IUKP - ISHARES UK PROPERTY ETF quoted on LSE. No stamp duty tax when purchasing, unlike property stocks.
Do some research on how macro economics affects assets. For example, a stronger USD will hit oil prices, lower oil prices will mean that...
Long FTSE 100 / Short FTSE 250 Long Gold / Short Industrial Metals Long USD Long US Bonds
Daily compressed data - i.e. daily OHLC. I download using a follow the sun technique, when LSE (UK) closes at 1630 GMT/BST I download and convert...
I was in a similar situation to you and searched for a reliable data vendor for ages. I still haven't found a reasonable intra-day data vendor...
I'm running Windows 7 via VirtualBox on a MacBook Pro laptop and a iMac - no problems whatsoever. Ideally I'd like to toss away Windows forever,...
I am currently doing something very similar in Java using IB API. I collect incoming futures tick data and order book data. I have two simple...
@nitro Interesting - I haven't really looked at options and have never included them in my direction-less analysis (yet!). I assume you analyse...
@nitro Awesome. Thank you for the info. I forgot about VIX it's defintely on my list to throw into the mix and analyse - volatility is definitely...
@nitro I completely and utterly agree that Technology and business are bed fellows, they co-exist and one often leads the other causing disruption...
@nitro these are all interesting cutting edge technologies. I personally love this stuff (I'm a programmer and this stuff gets me out of bed in...
@nitro I agree that off the shelf software just doesn't cut it. I get frustrated how some software forces you down a dead-end retail trading...
This is a great thread and thank you for the detailed reply. My mathematical background is limitedLike @eurusdzn my set of mathematical techniques...
Looks like the regime shifts are the peaks to troughs, i.e. your distribution encompasses many subtle (Gaussian) distributions each of which could...
Damn it Jim I'm a software engineer not a mathematician! Having said that, the distribution does have tails, even though it is not Gaussian like....
@nitro Thank you for the information. What is the typical half-life / trade time for your spreads? I know this is a how long is a piece of string...
@nitro I assume when you say logical you mean fundamental? i.e. the assets are bound by some fundamental reason. It is interesting that you avoid...
@nitro Great thread and interesting thoughts. I'd like to breakdown and clarify your original premise, in minimising directional risk. I assume...
Oh god. The Daily Mail. It must be true :-) I'd rather take my chances walking in a dodgy neighborhood in the UK than a dodgy neighborhood in the...
It is projected that more deaths will occur from guns in 2015 than from prostate cancer. http://www.cancer.org/research/cancerfactsstatistics/...
Separate names with a comma.