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<DIV><FONT color=#000000 size=2>Hello all,</FONT></DIV>
<DIV><FONT color=#000000 size=2>I am looking for a formula for least square-best
fit. If anyone has an ela that would be better, however,</FONT></DIV>
<DIV><FONT color=#000000 size=2>I think I may be able to get expression into
code if I can find the formula. I am trying to develop a stop method based
on</FONT></DIV>
<DIV><FONT color=#000000 size=2></FONT><FONT size=2>expected movement from a
bound range when counter trend trading in a sideways market. </FONT></DIV>
<DIV><FONT color=#000000 size=2>Thetas a mouthful, but you get the idea.
</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2>Andrew</FONT></DIV>
<DIV><FONT size=2></FONT> </DIV>
<DIV><FONT size=2><FONT color=#000000>Ps</FONT>.</FONT></DIV>
<DIV><FONT color=#000000 size=2>To everyone that sent e-mails about downing
futures, I am trying to respond to you all.</FONT></DIV>
<DIV><FONT color=#000000 size=2>I am surprised at the number of e-mails I
received asking specific questions. </FONT></DIV>
<DIV><FONT color=#000000 size=2>I guess there are few brokers that really stand
out. If I have not gotten </FONT></DIV>
<DIV><FONT color=#000000 size=2>back with you, hang in there, I will try to get
to everyone before Tuesday. </FONT></DIV></BODY></HTML>
</x-html>From ???@??? Sat Jul 03 16:26:16 1999
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From: "BrentinUtahsDixie" <brente@xxxxxxxxxxxx>
To: "Real Traders Forum" <realtraders@xxxxxxxxxxxx>
Subject: FUTR: T-Bond observations
Date: Sat, 3 Jul 1999 15:42:29 -0600
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Status:
There seems to be a substancial Real Trader interest in trading Treasury
Bonds. I've noticed that the bonds are something of a different animal. My
knowledge of the bonds is very superficial but here is a few things I've
noticed.
Where as most commodity contracts have some positive time premium difference
between contract months the bonds usually or always have a negitive time
premium between contracts. Why that is, I'm not sure unless it has something
to do with the cost of interest over time.
The bonds seem to have an effect on all other trading instruments, from
stocks to grains. I think this must be because most business, including
farming involves the use of borrowed money, the cost of financing, and the
return on interest sensitive investments.
The bonds don't seen to have very substancial participation in back months
judging from the number of days that have no range, but they have very
substancial liquidity in the front month.
Any other questions or observations about T-Bonds are welcome.
Brent
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