Recent content by gbr128

I think the line in question should begin at the value of a+b for the regression covering the period 13:32-13:51. Not quite sure why you're regressing the 20-point period before the period you're interested in.

Profittaker: I've been reliably told that the credit you receive on a future when it rises and the interest you then receive on that credit will result in you getting more than 10% if the underlying rises 10%. Likewise if it falls 10% the trader will need to pony-up more margin on which they...

So assuming the the distribution of returns over the lifetime of the option is symmetrical (if not normal, see another thread for that) then the puts that have the best chance of heading towards 0 value are those furthest from the money, but you'll have to sell a shedload to make the same...

Ok, firstly futures aren't necessarily Delta-1. If you're looking for a perfect hedge then you should bear this in mind. Can run up to 1.25... Secondly, if you're short a put the only hedge you can get to ameliorate all exposures is to buy a put. If you short a call (let's assume same expiry...

Has anyone had any success in getting CMC Deal4Free prices into a spreadsheet in real time? Or in any other program than Market Maker?

New Concepts in Technical Trading Systems by Welles Wilder Jnr. is a good place to start. Have also seen a summary on the net so Google may be able to turn something up. Have been thinking ogf using ADX in a trend-following system I'm planning (i.e. when to be in or out of the market depending...

Wilder [1] invented the RSI indicator and presented it in New Concepts in Technical Trading Systems. His method uses a smoothing measure which reduces the noise in a signal but requires a decent amount of back-data before a sensible result can be got (to match the Bloomberg 9-day RSI you need 6...

Thought I knew.... but edited it 'cos I was well wrong!

"All things being equal, Gamma tends to increase as you approach expiry" Gamma will rise sharply for at-the-money options approaching expiry, but will fall away sharply for either in-the-money or out-of-the-money options. There's a chart in Natenberg which shows this along with many others...

Why in the world have you got +DI in red and -DI in green? Confused the life out of me for a while there.... I would have thought +DI in blue and -DI in red would make more sense.... ?

www.londonstockexchange.com

I've dealt with CMC/deal4free for UK stocks in the past and for my purposes they were fine (FTSE100 members). Am thinking about dipping my toe into the US market (S&P500 members this time) and was wondering if any of the companies had better coverage than CMC? I'm expecting to be trading up to...

Not yet. If things go as planned then I expect I'll be comparing them in a couple of weeks as I'm hoping to start up a US-based system and would be very happy to get free data. Will let you know.

I compared a month's Vodafone data between Bloomberg and myTrack once. The only thing they had in common was the closing price. I also check the LSE pages for the end-of-day figures on a couple of occassions and found myTrack to disagree with those too. I can only imagine Yahoo is at best as...

Wouldn't it be better to spend the money on an MSc (presuming you don't have one) and then use that an an inroad to a well-paid job for a bank or pension fund or a hedgie? I'm very debt-averse so just my 2p's worth.