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Feb
28
comment Price of Brent versus West Texas Intermediate
I looked at all sorts of schemes, both open ended and with a defined time frame. With all of the unknowns, the risk level was higher than what I normally mess with. So, I gave up. The spread is now 14.41.
Feb
26
comment Hedgefund-like behavior for covered call selling account?
I'd be careful mixing money and friends. You may end up with a choice of keeping one or the other. Common sense and logic aren't as common as you might think.
Feb
24
answered How do I incorporate time-variability in a pair trading framework?
Feb
24
comment Price of Brent versus West Texas Intermediate
The slop in option prices would force me to pick a time frame. I'm a bad time picker. The above spread was 13.23. It is now 15.01. Any "mean reversion" bet set yesterday is under a lot of water today.
Feb
23
comment Price of Brent versus West Texas Intermediate
WTI costs less to refine and "normally" costs a little more than Brent. A few months ago, as WTI stocks rose in Oklahoma, WTI's price dropped below Brent. With the current entertainment in the Middle East, there appears to be enough WTI. However, with the possibility of a loss of suppliers (that price with Brent), the price of Brent is moving up. Common sense says this will reverse, but when? And how? Is there a reasonable way to take a shot without getting your clock cleaned?
Feb
23
awarded  Student
Feb
23
asked Price of Brent versus West Texas Intermediate
Feb
21
revised What is a good broker for HFT?
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Feb
21
revised What is a good broker for HFT?
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Feb
21
comment What is a good broker for HFT?
@user40 You might want to rephrase the question as a Medium Frequency Trade. The term HFT has a fairly specific meaning. As far as a faster-than-IB retail platform goes, I'm not aware of any.
Feb
21
answered What is a good broker for HFT?
Feb
18
answered Innovative ways of visualizing financial data
Feb
18
answered How useful is the genetic algorithm for financial market forecasting?
Feb
16
revised Digital Signal Processing in Trading
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Feb
16
awarded  Supporter
Feb
16
awarded  Editor
Feb
16
revised Digital Signal Processing in Trading
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Feb
16
answered Digital Signal Processing in Trading
Feb
15
awarded  Teacher
Feb
14
answered What are the major models for energy derivatives, particularly electricity derivatives?