S&P Trading Model - Quite Technical - Meet the Competition

[DcifrThs]

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1. I started doing volume analysis on the CBOT Bond Futures during the late 70's.

2. Have you ever seen ANYONE post commercial trading results for the public to see? I also will not.

I believe my posts present information not generally available to the public. My purpose here is to discuss/share and in some cases mentor.

I might even give away an egg or two but the goose is mine and it is not for sale or lease.

This isn't about the TED spread.

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how would anybody be able to recursively construct anything based solely on your return stream.

i basically wanted to see the information ratio you generated as well as the overall return stream and analyze any and all of the big jumps and basically look into it.

it wouldn't be giving the goose away at all. look at teh CSFB tremont index. there are some of the most sccessful hedge fund return streams.

i'm asking because i'm curious. if you want i'll sign an NDA and you can email it to me b/c i like looking into this stuff.

i don't see the harm in posting a return stream since a) you can't determine total returns to capital based on it, and b) you can't reconstruct your trading system based onit.

i also don't get the comment about the TED spread? did i miss a post on it or something?

Barron