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Quantitative Trading

Quantitative investment and trading ideas, research, and analysis.

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...
Stock Quote or
Examples
Morpheus Trading - Thu Sep 04, 2008 04:34AM
NOTE: Please click on the charts below to enlarge them if [read more]
Morpheus Trading - Tue Sep 02, 2008 05:21AM
NOTE: Please click on the charts below to enlarge them [read more]
Morpheus Trading - Fri Sep 05, 2008 06:58AM
NOTE: Please click on the charts below to enlarge them if [read more]

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