trends so...
You know somebody from the floor, and that makes you an oracle? Me too. The Nymex floor means nothing to me - just ask Mark Fischer how the...
The RBOB Crack Spread has a 20 day ATR of 60 tics. We risk 10 tics to make 20 with that kind of range. Risk $90 to make $180 on less than $5 for...
RedSun, my experience has been quite to the contrary. Energy spreads are the best risk/reward out there for a modestly capitalized independent...
Salient Point: If you have faded a big move, and you get instant love, then fantastic - the market agrees with you. If you are taking heat and...
Well, there's a bigger issue here in the sense that traders who become clients of mine just don't want to be handed the fish - they are paying to...
WRB: It gets even better. Wants to become a client. So much for 'old crop, new crop' or 'ethanol distillation demands on the 2011 grain crop'?...
Comex vs. Comex, Comex vs. LME, LME vs. LME metals spreads with very good statistical correlations and very good industrial fundamental...
Size being traded at those prices, and market participants not letting that price retreat back to the previous trading range prices. "New Value...
Ahhh yes, the vertical histogram. MP and Point & Figure are super tools - I was taught by Pete Steidelmeyer and Robin Mesch, who of course apply...
I don't care if a person calls it TA or T and A or statistical time series analysis - the fact of the matter is that a trader requires some sort...
60 tic average true range and has been a dream to trade, very faithful to it's trend bias. RBOB Crack has been very consistent for clients since...
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