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...
Man (a UK money manager) seems mildly bearish on 10-year JGBs:
Since that wonderful thread is titled appropriately, it should not be changed. But that was created by a user, not a site administrator, and...
I think this tweet storm by @macrocephalopod is very good. Robert Carver has book-length treatments of these ideas.
The readership of Elite Trader probably skews heavily male, which may be why this sub-forum may say "Drop in here to chat about random off-topic...
I think this course offered by the CUNY Baruch MFE Program is interesting. I am not affiliated with Baruch and probably will not pay for the...
Based on this current paper from the Journal of Finance (October 2020 working paper here), do you think it is possible to profitably short the...
In his life, Trump has tried to "get Biblical" with as many hot women as possible. I'm a Republican, but if he's the nominee I am abstaining from...
I know the short JGB trade has that reputation, but in general, if a government is suppressing a bond yield or supporting its currency at a...
A Bloomberg article makes me wonder if shorting JGB futures is a trade with asymmetric upside. Bond Vigilantes Revive Wagers on a BOJ Hawkish...
On Yahoo Finance I sometimes see large moves in stocks after hours. Are they more likely to be reversed than moves during normal trading hours? My...
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