NexusFi - Search Results

Showing results 1 to 10 of 10
Search: Posts Made By: wldman

Forum: NinjaTrader

November 16th, 2012, 09:20 AM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Guys...

entire crew here knocked down with a brutal cold...I'll be back on this next week. Dan

Forum: NinjaTrader

November 13th, 2012, 02:17 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Hi..

artemiso

I know you can bring great insight here. Please jump in. This is a no hassle zone. DB

Forum: NinjaTrader

November 13th, 2012, 02:16 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Yes, I think..

the delta between two symbols would be a good place to start. I'm thinking about if the delta needs to be ratioed at this point..or ever. The idea is to keep the long and the short dollar neutral. Is...

Forum: NinjaTrader

November 13th, 2012, 01:31 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Agreed..

much easier on a correlated pair...its been years but the site we used to find individual equities was impactopia dot com. I wonder if that is still available. It might make for a good illustration...

Forum: NinjaTrader

November 13th, 2012, 01:23 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

individual charts

So I wonder what a ratioed symbol plotted on a single chart would look like. Could you trade that a la reversion to the mean?

http://screencast.com/t/VRkakyOzQ

Forum: NinjaTrader

November 13th, 2012, 01:17 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Okay

vvhg

I'm sure that it exists out there in great frequency, for that matter. Is there more value in using a model or in building one?

How would we find the relationship of period closing prices...

Forum: NinjaTrader

November 13th, 2012, 12:17 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Yes

Xav1029 that is correct.

Forum: NinjaTrader

November 13th, 2012, 12:15 PM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Hi Victor..

In want everyone to reply that feels inclined to do so. Did not mean to limit response but rather to condition readers to remain readers if there where others more able pitching in. That was an...

Forum: NinjaTrader

November 13th, 2012, 11:12 AM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

Been looking at usa/cad versus eur/usd...

Typically you apply a factor to obtain a ratio. For discussion here you could use cad x 1.2 or euro x .8. In other platforms it is as simple as typing the equation in to the quote field. Stronger...

Forum: NinjaTrader

November 13th, 2012, 11:01 AM

Replies: 22

stats arb on NT

Views: 8,060

Posted By wldman

stats arb on NT

Has anyone experienced in statistical arbitrage ever though about the best ways to look at that in NT?

Showing results 1 to 10 of 10

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Limited trading instruments
High platform usage fees
Lack of support or mentorship
Unrealistic rules and requirements
No significant challenges
Something else (discuss in thread)

View Results Discuss Poll