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  1. Ask/bid spread for June/July crude

    http://news.google.com/news/search?q=oil+futures+spread Traders Jump on Oil Benchmark Spread Oil traders are finding new opportunities in a...
    Post by: Stoxtrader, May 18, 2010 in forum: Commodity Futures

  2. Fractal nature of stock market...

    The Fushigi magic gravity ball will read everyone's minds and predict the future!! :D
    Post by: Stoxtrader, May 17, 2010 in forum: Trading

  3. Risk models and strategy...

    I don't personally use GARCH but I've seen papers using GARCH for index funds. I imagine it would work for relatively stable investments like...
    Post by: Stoxtrader, May 17, 2010 in forum: Strategy Building

  4. Risk models and strategy...

    Risk can be modeled using GARCH (generalized autoregressive conditional heteroskedasticity). Risk = future variance = future volatility. You can...
    Post by: Stoxtrader, May 15, 2010 in forum: Strategy Building

  5. Fractal nature of stock market...

    The markets contain a random component. Markets can be modeled as trend plus noise, where the noise is random. Whether or not you can use the...
    Post by: Stoxtrader, May 15, 2010 in forum: Trading

  6. Fractal nature of stock market...

    I'm not an expert but something like wavelet scaling or wavelet multi-scale decomposition might be what you're looking for....
    Post by: Stoxtrader, May 15, 2010 in forum: Trading

  7. Sentiment And Other Indicators

    Common indicators? For sentiment indicators I've seen volatility (VIX) and put-call ratio discussed. A bit of googling reveals the CFTC COT...
    Thread by: Stoxtrader, May 14, 2010, 1 replies, in forum: Strategy Building

  8. Financial Research Databases

    Are any of these considered "standard"? What do the big boys use? I'd be most interested in future economic/statistics projections. Something like...
    Thread by: Stoxtrader, May 14, 2010, 0 replies, in forum: Data Sets and Feeds

  9. How to analyze and evaluate momentum strategies?

    If your drawdown is more than your max drawdown in backtesting, stop trading. If not, keep trading. It's that simple.
    Post by: Stoxtrader, May 14, 2010 in forum: Strategy Building

  10. When to turn off and turn back on a strategy?

    Momentum strategy = growth stocks in a bull market. Rough measure of bull market = Dow 50DMA > 200DMA and only pulled back 25-30% below last peak...
    Post by: Stoxtrader, May 13, 2010 in forum: Strategy Building

  11. Strategy for Gaussian Market

    - What do you mean by markets? Returns? Trends? Prices? Volatilities? - It has been argued that returns are a Pareto (power) distribution. -...
    Post by: Stoxtrader, Apr 26, 2010 in forum: Strategy Building

  12. Order Flow indicators (www.tradingphysics.com)

    Institutional trading was at one time somewhat correlated to amount of smaller and larger orders (blocks), with middle-sized orders not...
    Post by: Stoxtrader, Apr 12, 2010 in forum: Strategy Building

  13. what factors/data shall I use to predict the movement of Crude Oil? I am playing arou

    Here's an image from dailyfx.com via Yahoo image search showing forex correlations. It looks like the CRB index has the highest correlation?...
    Post by: Stoxtrader, Apr 1, 2010 in forum: Data Sets and Feeds

  14. what factors/data shall I use to predict the movement of Crude Oil? I am playing arou

    http://images.google.com/images?q=correlation+oil
    Post by: Stoxtrader, Apr 1, 2010 in forum: Data Sets and Feeds

  15. Journals / Conferences / Other?

    R Journal http://journal.r-project.org/ Also note the Netflix Prize 2 was cancelled due to privacy concerns...
    Post by: Stoxtrader, Mar 31, 2010 in forum: Automated Trading

  16. Seeing something thats not there

    IMHO only some news events matter. Earnings announcement/pre-announcement. Fed rate change. Etc. Also for "significant" news events you could...
    Post by: Stoxtrader, Mar 29, 2010 in forum: Technical Analysis

  17. Journals / Conferences / Other?

    Hi all, What journals / conferences / other sources of information do you use to discover new / innovative techniques for risk management /...
    Thread by: Stoxtrader, Mar 11, 2010, 4 replies, in forum: Automated Trading

  18. How do you find regimes-switching?

    Try this book "Trading Regime Analysis": http://www.amazon.com/Trading-Regime-Analysis-Probability-Volatility/dp/0470987855 For more...
    Post by: Stoxtrader, Feb 28, 2010 in forum: Strategy Building

  19. Any EE engineers here tried spectrum based trading systems?

    FFT/harmonics will rarely work. An example of where it will work is prices for heating oil... there should be strong seasonality every year....
    Post by: Stoxtrader, Feb 23, 2010 in forum: Strategy Building

  20. Office Depot

    Worse than expected? The loss was narrower than expected. http://www.reuters.com/article/idCAN2320601620100223?rpc=44
    Post by: Stoxtrader, Feb 23, 2010 in forum: Stocks
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