ES Journal - 2017/2018

Can’t believe the spread on Brent vs WTI. I am thinking of going long WTI and shorting Brent for some good old mean reversion.

 

A little Convergence Arbitrage ala LTCM ... You are a true capitalist! I like it!

 

I traded equity pairs and multiple strategies from 2007-2013. They work well in high volatility. But watch out when Vol gets sucked out of the market....they start to trend.

 

I guess the 30% monthly drop in crude oil was also a nice little pullback.

 

Missed your post in haste to respond to the Buy1Sell2 dogma. I think the guy is just a put on, he probably believes about one-third of all the b.s. he peddles around here.

 

Overnight could get interesting

 

Especially since Rickshaw Man went AWOL.

 

I haven't been long for a while. I look to be a buyer soon.

 

Oil prices do not have correlation to ES