Search found 343 matches

by Chris67
Tue Aug 10, 2010 1:48 pm
Forum: Stocks
Topic: Mechanics of ETF's
Replies: 7
Views: 11092

Mechanics of ETF's

Investigating closer the ETF Market - nobody seems to have the contract specs ?? I.E is it the same as buying a share in that you simply buy based on the NAV ? For example if I wanted to buy a Gold ETF - Howmany shares do you buy - if it moves up 1% how much have i made or lost ?? on 1 share ??? con...
by Chris67
Tue Aug 10, 2010 4:58 am
Forum: Testing and Simulation
Topic: System Longevity
Replies: 22
Views: 13725

Altomas - This is a long running argument Choice of portfolio = parameter Choice to trend follow = is that a parameter ? The list is endless If a system is a dula moving average cross over - Id suggest its a 3 parameter system - i.e. 2 MA's and a stop loss The rest is money management / risk managem...
by Chris67
Fri Aug 06, 2010 7:48 am
Forum: Testing and Simulation
Topic: Trading LME
Replies: 3
Views: 3247

Kianti It i smy understanding - and I may be wrong that if you did that you would have a position still running - 5 vrs 12 November - so when you close the position out you will need to close it against the 5th Novemeber It is also my understanding of why trading LME is a tough one because BLOX will...
by Chris67
Fri Aug 06, 2010 7:37 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

etf's to God and philosophy ..... !!! how did it happen hehe
by Chris67
Fri Aug 06, 2010 7:35 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

just one further point - hs anyone out there actually looked at the correlation between the U.S stock market and the President's support Please please do not tell me any american out there cares about anything other than the Dollars in thier pockets - its the only motivational tool that decides peop...
by Chris67
Fri Aug 06, 2010 7:32 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

td80 - Whereas I totally agree with how it all works and the mechanics of the situation I dont have to like it - also when anyone in government or elsewhere preaches or comments on ethical behavior or having people's interests at heart - you know its all just a huge amount of Bullshit - Obama / the ...
by Chris67
Thu Aug 05, 2010 2:53 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

Yes I must say that the credit risk with spreadbetters is huge - I mean IG index or city index that have been around 25 years are sooo risky when compared to banks >? Personally I would think once again - as with soooo much of the bull in this industry that turns the truth on its head - that spreadb...
by Chris67
Wed Aug 04, 2010 12:29 pm
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

truly remarkable!!! I cannot believe that stockbrokers still exist - some plummy nobhead who charges you a big fat commission , charges exhobitant fees and then you get taxed ??? what is that all about ? Heres another indicator of general public and financial professional stupidity - absolute return...
by Chris67
Wed Aug 04, 2010 10:33 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

Sluggo - As ever I think you have nailed it and you give an accurate and great picture of the reasons That being said - what utterly ridiculous reasons - I'm sure there absolutely the way it is but it shows the utter ridiculousness of 99% of people who trade/ invest I think if more people were aware...
by Chris67
Wed Aug 04, 2010 5:12 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 13185

ETF's

Not sure this is the right location for this one .. but nonetheless Quick question relating to ETF's - Been looking at them omline - researching the net - if someone wanted, say, exposure to Germany - why would they buy a German ETF when they could buy the DAX PPP spreadbetting and pay no tax, no co...
by Chris67
Tue Jul 13, 2010 7:43 am
Forum: Testing and Simulation
Topic: How do YOU handle full size and mini contracts?
Replies: 6
Views: 5506

I trade a mixture of both depending on - as Sluggo correctly identifies - liquidity Remember also that if a full size contract has a longer history then you can alsways backtest using the fullsize and generate orders / trade using the mini - the results will be pretty similar - although NOT identica...
by Chris67
Fri Jul 09, 2010 3:30 am
Forum: Futures Markets
Topic: Danish Futop Index
Replies: 2
Views: 2615

Thanks Sluggo Sort of went through most of that process - Personally I just wish CSI and the exchange websites were a little clearer on some of these issues - but then nobody said it would be easy - and we are dealing in financial markets of course - the sacred home of insanity, irrationality, confu...
by Chris67
Thu Jul 08, 2010 8:09 am
Forum: Futures Markets
Topic: Danish Futop Index
Replies: 2
Views: 2615

Danish Futop Index

Dont have the ability to trade it right now so cannot buy and sell quickly to find out the tick value Having researched the internet for 2 hours and spoken to the London Representative office of Nasdaq OMX (They have no idea what a tick value is on their own product) - can anyone assist i.e. what is...
by Chris67
Thu Jul 01, 2010 3:41 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 6294

yep - no joy here too
by Chris67
Fri Jun 25, 2010 5:23 am
Forum: Futures Markets
Topic: CSI Mini Dow Error
Replies: 2
Views: 3172

CSI Mini Dow Error

I noticed if you bring up a chart of the Mini Dow on CSI and zoom out as far as is possible that the data pre 1999 bears no resemblence to the price of the dow (accounting for backadjusted rolls etc) - so in fact if you run a correlation of YM vrs DJ or DJ20 for the period mid 1997 to 2000 the marke...
by Chris67
Fri Jun 11, 2010 7:55 am
Forum: Testing and Simulation
Topic: Minimum Futures Volume
Replies: 2
Views: 2363

thanks Sluggo - as ever - I apprecite your help on that one
by Chris67
Fri Jun 11, 2010 7:27 am
Forum: Testing and Simulation
Topic: Minimum Futures Volume
Replies: 2
Views: 2363

Minimum Futures Volume

In Global Parameters - the minimum futures volume and max per cent volume per trade - is this based on total volume or contract volume - i.e. Class 3 Milk for example will have front month specific volume but I believe the CSI data volume number is for Total Volume of tradable months ? Thanks in adv...
by Chris67
Tue Jun 08, 2010 11:42 am
Forum: Futures Markets
Topic: FTSE-ASE-20 Greece
Replies: 3
Views: 3727

think its okay - since its Euro based and part of Euro there would be an uproar if they placed capital movement restrictions - dont think they can - but what they can do is ban speculators I guess - at least from shorting it ? anyway worth a look
C
by Chris67
Tue Jun 08, 2010 5:30 am
Forum: Futures Markets
Topic: FTSE-ASE-20 Greece
Replies: 3
Views: 3727

FTSE-ASE-20 Greece

Anyone trade it ? Can you trade it or have the Greeks now banned trading in a market that can go down as well as up ?
Ta
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by Chris67
Thu May 20, 2010 3:04 am
Forum: Futures Markets
Topic: Polyethylene
Replies: 1
Views: 2397

Polyethylene

Anyone trading this - seems to have mighty high volume ?