Credit Suisse announces XIV liquidation ... gone, bye bye:...
OK, thanks for the links to the slides. Will watch them this weekend ... didn't know they were available.
Hi Rob, Was just looking at the slides. I didn't have questions about all the points just the meaning of the red line strike through and #6...
Thanks Rob - next question(s). On one of the slides you listed the following questions where all but #6 had a red line through them. What period...
Hello Rob, My first question regarding your presentation "Trading Strategies That Are Designed Not Fitted": At a high level is the gist of the...
FYI to all - interview with Chip Kenyon: http://erdmiertrading.blogspot.com/2014/05/chip-kenyon.html
Hello Rob, I saw a presentation you gave at Quantcon (I believe) where you discussed system building and created an example of a trend-following...
Mav, for my education, and I assume many others, I'd sure like to hear an exposition from you on what prop shops do.
Hi Mav, I have a really good friend who is considering either an MBA or Masters in Econ though leaning towards econ and isn't sure where he wants...
I concur. The ease with by which people toss away marriages and get divorced makes my parents (in their 70s) shake their heads.
Mav, I'd like to explore the concept you described of the curve, represented by the tradeable spread, being in contango. Apologies for being...
No purpose at all other than just curious. If you can use the term in relation to a calendar just wondered, for no particular reason, if it also...
Bone, I agree that the analysis you suggested earlier would be interesting and likely quite valuable and certainly worthy of it's own thread...
When you say "Natty is usually backwardated in the winter and in contango in the summer" does not pertain to a particular contract at a particular...
What is the "abstract construct" in this context?. Contango and backwardation are not abstract constructs rather they have a precise calculable...
Back to my question. With a calendar, at any point in time, I can determine based on the relationship between the two component contracts, whether...
Ok, with a calendar spread of Leg1 - Leg2 where Leg1 is nearest month then the definition of backwardation and contango you stated makes perfect...
Thanks Mav ... the near month is, in effect, the spot month in the traditional definition backwardation and contango. This example is for calendar...
Mav - when you say, for example, that GH is backwardated right now what do you mean? As GH is a spread it therefore has multiple legs so does...
Not true that there are no objective means of drawing TLs. For example Tom Demark has 100% objective rules for drawing them as can be seen in...
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