1. React to the market, don't sit in a position waiting for the market to confirm your bias - you stand a 50% chance of capitulation even if the...
Arjun: Good work. That's too bad, because she's not bad looking, and you can marry more money in 5 minutes than you can make in a lifetime.
Yes, if we can use the Health Care Overhaul as an indicator, this administration will be the most open in history in terms of withstanding the...
Agreed - and price action accounts for producer bias. Promise.
Risktaker: where were you just a few years back when a Deutsche Bank grad trainee flushed the DAX on Eurex for huge and then managed to bust the...
In power trading there is an entire subset OTC market for delivery called FTR, or Financial Transmission Rights. Tower Research Capital thought...
Bone says individuals should be prevented from trading Berkshire Hathaway.
FEMbot, not TradeBot. Are you guys buying that? BS. All of these boxers are fading one and two sigma moves every five seconds of the day -...
I took a body count amongst clients - especially the equity pairs traders; they actually made some money. Maybe just dumb luck without PG or MMM...
PIMCO uses monster CME eurodollar strips as a synthetic proxy in many of their funds. They have been doing it with great effect for close to 20...
I'll put it to you this way: a successful stat arb trade requires a statistically fit spread combination with incredibly tight mean reversion....
Yep - lots of universal aingst. I've just taken on some work for a high frequency stat arb fund in NYC... it seems that the entry signals are...
Trader56: "Sounds like perhaps it depends upon what the spread itself is doing, not the hedging considerarions a producer would have" Bingo!...
Here's a link for a relatively current list, but since I know most of these firms I can report to you that their business models have changed...
1. The Cracks I am referring to are Nymex futures products involving the RBOB Gasoline vs. WTI Crude Oil contract, and the Heating Oil vs. WTI...
I have used WebICE for years. Past six years I have spread Gas/Oil Cracks and PJM-W heat rates using the Trading Technologies Pro License....
MS: I absolutely love it. Perfection. Prop firms would want you to leverage your strategy, but be flat at the end of the day. You'll be...
He and Soros are little peas in a pod. Advocates for democratic socialism now that they got theirs performing the exact same behaviors they now...
Tycoonman: Honestly, in a twisted way, the less you think you 'know' the better. I will turn away every person who contacts me and...
I don't trade the stat-arb HF convergence model by intention and design. I try to take advantage with the road less traveled and a little longer...
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