Types of strategies?

Discussion in 'Trading' started by mauzj, Jun 24, 2006.

  1. mauzj

    mauzj

    Other than fundamental analysis, technical analysis and arbitrage, what sort of strategies do full time professional traders use? (I'm primarily interested in futures trading).

    Most of the professionals that I've met are engaged in some sort of arbitrage.

    Personally, I just punt when I think the order book looks wrong, but am not sure exactly which category that would fall into.

    Regards,

    mauz.
     
  2. MGJ

    MGJ

    Equity volatility arbitrage
    International statistical arbitrage
    Closed-End Fund arbitrage
    Capital structure arbitrage
    Odd-Lot Mortgage aggregation
    Commodity trend following
    Environmental credits trading
    Systematic pattern recognition
    ECN rebate trading
    PIPES

    Some futures-specific strategies:

    Selling Options-on-futures (e.g. Ansbacher)
    Calendar anomalies (a/k/a/ "Seasonals")
    Scale trading
     
  3. Mr B

    Mr B

    Macro
    Event based
    tape reading
    spreading
     
  4. What is Macro? Keyboard shortcuts? Or Macro economics news reports?

    Can anybody recommend a book or something on rebate trading? Not sure how how one can profit from it with having to pay broker commissions for our buys and sells.