Traders' Roundtable

Irrespectfull of their wider coverage which is their strong point we would never deal through IB. We use CQG through Penson paying lower fees than offered by IB and with robust backup facilities. Alternatively you could go with ADM but their fees are significantly higher then what we pay. ADM on the...

Depends on which markets your looking for.

Who wants to deal through IB anyway

Here´s what I could find. 2001 until dec 2010. Will look for missing data.

http://www.mediafire.com/?ml54arm0sn4v02q

http://www.mediafire.com/?t5vpv29us79dejc

Going HF Chris

Every time I see a Ron Paul supporter, I think what trouble we're really in.
RON PAUL SUCKS, IN 20-YUCK!

You missed your holiday year (2011). I think it´s time to get back in...

Never did it any other way for a fund or MA. Not sure what order types are being used by you guys but when using GTC stop entries these also eat margin, and when your on margin call and/or are not able to take a new position you can just cancel far out entry stops releasing margin at the same time. ...

This time it may be different

Beware. Malicious URL

close the garage door and watch the account grow, but there is reality and then there is fantasy

Good to hear I´m not the only one working out the garage

That being the case I would ask for track record 1 being the system(s), and track record 2 being the discretionary trader + combined. Another way of measuring this so called alpha would be to come up with the tracking error between system output and real world results. Anyone? Overall I think invest...

I think that´s true if volatility remains more or less the same, if however volatility increases substantially the impact of that will neutralize the (dis)advantage you thought you had on x% against your higher equity.

Depending on how much contracts your unit exists of trading futures.

By David Sheppard LONDON | Tue May 10, 2011 5:35am EDT LONDON (Reuters) - Dutch Transtrend, a trend-following hedge fund owned by Rabobank NV, was one of the biggest losers in last week's commodities slide, losing more than $500 million (305 million pounds), an investor in the fund told Reuters on M...

Who made money today?

After today´s sell-off our equity was unchanged at close of business compared to yesterday´s closing equity.

The correlation was very persistent over the past decades and also very real in my opinion until it was not. However, I think one should not make the mistake to NOT include both contracts into a portfolio because of the strong correlation or to assign a high correlation ratio which could result in h...

Things are correlated until they are not

Yes, that was corrected last monday for all COMEX. Sorry, i should have mentioned that.

Cheers mate

CSI is reporting incorrect Gold (GC2) data as of last nights run (only reports 1427.60 as the low and (closing) price. Anyone else having the same problem? Low was 1422.00

CSI version: 2.10.7.117

20110325,1433.40000000,1439.50000000,1432.10000000,1427.60000000, 254691, 504731,201106,1427.60000000