Futures Magazine October 01, 2009
Cover Story
Energy outlook: Crude correlations and what comes next
Want to know where crude oil is headed next? Look to equity markets and the U.S. dollar.
Trading Techniques
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Short volatility trading in extreme markets
We examine volatility selling strategies with a discussion of the criteria that work.
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Learning to trade: It's academic
The four-hour vs. one-hour girth model for trading currencies incorporates volatility, momentum and velocity. We discuss a program that teaches the girth model and how the model can be used to manage a currency portfolio prudently.
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How to build automated systems
Key to any survival guide for trading is the ability to build and automate a trading system, particularly in the fast paced world of forex.
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Managing and profiting on volatility
Volatility is the one component of the marketplace in the past year that has threatened a trader’s survival more than anything else. Here are some tools for managing volatility risk.
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Strangling money out of metals
You don’t have to run from the volatile precious metals markets. With this classic options trade, you can profit regardless of which way the market moves, as long as it moves.
Forex Trader
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Forex fundamentals are multidimensional
Currency movements reflect multiple dimensions of the world economy.
Futures 101
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Using momentum analysis to predict price change
Momentum analysis assumes the current velocity of price change offers insight into the future direction of price change.
Editor's Note
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Wasted energy
Congressmen should stop blaming the economy's failure on oil speculators.
Book Reviews
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The Daily Trading Coach: 101 Lessons for Becoming Your Own Trading Psychologist
A review of a book on trading psychology.
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Forex Patterns & Probabilities: Trading Strategies for Trending and Range-Bound Markets
A review on a guide to forex trading.
Market Analysis
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How aggressively will the Fed tighten?
When will the Federal Reserve start to tighten credit?
Managed Money
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JWH offers new Vision
John W. Henry and Vision Financial Markets LLC have teamed up to launch the JWH Vision Program.
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Hot new CTAs: Two programs to watch
Emerging managers tend to be non-correlated to established CTAs and are looking to provide diversification in styles. Here are a couple of managers to tab for the future.
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The Ulcer Index: A better measure of risk
If you want to achieve returns with the least amount of pain, focus on the Ulcer Index of your strategies.
Options Strategy
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Executing a butterfly put spread
Butterfly put spreads can help you profit in a volatile market.
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Getting your fill: Option spreads
Here are some ways to enter spread orders that can shave ticks on execution and give you an edge.
New For Traders
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New for traders: Commodities
New commodities products.
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New for traders: Forex
New forex products.
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New for traders: Technology
New technology products.
People
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O'Connor named CTO at DTCC
Bridget E. O’Connor was named managing director and chief technology officer at the Depository Trust & Clearing Corporation.
News
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Regulators hold hands
Industry leaders testified before the CFTC and SEC about how the financial regulatory landscape should be altered.
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CFTC changes COT report
The CFTC began disaggregating data in its weekly Commitments of Traders report.
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Swift action on no-action letters
The CFTC withdrew two no-action letters that provided relief from Federal agricultural speculative position limits.
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No more maker taker?
The Boston Options Exchange pulled the plug on its maker taker pricing on all Penny Pilot options classes.
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Chartview: COT Reports: Same data, new outlook
A look at the new detail provided in the CFTC's new Commitment of Traders reports.
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NYSE Euronext acquires Nyfix
NYSE Euronext announced it would acquire technology company Nyfix.
Current Analysis
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Corn futures slammed
The outlook for corn is bearish through the end of the year.
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The euro: How high will it go?
The dollar will determine where the euro is headed next.
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Nasdaq 100 soars
E-mini Nasdaq 100 has climbed in September.
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Gold and copper: A tale of two metals
A weak dollar could continue to drive metals markets.
Trader Profiles
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Matthews' new program minty fresh
As emerging commodity trading advisors go, few have anything on Peter Matthews.
CTAs
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Top CTAs July 2009
Top CTAs July 2009
Hedge Funds
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Hedge funds August 2009
Hedge funds August 2009
