Perhaps you should listen to this good man's words: http://elitetrader.com/vb/showthread.php?s=&postid=1859470#post1859470
Compared to his other reads, this is like Chinese quantum mechanics; in other words, beyond my comprehension. Way to difficult for an amateur like me. I tip my hat to you and others who can achieve a 300% return over a 3 month period with this tool. Can document that performance for the trading community? Guess I'm stuck trading one market, using one chart and no indicators. Oh well
Sssh! That's bad PR man! Guru's have no limitations, they know all! http://www.myspace.com/distinguishedtouch
Thanks Baron for providing the complain button. Too bad you, the OP, serious followers of this--and other threads on TRADING, not idiotic flaming--and your great moderators, continue to have to deal with this type of nonsense by constantly deleting it.
The Oanda thread provided a scan of the Oanda market and the equivalent on BFT.com. That was close to the end of the arb, but it had traded as much as 35bp in edge every 3 days in December of '07. Three ETers participated. One didn't get in until the final two weeks when the arb had dissipated due to all of the one-way paper. Perhaps one of them would like to comment, but it's obvious from the scan how exploitable it remained to the end. 9 individual Oanda accounts participated on the arb while two accounts handled the hedging via bank-traded replications. It's not remotely feasible to report it. I simply wanted to document how lax and weak some of the maths are in well-funded shops. I have found a similar arb and I will post the results after the audit. I plan on running three accounts; one trading it outright, and two trading the arb and replication to complete the hedge. I won't be involving any outside parties other than the post-trade audit.
Reaver, at it again I see. Still crossdressing? At least change your IP if your going to use another alias.
Reaver aka HamptonsTrader, aka RacerGX3R, don't you have anything better to do then pollute other peoples well intentioned threads like you did to my Journal (fortunately Magna deleted your spam). Same IP and the same routine you went through with that Trading Zoo thread that was shut down because you pulled the same antics and stunk up the place. Funny how you dusted off Racer and Hamptons from the closet and like magic, the 3 of you are posting again within a few minutes of each other, playing one off against the other. You are a terminally twisted twatface.
Forgive my ignorance, atticus, but do you mean -16.75 ES points? Is that the aggregate loss or per contract? Thanks.