Search found 15 matches

by JAM
Fri Dec 30, 2005 8:42 am
Forum: Testing and Simulation
Topic: Triple Moving Average vs. All The Others
Replies: 40
Views: 30973

Okay, I will bite. How much is it worth to you for me to peform these calculations on the software I purchased? I am more than willing to do as many calculations as you like, for the right price. Alternatively, you could just buy the software yourself...but if you want to pay me, I am more than happ...
by JAM
Wed Oct 26, 2005 1:31 pm
Forum: Brokers
Topic: Spread Betting Firms
Replies: 6
Views: 8025

I thought twice about using the term "Brits" - I should say most (central) Londoners, as for some reason the Welsh could always pick a Canadian out of a crowd, while outside Zone 1 experiences were mixed. Developed a real chip on my shoulder about it though!
by JAM
Tue Oct 25, 2005 3:19 pm
Forum: Brokers
Topic: Spread Betting Firms
Replies: 6
Views: 8025

Thanks Turtle40, appreciate the feedback, and especially the reference site. My experience so far - Finspreads rejected my initial account application due to my being a Canadian resident and their need to be compliant with US tax law - although I was used to most Brits assuming I was American when I...
by JAM
Wed Oct 19, 2005 1:05 pm
Forum: Brokers
Topic: Spread Betting Firms
Replies: 6
Views: 8025

Spread Betting Firms

I am looking at opening a spread betting account...can anyone offer any independent pros or cons, or share their experiences with firms they have dealt with?
by JAM
Wed Oct 12, 2005 9:18 am
Forum: Forex
Topic: Trading forex is a problem!
Replies: 5
Views: 8037

Okay, taking up the challenge then, I was playing with Trading Blox last night, and came up with two systems - ADX and DMA reversal systems - which trade upwards of 30 FX crosses, and provide (in my view anyways) marginally acceptable risk/reward profiles (CAGR > 30%, MAR > 0.50). Tightening up the ...
by JAM
Wed Oct 05, 2005 4:26 pm
Forum: Forex
Topic: Trading forex is a problem!
Replies: 5
Views: 8037

I agree, the US dollar seems to be the biggest trender as of late - it rises, the EUR falls, and so goes the GBP, CHF, and to a lesser extent, the JPY...but with a trading system with a reasonable win/loss ratio and return ratio, a system trading correlated markets should still be pretty profitable....
by JAM
Tue Oct 04, 2005 5:09 pm
Forum: Forex
Topic: Trading forex is a problem!
Replies: 5
Views: 8037

For some reason this quote from William O'Neil came into my head: "Diversification is a good hedge for ignorance". In addition to where this quote comes from, I relay the thought this to my own testing and trading experiences - the most profitable FX trading systems I could discover were more profit...
by JAM
Fri May 27, 2005 3:29 pm
Forum: Testing and Simulation
Topic: Triple Moving Average vs. All The Others
Replies: 40
Views: 30973

I actually found the same thing when I was testing with Veritrader straight out of the box, although I also found Dual Moving Average systems also worked well. I do think moving average systems can be good systems, if you have the stomache for the drawdowns...ie a CAGR of 60% is fantastic, but often...
by JAM
Tue Apr 26, 2005 12:49 pm
Forum: Forex
Topic: Forex Time Frame
Replies: 6
Views: 7980

Definitely will look at it - its a matter of doing the testing first (and having the time to do that as well) that will lead to the final decision. However, I think I am a few years away from that...and I believe that trading forex with shorter time frames can really change your lifestyle, given 24 ...
by JAM
Mon Apr 25, 2005 8:48 am
Forum: Forex
Topic: Forex Time Frame
Replies: 6
Views: 7980

Daily data for me - haven't considered anything shorter as I am and need to continue to be employed on a full-time basis, until I can build enough capital to go it as an independent...
by JAM
Fri Mar 18, 2005 7:39 am
Forum: Testing and Simulation
Topic: Has Trend Following Really Gotten Harder?
Replies: 10
Views: 10476

This is off topic, so I will get off it, but in regards to dissemination of proprietary research, different firms (including the one I work for) take a different view towards the dissemination of their product to non-clients or non-prospective clients, as research is a revenue driver (direct and/or ...
by JAM
Thu Mar 17, 2005 4:43 pm
Forum: Testing and Simulation
Topic: Has Trend Following Really Gotten Harder?
Replies: 10
Views: 10476

Kianti, thanks for a good read, but I'm going to suggest that it might not be a good idea to post a proprietary research piece up on a public forum such as this without JP Morgan's permission, given the copyright.
by JAM
Tue Mar 15, 2005 9:32 am
Forum: Testing and Simulation
Topic: contango/backwardation
Replies: 16
Views: 11592

Wonkabar, I think Jake illustrates this well - although it appears you may be missing part of the move due to the role (ie, as in Jake's example, making $9 instead of $10 on the trade), in reality you are not - if you want to delve deeper, you could also run a comparison of owning the physical commo...
by JAM
Mon Mar 14, 2005 4:55 pm
Forum: Testing and Simulation
Topic: contango/backwardation
Replies: 16
Views: 11592

Wonkabar, in my testing, there has been nothing to persuade me to trade just those futures that are normally backwardated, rather than in contango, under the long term trend following systems I have considered. Theoretically, in an upward trending market, wouldn't you expect higher costs for deliver...
by JAM
Tue Feb 15, 2005 8:52 am
Forum: Testing and Simulation
Topic: Historic EUR data for testing
Replies: 1
Views: 2243

Historic EUR data for testing

Being relatively new to FX trading, I'm hoping someone can answer this - when building historical FX data for testing, what was commonly traded before the introduction of the Euro? I assume the Deutshemark, but was the DEM traded as actively on the crosses as the Euro is now? In other words, is it f...