Anyone using McSpread software ? Thanks
I am not trading stocks and don't care abou fundamentals. Trading only futures with high correlation (>0.90) and if possible low margins plus low...
I had problems to upload that KLAC - AMAT backtest sheet, so here are the results: 100 KLAC against 200 AMAT Period: 1-1-2000 until Monday P/L...
See your discussion about KLAC - AMAT Attached the statistical way, see attached JPG This is 100 KLAC against 200 AMAT since 01-01-2000...
That is correct there are many combinations but the 1e step is to find combinations with high correlation, like T-Bonds against 10Y Tnotes etc....
Hi, I am wondering why you guys are discussing only seasonal spreads while there is more fun with statistical spreads ! Have a look at...
Hi, I am trading future spread only but following stocks as well. I found good correlation analyses in CSI UA program and a program called...
Hi Shorty, Why not have a look at www.2hedge.com which is a new concept for trading. Result looks not to bad. Regards, Gann.
Hi Rob, I looked into it and it's not only hedging and calculating the Beta between the two tickers, but highly complicated correlatian analyses...
Hi, what software are you using ? I got info about a spreads program from called McSpread (www.2hedge.com) which is using QQQ etc a lot....
Is there anybody trading spreads between stocks, indexes like QQQ, SPY or Futures/FX ?
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