<?xml version='1.0' encoding='UTF-8'?><?xml-stylesheet href="http://www.blogger.com/styles/atom.css" type="text/css"?><feed xmlns='http://www.w3.org/2005/Atom' xmlns:openSearch='http://a9.com/-/spec/opensearchrss/1.0/'><id>tag:blogger.com,1999:blog-3965329713014965566.post4966853114431603252..comments</id><updated>2010-03-07T00:39:53.815-08:00</updated><title type='text'>Comments on Max Dama on Automated Trading: A Rare Pure Arbitrage</title><link rel='http://schemas.google.com/g/2005#feed' type='application/atom+xml' href='http://www.maxdama.com/feeds/4966853114431603252/comments/default'/><link rel='self' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default'/><link rel='alternate' type='text/html' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html'/><author><name>Max Dama</name><uri>http://www.blogger.com/profile/12948829617916062149</uri><email>noreply@blogger.com</email></author><generator version='7.00' uri='http://www.blogger.com'>Blogger</generator><openSearch:totalResults>4</openSearch:totalResults><openSearch:startIndex>1</openSearch:startIndex><openSearch:itemsPerPage>25</openSearch:itemsPerPage><entry><id>tag:blogger.com,1999:blog-3965329713014965566.post-1331477663388084988</id><published>2010-01-20T07:43:16.546-08:00</published><updated>2010-01-20T07:43:16.546-08:00</updated><title type='text'>hehe I posted that a while ago on NP: 

http://www...</title><content type='html'>hehe I posted that a while ago on NP: &lt;br /&gt;&lt;br /&gt;http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=136953&lt;br /&gt;&lt;br /&gt;its easy to find such opportunities structurally. we have a couple of systems set in place for this purpose</content><link rel='edit' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/1331477663388084988'/><link rel='self' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/1331477663388084988'/><link rel='alternate' type='text/html' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html?showComment=1264002196546#c1331477663388084988' title=''/><author><name>Nik</name><uri>http://www.blogger.com/profile/10935400912444800902</uri><email>noreply@blogger.com</email></author><thr:in-reply-to xmlns:thr='http://purl.org/syndication/thread/1.0' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html' ref='tag:blogger.com,1999:blog-3965329713014965566.post-4966853114431603252' source='http://www.blogger.com/feeds/3965329713014965566/posts/default/4966853114431603252' type='text/html'/></entry><entry><id>tag:blogger.com,1999:blog-3965329713014965566.post-3298932362575442805</id><published>2010-01-20T05:19:13.047-08:00</published><updated>2010-01-20T05:19:13.047-08:00</updated><title type='text'>Anon,

A friend emailed me about it as it was happ...</title><content type='html'>Anon,&lt;br /&gt;&lt;br /&gt;A friend emailed me about it as it was happening. &lt;br /&gt;&lt;br /&gt;I shorted PGM and tried to go long PTM but my limit order wouldnt get filled because the spread was so wide, so I ended up longing SLV which is very liquid and looked like it moved very similarly. PGM was hard to borrow, it took me about 30min of repeatedly submitting the order to get it through.&lt;br /&gt;&lt;br /&gt;Regards, &lt;br /&gt;Max</content><link rel='edit' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/3298932362575442805'/><link rel='self' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/3298932362575442805'/><link rel='alternate' type='text/html' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html?showComment=1263993553047#c3298932362575442805' title=''/><author><name>Max Dama</name><uri>http://www.blogger.com/profile/12948829617916062149</uri><email>noreply@blogger.com</email><gd:extendedProperty xmlns:gd='http://schemas.google.com/g/2005' name='OpenSocialUserId' value='17229209747989421341'/></author><thr:in-reply-to xmlns:thr='http://purl.org/syndication/thread/1.0' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html' ref='tag:blogger.com,1999:blog-3965329713014965566.post-4966853114431603252' source='http://www.blogger.com/feeds/3965329713014965566/posts/default/4966853114431603252' type='text/html'/></entry><entry><id>tag:blogger.com,1999:blog-3965329713014965566.post-6257205579957146164</id><published>2010-01-19T23:19:53.829-08:00</published><updated>2010-01-19T23:19:53.829-08:00</updated><title type='text'>it looks very beautiful</title><content type='html'>it looks very beautiful</content><link rel='edit' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/6257205579957146164'/><link rel='self' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/6257205579957146164'/><link rel='alternate' type='text/html' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html?showComment=1263971993829#c6257205579957146164' title=''/><author><name>Kou S</name><uri>http://www.blogger.com/profile/04775945622282046837</uri><email>noreply@blogger.com</email></author><thr:in-reply-to xmlns:thr='http://purl.org/syndication/thread/1.0' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html' ref='tag:blogger.com,1999:blog-3965329713014965566.post-4966853114431603252' source='http://www.blogger.com/feeds/3965329713014965566/posts/default/4966853114431603252' type='text/html'/></entry><entry><id>tag:blogger.com,1999:blog-3965329713014965566.post-3312418060873040423</id><published>2010-01-19T12:35:16.919-08:00</published><updated>2010-01-19T12:35:16.919-08:00</updated><title type='text'>very cool max. Out of curio how did you find this,...</title><content type='html'>very cool max. Out of curio how did you find this, do you have code that always scans?&lt;br /&gt;&lt;br /&gt;Also what trade do you apply, go long PTM and short PGM or something else?</content><link rel='edit' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/3312418060873040423'/><link rel='self' type='application/atom+xml' href='http://www.blogger.com/feeds/3965329713014965566/4966853114431603252/comments/default/3312418060873040423'/><link rel='alternate' type='text/html' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html?showComment=1263933316919#c3312418060873040423' title=''/><author><name>Anonymous</name><email>noreply@blogger.com</email></author><thr:in-reply-to xmlns:thr='http://purl.org/syndication/thread/1.0' href='http://www.maxdama.com/2010/01/rare-pure-arbitrage.html' ref='tag:blogger.com,1999:blog-3965329713014965566.post-4966853114431603252' source='http://www.blogger.com/feeds/3965329713014965566/posts/default/4966853114431603252' type='text/html'/></entry></feed>