Finding spread trading opportunities

Discussion in 'Trading' started by Gambit, Feb 7, 2015.

  1. Gambit

    Gambit

    Just a test..
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    #21     Feb 10, 2015
  2. Gambit

    Gambit

    [​IMG]
     
    #22     Feb 10, 2015
  3. Gambit

    Gambit

    These are contango bar charts.
     
    #23     Feb 10, 2015
  4. Gambit

    Gambit

    I'm learning about this stuff and just testing out the different sites. Scarr is really good at showing seasonals in a graphic format. Seasonalgo seems good at scanning and technical studies. This weekend I will look at the Hoadley excel add in and see if I can import data from quandl into it, run some cointegration tests.
     
    #24     Feb 10, 2015
    FCXoptions likes this.
  5. Gambit

    Gambit

    I've had some difficulty installing arbmaker so if anybody has it running, please post whatever you find interesting.
     
    #25     Feb 10, 2015
  6. Gambit

    Gambit

    [​IMG]
     
    #26     Feb 10, 2015
  7. Gambit

    Gambit

  8. Gambit

    Gambit

    Just some thoughts... No one site will solve your needs. Already I'm realizing that I would like intraday analysis and none of these sites do that. None of these sites have pre made charts on butterflies, condors etc.. Scarr can do that but you have to customize the chart. I can see why quant traders recommend learning python. So much of this stuff is just data management. Gather the data, clean it, organize it, analyze it (cointegration, correlation, momentum, lead lag etc) and then compare relative to other securities.
    This work isn't so much difficult as it is tedious.
     
    #28     Feb 10, 2015
  9. Gambit

    Gambit

    Esignal has spread charting so I might need to get that. Barchart has spread charting too.
     
    #29     Feb 10, 2015
  10. Gambit

    Gambit

    [​IMG]
     
    #30     Feb 10, 2015