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  1. April Natural Gas

    Technical traders who play "momentum" strategies, probably got short last summer and remain short (& profitable) today. [IMG]
    Post by: MGJ, Mar 2, 2009 in forum: Commodity Futures

  2. Jokes 2

    Birthdays from Wikipedia Albert A. Gore, Jr. (31 March 1948) Hillary Rodham (26 October 1947) John F. Kerry (11 Dec 1943) William J....
    Post by: MGJ, Feb 27, 2009 in forum: Chit Chat

  3. Who's stupid enough to be shorting these levels?

    Who's stupid enough to short stock index futures at these levels? Exactly half of the people with positions. The other half are long....
    Post by: MGJ, Feb 26, 2009 in forum: Trading

  4. Series 3 course study material

    LongView is correct; the practice exams on the CD from www.securitiesexam.com contain ALL of the questions you'll see on the real exam. The...
    Post by: MGJ, Feb 26, 2009 in forum: Educational Resources

  5. Information theory, Communication theory in trading ?

    Yes of course people use concepts from communication theory in trading. Consider it a "problem in estimation" and consult the works of Norbert...
    Post by: MGJ, Feb 24, 2009 in forum: Strategy Building

  6. Where Does the US Still Lead?

    Microprocessors Software Data Networking Solar Energy Entertainment Aircraft Manufacturing
    Post by: MGJ, Feb 23, 2009 in forum: Economics

  7. Understanding Why One System is More Profitable Than Another

    Here are a few of them: http://www.elitetrader.com/vb/showthread.php?s=&postid=2161865&highlight=Harris#post2161865...
    Post by: MGJ, Feb 23, 2009 in forum: Automated Trading

  8. Understanding Why One System is More Profitable Than Another

    ronblack likes to recommend the books by Michael Harris. Do a search; he has recommended them dozens and dozens of times. Me, I prefer (book...
    Post by: MGJ, Feb 21, 2009 in forum: Automated Trading

  9. Guaranteed way to make big risk free money in options.

    Larry McMillan talks about it in his Options book, page 72. It's an old strategy and its name -- "selling teenies" -- goes back to the days when...
    Post by: MGJ, Feb 20, 2009 in forum: Options

  10. Any firm provides brokerage, data-feed, and backtesting software all in one?

    For what instruments? I assume you are trading precious metals with physical delivery. In that case, the answer is: no. There isn't a firm that...
    Post by: MGJ, Feb 19, 2009 in forum: Data Sets and Feeds

  11. Understanding Why One System is More Profitable Than Another

    You've got one datapoint. On portfolio P, with assumed costs C, for the time period T1 thru T2, using system goodness measurement metric M,...
    Post by: MGJ, Feb 19, 2009 in forum: Automated Trading

  12. Understanding Why One System is More Profitable Than Another

    Don't forget that your book reported testing results of the COMBINATION(system + frictional costs + portfolio composition + begin/end dates)Maybe...
    Post by: MGJ, Feb 17, 2009 in forum: Automated Trading

  13. Percentage of daytrades in futures markets

    Or do it the other way: for each day, compute X = Volume / (TodaysOpenInterest - YesterdaysOpenInterest). Then calculate the average value of X....
    Post by: MGJ, Feb 13, 2009 in forum: Trading

  14. Contango on rollover action

    If you've identified a reliable pattern of price movement, either in the spread or in the legs thereof, trade it and collect profits. Why...
    Post by: MGJ, Feb 13, 2009 in forum: Commodity Futures

  15. Sirius XM Prepares Bankruptcy Filing

    When you call to cancel your subscription, they follow a script. Surprise, it features huge discounts if you'll change your mind and remain a...
    Post by: MGJ, Feb 13, 2009 in forum: Stocks

  16. Difference Between Fixed Fractional and Fixed Ratio?

    Fixed Ratio is explained in (this book) by Ryan Jones. One of the best ways to explore it, is to program Fixed Ratio and Fixed Fractional into a...
    Post by: MGJ, Feb 10, 2009 in forum: Risk Management

  17. How to calculate probabilities?

    Assume Black-Scholes accurately models stock price movements. Assume you know the future volatility "sigma" of the stock's price action. Assume...
    Post by: MGJ, Feb 5, 2009 in forum: Options

  18. Is it possible to place an order with 4 decimals?

    Of course it is possible. But only in some tradeables. Since you didn't say, I'll assume you are trading Forex. Yes it is possible to place an...
    Post by: MGJ, Jan 29, 2009 in forum: Order Execution

  19. I want out of the dollar, Where should I go?

    Short the Dollar Index futures (link-1), (link-2). This is a basket whose weights are:Euro = 57.6% JYen = 13.6% UKPound = 11.9% CanDollar =...
    Post by: MGJ, Jan 26, 2009 in forum: Trading

  20. how do you test for "streakiness"

    Suppose you have a set of observed trade outcomes ("W" or "L"). Suppose the number of trades equals N, an integer. One thing you could do, is...
    Post by: MGJ, Jan 26, 2009 in forum: Strategy Building
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