Search found 5 matches
- Wed May 05, 2010 9:42 pm
- Forum: Futures Markets
- Topic: Eurozone HICP Index - anyone trade this?
- Replies: 0
- Views: 3004
Eurozone HICP Index - anyone trade this?
A strange contract this, with prices sort of 'discrete' rather than 'continuous'. Volume/OI figures look very sparse. In testing I discovered that, due to the flat nature of the prices, you can end up with some interesting position sizes when using past (recent) volatility to set the betsize. I've r...
- Mon Apr 26, 2010 11:04 pm
- Forum: Testing and Simulation
- Topic: Correlation - Inputs vs. Outputs
- Replies: 10
- Views: 6949
- Mon Apr 26, 2010 10:03 am
- Forum: Testing and Simulation
- Topic: Correlation - Inputs vs. Outputs
- Replies: 10
- Views: 6949
causal links between markets come and go. you know better than a stat tool when things are linked or not. Perhaps. But is causation the main issue? To my mind, if we use correlation measures as a tool to control risk, for example, it doesn't matter whether a price move in one instrument causes a pr...
- Thu Apr 15, 2010 10:10 pm
- Forum: Stocks
- Topic: Can you google this for me?
- Replies: 2
- Views: 7210
- Thu Apr 15, 2010 7:48 pm
- Forum: Stocks
- Topic: Where to find the constituents of indexs?
- Replies: 3
- Views: 7392
Here's the Hang Seng.
http://www.hsi.com.hk/HSI-Net/HSI-Net
The others should be fairly quick to google. Cheers
http://www.hsi.com.hk/HSI-Net/HSI-Net
The others should be fairly quick to google. Cheers