TheStocksBook
The market wanderings of Robert Spence
Black Box Testing
22 Apr 2010I think i’m off to a pretty good start… you be the judge 
These are the results from one of the automated trading systems that I am in the process of beta testing. Clicking on the picture of the equity curve will take you to the detailed trade statement. The next step is to link it with the blog so that it will update in real time and continue to improve entries and exits. Onward.
Market Internals
16 Feb 2010Market internals are quite strong today. We are at the highs of the trading session. 451/36 Advancers to decliners on the S&P 500. Buying volume is 10 times selling volume.
There is a definite return to risk taking today. The only thing that is concerning to me is the VIX is only down 1%… That doesn’t seem like a confirming signal to me.
Euro, Aussie are trading broadly higher, British Pound mixed, US Dollar lower, Yen lower
Trading: USDCAD & USDCHF
In: Trades
15 Feb 2010Long 10000 USDCAD @ 1.05206
Short 10000 USDCHF @ 1.07888
- No Comments
- Tags: Statistical Arbitrage, Trades, USDCAD, USDCHF
Trading: EURUSD & NZDUSD
In: Uncategorized
15 Feb 2010Long 10000 EURUSD @ 1.36001
Short 10000 NZDUSD @ .69755
- (2) Comments
- Tags: EURUSD, NZDUSD, Statistical Arbitrage, Trades
Trading: EURUSD & AUDUSD
In: Trades
15 Feb 2010Long 10,000 EURUSD @ 1.36001
Short 10,000 AUDUSD @ 1.05206
- No Comments
- Tags: AUDUSD, EURUSD, Statistical Arbitrage, Trade
Portfolio Exposure
In: Trades
12 Feb 2010+20000 EURUSD @ 1.36739
-10000 USDCHF @ 1.07177
+20000 GBPUSD @ 1.56618
+10000 USDCAD @ 1.05131
-30000 AUDUSD @ 0.88854
-10000 NZDUSD @ 0.69719
- (1) Comment
- Tags: AUDUSD, EURUSD, GBPUSD, NZDUSD, Statistical Arbitrage, USDCAD, USDCHF
Trading: USDCAD & USDCHF
In: Trades
12 Feb 2010Long 10000 USDCAD @ 1.05131
Short 10000 USDCHF @ 1.07177
- (1) Comment
- Tags: Trade, USDCAD, USDCHF
Trading: EURUSD & NZDUSD
In: Trades
12 Feb 2010
- No Comments
- Tags: EURUSD, NZDUSD, Trade
Trading: EURUSD & AUDUSD
In: Trades
12 Feb 2010Long 10000 EURUSD @ 1.36739
Short 10000 AUDUSD @ 0.88782
- (3) Comments
- Tags: AUDUSD, EURUSD, Trade
Trading: GBPUSD & AUDUSD
In: Trades
12 Feb 2010Long 10000 GBPUSD @ 1.56857
Short 10000 AUDUSD @ 0.88909
- No Comments
- Tags: AUDUSD, GBPUSD, Trade
About TheStocksBook
My name is Robert Spence and this is my blog. I am currently a student at the University of Pittsburgh studying Economics. This site is devoted to my development as a trader. I have been trading U.S. equities and options since 2005, and FOREX pairs since October 2008. My goal is to run my own Global Macro Hedge Fund in the not so distant future.
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