The archive in 2010 · TradersWeek

Skip to main content

C02Cross-pair correlation regimes in uncertain marketsIntermarket and spreads C02Building loss limits from the parabolic stop-and-reverse plotStops and loss limits C03Relative liquidity ranking for futures contract selectionLiquidity and costs C05A liquidity filter for executable futures contract selectionLiquidity and costs C06Screening futures by liquidity, open interest, and equal-dollar sizeLiquidity and costs C07Ranking futures liquidity for executable contract choiceLiquidity and costs C09Liquidity and open interest screens for futures selectionLiquidity and costs C12Treat a market as a transfer device before completing a price pathTime series and forecasting C12Ranking futures by open interest and equal-dollar liquidityLiquidity and costs