Johnny, or other pair traders, Given that there is a correlation between stock price and volatility, would it not seem more reasonable to pair...
Trying my hand at equities again. A nice start... +1400 Holding AAPL overnight. Looks like the iPhone was nice to me.. :-)
Is this because lower priced stocks naturally tend to have higher volatility? Does the log ratio equalise the value of the instruments?
Sorry for my ambiguity. I have Pairtrader, and i'm following your trades within the application. My question is based around your...
Jonny, Great Journal, very inspiring. Congratulations on getting green! Can you elaborate a bit on how you identify pairs? What is your...
+ 300 1 ES contract, 2 winners, 13 losers - shaken about in the afternoon.
Not sure what the etiquette is for this journal, but i'll continue posting my results unless anyone objects..... +300, One ES contract, 5 trades
This page from the poster above no longer exists. Does anyone have any updated advice on how to either disable the TWS auto-logout, or perform...
SusanaDT, Just wanted to applaud you on your efforts to educate. I really like the simplicity of your charts, and wholeheartedly agree with...
What are you talking about? I normally stay on the sidelines when I see this type of garbage, but this is just too much. I'm not going to tell...
Yea, I am speaking from an option's catastrophe standpoint. I was assigned on a leg of my calendar spread many moons ago, and it hurt so much, I...
An extraordinarily noob question but: Can CL Future's behave like options in that the clearing house can nominate your contract for delivery if...
Excellent post Kid. It's funny how your mind attracts you to the things you need. I have been thinking along the same lines over the last few...
Hi Ready, If you haven't found it already, here is the post with the document on how to get yourself into the chat room. Cheers, Cipher
An excellent day today. After a couple of tiny losses, I eked out +12.5 points on the ES. Hope everyone else did well. A nice downtrend toward...
With the idea that mornings are better than afternoons (I saw this posted by Anek a few hundred posts ago), what do people think about trading...
Forget my last post. IQFeed has updated the session...
I use IQFeed for my data, and I'm missing the data from about 2:30pm today until the evening trading after 6:00pm. I'd normally ask IQFeed, but...
OMG! What a plummet! Now is that because of Freddie Mac's additional losses, or because the Fed cut interest rates again and the financial...
Unfortunately that link seems broken.... I'll just have to let it earn Sim Interest... :D
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