Recent content by amado

  1. A

    HQ Bloomberg TV streaming?

    Does anyone know of a way to get high quality Bloomberg TV streamed online?
  2. A

    how to calculate the mean reversion of stock pairs

    First, a quick nod to GoldTrader - your stuff over the years has always been excellent. Now, Martinghoul, it's my pleasure to prove you wrong :) I've seen you around, so I mean no disrespect! But there is in fact a very simple way to test two securities for cointegration. Check out this link on...
  3. A

    Programs with EasyLanguage

    I think TradersStudio, but I have never used it.
  4. A

    Developing an app for spreading

    The app is in development, but it's still at least a month away from completion. Yes, paying about 1.5k usd for TT, it's possible to save 18k usd a year. But it will of course have to be "good enough".
  5. A

    A surprise in the Oil futures prices

    That's right, it's the delivery at Cushing - there's just way too much WTI now.
  6. A

    How to plot inter product spread?

    If by plot you mean to chart it, you need to use a chart provider that allows you to create a custom instrument or chart a custom spread definition. Examples are eSignal, CQG, Investor RT, Sierra Chart etc etc.
  7. A

    Portion of FX in a portfolio?

    I'm trying to locate any background information/papers/analysis which looks at (and recommends) FX as part of an investment portfolio. I'm familiar with something from Deutsche Bank from a couple of years ago, but apart from that I find it hard to locate anything online - and I don't feel like a...
  8. A

    TV show about trading

    32x32=1024. Didn't any of you program the 8-bit Commodore 64?! sheesh
  9. A

    Thoughts for 2009

    I also think we're going to see a substantial bear-market rally in the first half, which should be shorted when it runs out of steam. However, if the dollar was to tank it really wouldn't matter if Dow went to 12k, now would it. So, the x-factor is forex in my opinion.
  10. A

    Applying game theory to arbitrage

    Thanks for that link, arabianights! Axelrod's work seems very interesting! My instincts are also leaning to a tit-for-tat solution as the most effective (profitable) one.
  11. A

    Applying game theory to arbitrage

    Here's a challenge for the best of the best: Let's say you have an arbitrage opportunity, appearing about 5-10 times an hour. From it's normal state of an arbitrage free equilibrium, the potential profit opportunity slowly starts becoming bigger and bigger. First, it moves beyond transaction...
  12. A

    DISCOUNTED USD AGAINST EURO, 15/10. is it a scam?

    The obvious thought that springs to my mind would be money laundering... Professional money laundering is always exchanging the dirty money for laundered money where you pay a premium.
  13. A

    Ecco

    Kyte had Ecco back during summer when I was talking to them. Eventually, I had to go with TT though. But I'm getting my own app (front-end) developed which is more customizable than what TT can do. As for Ecco, it's a nice suite but surprisingly expensive compared to X-Trader Pro - It really...
  14. A

    Developing an app for spreading

    Oh sure, after I've tested it myself I'd definitely be willing to trade my own money on it. I've worked a lot with software development over the years (although I haven't programmed for 20 years), so I'm feeling quite comfortable it's fully achievable. The MSFT/Bund is what locals should have...
  15. A

    Developing an app for spreading

    I'm thinking of getting an application developed, as it's impossible to find exactly what I want already existing (apart from high-end bank stuff such as Apama). I thought I'd throw it out here and see if I could get some feedback, ideas and perhaps a suggestion of a framework that could be used...
Top