Recent content by CG - Stock Trader

Hi All, Seeing if anyone is able to help me double check my Sharpe ratio calculations. For an example I've taken the daily returns of the S&P 500 Index (Data downloaded from Yahoo finance) from 1st February to 29th April (The time period i'm looking at). For the risk free rate i'm using 0.16%...

Your values for the index's seem way off, or have I missed something? For example the S&P 500 is at $2080 today but you have it at $1883?

Yes they seem to be quite an active group (100+ members), I may well meet up in the future with them. Not that equities would be more popular per se, more that London is just such a bigger city for finance and therefore has much more firms that trade in equities compared to Dublin...

US stocks are my only focus going forward. Concentrate on small to mid caps predominately, also use options either as a directional call with limited downside or a hedge. I occasionally enter arbitrage positions/hedged strategies on the rare occasions where they exist at a wide enough level to...

Happened to me last week with ACI. Was short and they filed for ch 11. A number of things happened 1. Trading was halted for the full day that they announced 2. Trading moved onto the OTC markets (pink sheets) with a new trading ticker. 3. Couldn't deal on the online platform, had to ring up...

Hi Luidin, I'm a home based trader, concentrating on equities. Relatively new to trading, was spreadbetting full time for a number of months. Results were encouraging so i'm gearing up and changing over to a 'proper' broker. This will give me more access to different strategies I want to...

The arb I was trading tightened nicely, currently a 15% difference between the two classes vs as high as 25% less than two weeks ago. I sold out slightly too soon as I wanted to book a quick profit, was caught off guard by the speed of the tightening. I'll be glad to get back in if it widens...

Have continued scaling into this today as the spread widens. Spread is currently €25 between the common and preferences.

Anyone looking at shorting the common and going long the preferred? Just entered one today, with a spread of €21.76 between the two (20% + difference) Both common and preferred have the same economic rights, and traded practically at parity prior to this crisis. I plan on getting out when the...