A “Highly Improbable” Event?
A historical analysis of the natural gas spread merchandise that bought downwards Amaranth Nick Maouis, the founder of …
How To Advertise
Thank yous for your involvement inwards advertising on . We lead maintain to a greater extent than or less 5000 uniqu…
How Much Leverage Should You Lot Use?
Maximizing increase without risking bankruptcy Many hedge fund disasters come upwardly non from making the incorrect be…
Maximizing Compounded Charge Per Unit Of Measurement Of Return
A elementary formula that few traders utilize Here is a fiddling puzzle that may stymie many a professional person trad…
An Update On The Issue Energy Stocks Vs Futures Arbitrage Trade
I argued earlier inwards the outset of Oct (" An arbitrage merchandise betwixt issue energy stocks as well as futu…
Gold Vs. Gold-Miners: Roughly Other Arbitrage Opportunity?
Recently in that place is mounting involvement inwards buying golden (for example, encounter this before why I believe…
Cointegration Is Non The Same Every Minute Correlation
A reader asked me latterly why I believe that liberate energy stock prices (e.g. XLE) are correlated amongst unsmooth c…
Are Political Futures Markets Actually Predictive?
Today I volition accept a brief pause from quantitative trading inward the fiscal markets. Instead, I volition accept a…
A Commodities Fund Manager's Comments On Aureate Vs Gold-Miners Arbitrage
John Netto, a main inwards a commodities fund that focuses heavily on gold, wrote me the next concerning my article on…
An Updated Analysis Of The Arbitrage Betwixt Golden Together With Gold-Miners
In my article nearly the arbitrage chance betwixt golden together with gold-miners, I cautioned that nosotros should d…
Gld-Gdx Spread Reverted To 0 This Morning
Just a quick banknote on the GLD-GDX spread that I accept been talking about . This morn (Nov 17) the negative spread c…
Correction: Maximizing Compounded Charge Per Unit Of Measurement Of Return
A few readers pointed out a typo in addition to an arithmetics mistake inwards my article " Maximizing Compounded …
Email Subscription To My Weblog Straight Off Available
Instead of checking this weblog constantly for novel postings, you lot tin sack directly sign upward to have an electro…
Extended Analysis Of Loose Energy Futures Together With Stocks Arbitrage
A reader of my article “ An arbitrage merchandise betwixt liberate energy stocks in addition to futures ” suggested tha…
Cointegration Of Oih Amongst Location Crude Oil Price
Both my friend Yaser Anwar over at the Jim urged me to exam the crude services ETF OIH instead of XLE for cointegratio…
Trading A Platinum-Gold Seasonal Spread
Quantitative traders tin sometimes lose sight of the fact that many profitable trading strategies are extremely simple,…