Mark Brown

OddBall Systems

 

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ICQ 65956237

oddballsystems.com@BitWine
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Arbitrage models
Arbitrage Systems - client login

Risk Arbitrage - (commonly called spreads) on the European debt and equity markets.  These financial instruments have been selected because of electronic order execution, high liquidity, low tick size, and the lack of emotional volatility commonly experienced in American Exchanges.

Technical advances allow us to show you the trades real time for two weeks which comprises ten trading days. You will see where the trade is entered, how we add positions if appropriate, how and where we take profits. and the risk parameters we take per position.  The system trades at night from 1:00AM to 12:00 noon CST and updates every 30 minutes.  Nothing is delayed and you see what we see.  You're welcome to take a trade and/or compare our signals it with any data feed, or system vendor you choose.

Subscriptions - Li0090- Monthly rate -
Eurex Fixed Income Derivatives  - -
Euro Bund Future vs Euro Bobl Future - -
Euro Bund Future vs Euro Schatz Future - -
Euro Bobl Future vs Euro Schatz Future - -
Eurex Equity Index Derivatives - -
Dax® Future vs DJ Euro Stoxx 50 Future - -
CME Equity Index Derivatives  - -
E-mini NASDAQ-100 vs E-mini S&P 500 - -
 

The definitions for the headings of the trade table you are about to view are as follows.  To view the hourly trade by trade summary click on the -1 or 1 position. 

Date, Time, Position, Model Number, 1st commodity symbol, 1st commodity price, 2nd commodity symbol, 2nd commodity price, Position Profit/Loss.

Be sure to click on the position denoted by -1 and or the 1 column you see in the table that will show a trade by trade. basically these are green for long the spread and red for short the spread.  Make note of the last column which is the p/l.  Make note of how often you see any lost which will have a - in front of the amount.  Remember the color of the table is not the p/l green for a profit and red for a loss, not the case it is green for long the spread (buying the first contract and selling the second) or red for selling the spread (selling the first contract and selling the second).

Just remember the basic is red is short the 1st commodity and long the second and green is long the 1st commodity and short the second a loss will be displayed in the p/l with a - in front of it.

Below are the heading definitions, hourly trade by trade summary click on the -1 or 1 position. 

Date
Time
Position
Model Number
1st commodity symbol
1st commodity price
2nd commodity symbol
2nd commodity price
D = contract euro/dollar difference between the two contracts
-L = open loss amount
-P = open profit amount
$C = last position p/l
+NC = positive net change and the value
-NC = negative net change and the value
-SD = standard deviation negative
+SD = standard deviation positive
P1,2,3,4,5,6,7,8,9 etc. = profit levels to take off winners
+RL reenter long position
-RS = reenter short position
+Long Position = new long position
-Short Position = new short position


* = start of new session just scattered throughout the log file.

 

 

   

 
 
 

 


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The intuitive mind is a sacred gift and the rational mind is a faithful servant. We have created a society that honors the servant and has forgotten the gift. - Albert Einstein