LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | To the questions from John: Yes, long and short on futures. Futures can be shorted in an IRA. The Port Sim was based on about 32 or 33 distinct symbols. All continuous contracts. Since individual contracts do not have enough history I tested 10 years of two types of continuous contracts to see the difference because these are "synthetic" constructs of price. Only one is in the Port Sim evaluation. Interestingly I found over 170 futures that have a 90% or greater correlation to the Bloomberg Commodity index and about 350 equities that have > 90%. The choices are enormous. Currently I am thinking that I want to get more granular and find correlated indexes for seven different classes of futures/commodities. LearnerGuru: I was using OT back when they had futures data. I spent a couple years day-trading futures and learned that, for me, EOD is preferable. If I were going to start futures I would only use EOD. The OT EOD package ($295) will do stocks and futures. Of course, you have to add a futures data feed. I'm getting very good EOD data for about $35/month. I also don't see autotrading or even placing trades through the broker connection as OT is right now. I have IB TWS running and will manually place trades in IB since I am translating and using some discretion to trade front month futures contract. I recently went back to futures so this is still all under test. ATM inspired me as a new way to analyse futures and it is the project dujour for now. The more the merrier! | |
