Search found 6 matches

by borderline
Sat Jan 09, 2010 3:59 pm
Forum: Testing and Simulation
Topic: indirect way to use percent-based indicators on BAC data?
Replies: 12
Views: 4617


are the spot issues you mention really issues if your signals are based on spot but your backtest execution results are based on futures? I can't see how they would be...
by borderline
Thu Jul 16, 2009 11:16 pm
Forum: Testing and Simulation
Topic: Is the built-in Donchian system too good to be true?
Replies: 24
Views: 12649

Last I checked the ways to make money trading are: 1. Not to lose principal. 2. Buy low, sell high. 3. Short high, cover lower. 4. Control today, pay tomorrow (carry trade) 5. Steal it... like Goldman does by doing the electronic version of front-running customer orders (aka ultra-high frequency tra...
by borderline
Thu Jul 16, 2009 6:27 pm
Forum: Stocks
Topic: Is Some HFT Front-Running?
Replies: 3
Views: 5038

Every time someone gets their panties in a ruffle over this you might remind them that they were too chickenshit to vote for Ron Paul. Want to put a stop to Goldman?

Shut down the illegal Federal Reserve.
by borderline
Sun Jun 21, 2009 2:08 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 22971

margin-equity vs. heat

Leapfrog, I'm wondering if you've had any success or 'aha' moments in your quest for obtaining historical margin requirments? I'm looking at this issue now myself and I wondering how to go about handling it, or if it even needs to be handled??? It seems portfolio heat algos handle the risk just fine...
by borderline
Mon Jun 15, 2009 4:46 pm
Forum: Testing and Simulation
Topic: Question for Trading Blox users
Replies: 14
Views: 7411

Would I put money into a fund after a drawdown? Well that "depends" but it would really only matter if it was a signficant drawdown and here are my thoughts on investing in funds with significant drawdowns: Would I put money into a fund that has had a 50% drawdown? Only if I'm looking for 50% or gre...
by borderline
Tue May 26, 2009 10:09 pm
Forum: Testing and Simulation
Topic: Optimising Systems
Replies: 1
Views: 1432

Craig, thank you (and Roger) for sharing. I'm sure I'll have some questions once I've given it some thought.