Search found 5 matches

by orange
Sat Dec 13, 2008 12:09 am
Forum: Money Management
Topic: Quant/Quant-Discretionary Trading Dilemma
Replies: 14
Views: 8258

Hi CPTRADER,

I assume that your 100% quant strategy requires high capital because it utilises large stop losses.

If so, you may want to look at brokers offering futures CFDs where you can trade mini-contracts (0.1 of a point) and micro-contracts (0.01 of a point).
by orange
Mon Jul 28, 2008 5:02 am
Forum: Testing and Simulation
Topic: Slip and Commission
Replies: 23
Views: 21471

Now, with brokerage costs being lower, I think a $75 c/s figure is fairly accurate, and with more and more markets moving towards electronic execution, the slippage cost should, in theory, decrease as time goes on. Hi, I am curious why there is no mention of a bid/ask spread cost or has it been inc...
by orange
Tue Jun 10, 2008 7:37 am
Forum: Forex
Topic: Does anyone here use Oanda?
Replies: 2
Views: 4611

I like Oanda!

Hi levijean, During news and weekends, I will widen my stops in line with the increase in spread. There will be weekends when spreads will jump beyond expectation and trigger my stops prematurely. (Most likely accompanied by slippage!)* An example will be the weekend following the date of your openi...
by orange
Thu Jun 05, 2008 11:43 am
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11859

Hi Freeman,

Thank you for your reply and suggestion.


Feng
by orange
Fri May 30, 2008 9:43 am
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11859

Advanced MM algorithm vs Simple fixed fractional approach

Hi, I am a spot currency trader with less than 2 years of trading experience. I have a simplistic money management methodology. Having determined the optimal f for a system, I will risk fractional f for every trade. I am finding it hard to improve upon my fixed fractional approach. Am I correct to s...