November 2006

Does Canada Belong To The Emerging Markets?

Trading a platinum-gold seasonal spread

Cointegration of OIH with spot oil price

Extended analysis of energy futures

Extended analysis of energy futures and stocks arb...

Email subscription to my blog now available

Correction: Maximizing Compounded Rate of Return

Reader suggested a possible trading strategy with ...

GLD-GDX spread reverted to 0 this morning

An updated analysis of the arbitrage between gold and miners

An updated analysis of the arbitrage between gold ...

A commodities fund manager's comments on gold vs g...

Are political futures markets really predictive?

Is political futures markets really predictive?

Cointegration is not the same as correlation

Gold vs. gold-miners: another arbitrage opportunit...

An update on the energy stocks vs futures arbitrag...