Search found 6 matches

by AbsoluteReturn
Mon Sep 27, 2010 12:40 am
Forum: Testing and Simulation
Topic: Measuring your correlation to professional futures traders
Replies: 56
Views: 23621

@Chris67

Is the "Lawrence Clarke long term trend followers index" updated regularly anywhere on the internet? A google search didn't help to find anything about this index.
by AbsoluteReturn
Mon Aug 03, 2009 1:07 pm
Forum: Stocks
Topic: Historical NYSE open prices
Replies: 6
Views: 6542

Eric,

are the stocks you trade listed at NYSE or Nasdaq? May be there is a difference in execution the orders at the open.
by AbsoluteReturn
Tue May 27, 2003 4:25 pm
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 24653

Could anyone tell us, if Tom Basso's booklet where he disclosed his position sizing strategy is still available?
by AbsoluteReturn
Mon May 05, 2003 4:48 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52391

Thank you very much for this detailed information.

Good luck and good trading.
by AbsoluteReturn
Mon May 05, 2003 11:19 am
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 52391

To c.f., Thank you very much for your contribution from April, 29 about limiting risk in correlated positions. I think, you've presented some very interesting test results: Test One – Correlation Limits Return 41.5% MAR 1.57 Max Drawdown 26.50% Test Two – NO Correlation Limits Return 39.1% MAR 1.11 ...
by AbsoluteReturn
Mon Apr 28, 2003 12:56 am
Forum: Testing and Simulation
Topic: System Diversification
Replies: 11
Views: 7692

GEKKO, Could you please tell us, if I understand you correctly: You have retrurned 80% in the first year and after this you are trading now 12 times the number of contracts you have traded at the beginning? This seems to be an enorous increase! Could you say us something about your position sizing? ...