question tax for non resident

Please, I am a bit trouble with a few tax issues, could anybody help me?
I am australian, but non resident for tax purpose and investing/small time trading on the ASX (internet trading). I am still using my parents' australian address for corespondent purpose. I read once that there's no CGT from share investment for non resident, but do I have to submit income tax return for my trading? I usually hold my stocks for over 2 months average, and make in average 5 trades a month.
Thanks.