Recent content by Dragunov

  1. API Weekly Statistical Bulletin anyone?

    Darn, I actually contemplated on following the EIA data release, and short selling at 97.5 . I guess I dodged a bullet.. >_<"
  2. API Weekly Statistical Bulletin anyone?

    Kind of.... they're correlating it with the steep increase in consumption. Oh btw, im trading as an individual, not for a corporation. I'm a power trader by profession. Just doing WTI as a hobby (i kinda suck at it). I'm based in southeast asia (won't specify country unless in PM)
  3. API Weekly Statistical Bulletin anyone?

    Thanks darth, I get the EIA data every wednesday (about an hour ago). Then I realize that the market somehow considered the API data. Although Ill take your word on it. Is reuters giving out the API data on tuesdays too?
  4. API Weekly Statistical Bulletin anyone?

    Guys this is driving me crazy. I can't seem to find out how to subscribe to API's weekly publication that shows the status of the US crude inventories. I've tried the API website and all it does is lead me to an outsourced subscription provider that won't allow for electronic copies unless you...
  5. Replication NatGas (HH NYMEX) Future to reduce roll losses

    Hi, Have you tried using ERCOT On-Peak power prices? They should have high correlation with Nat Gas prices. Just a thought >_<
  6. Financial news database in C#

    Hey guys, I don't know of any financial news databases. However, I've been gathering daily local energy news for my trading operations for over a year now (on-and-off). I'm using YahooPipes to aggregate feeds/parsed website info from all the relevant news sites, regulatory websites, blogs...
  7. MSSQL vs Oracle SQL

    Tangential topic.:coffee: I was tinkering with a test Oracle system one time, and found out that if you create two triggers that "listened" for any DDL statements (i.e. DROP,ALTER) targeted at any of the triggers and prevented them from happening, you can create a virtually indestructible...
  8. Risk Management?

    Hallo Zeuge, From my experience, programming and development of software should be conducted by programmers with the aid of the risk managers themselves. However, you'll quite often find your department on a tight budget and not permissive in getting the right kind of tools to quantitatively...
  9. Gaussian Copula in Excel

    Yo. I'm gonna shotgun answer this without looking too much into details (sorry) 1. Is your code for cholesky decomposition returning the correct coefficients? There is a method to check for this.
  10. ARIMA model to forecast a stock price

    I would like to add some thoughts on OP's 1st question: >in which case should we analyze a stock price or logarithm transformation of stock price. and what about other economic/financial data such as GDP, interest rate, exchange rate? which is the rational? If you wish to use other data as...
  11. Historical Power Prices

    nice find, are you an energy trader too? :P
  12. Quant Finance on Stack Exchange

    Cool! Contributin'
  13. Starting Crude Oil and Coal Technical Analysis

    I'm sorry guys, but the topic is gonna have to take a backseat for now. I'm tied up till feb. 11 (last day of questions submission for GARP ERP exams). o_o so hard to think of questions...
  14. Starting Crude Oil and Coal Technical Analysis

    Thanks. I'm in the process of absorbing your reply message. :-)
  15. Starting Crude Oil and Coal Technical Analysis

    Hi Tobias :-) There are, we call them bilateral contracts in our market. (Philippine Luzon grid) True. I use two tools for this. One of them was designed by IAEA, it's called the W.A.S.P.-IV (proprietary optimization software for power grid expansion and costing) I think i'm at that...
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