Search found 68 matches

by DPH
Mon Oct 01, 2018 5:06 pm
Forum: Testing and Simulation
Topic: RSI Correlations
Replies: 2
Views: 182

Re: RSI Correlations

No doubt correlations are a moving target and why the review mirror has limitations (not useless, but limitations). My interest lies in seemingly different applications of correlation than you might be referring. For example, it’s been reported that some hedge funds are using satellites to correlate...
by DPH
Sat Sep 29, 2018 12:59 am
Forum: Testing and Simulation
Topic: RSI Correlations
Replies: 2
Views: 182

RSI Correlations

I had reason to want & see this tonight. Probably useless to most but maybe a few interesting bytes to some.

(5 years approx, 14 period RSI)

Attached....

I hope to stimulate some conversation about atypical & useful correlations anyone has (or wants) to experiment with.

Thanks,
Dean Hoffman
by DPH
Wed Jul 24, 2013 6:23 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

I must say that I have continued using Facebook since the time of my initial post and the ad relevancy has improved considerably. They have seemingly made pretty good strides generating revenue with mobile too (which had been their major problem), ads are now fed directly into the news feed instead ...
by DPH
Thu Jan 17, 2013 5:08 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

I have to admit that Facebook's new "Graph Search" really does seem like it might be pretty cool. I have not used it (but signed up for when its available), however just reading the press releases I am intrigued. There is no question they have unimaginable amounts of data to mine! I am also intrigue...
by DPH
Wed Aug 01, 2012 9:28 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

Was Zuck allowed to buy puts on IPO day? ;)

Any guesses?? Bottom??? Cut in half again?
by DPH
Tue Jul 17, 2012 9:32 pm
Forum: Futures Markets
Topic: Does Anybody Feel Safe?
Replies: 34
Views: 14858

stopsareforwimps wrote:
BuyHigh SellLow wrote:Has anyone looked at getting credit default insurance for their broker? Or shorting their stock, or buying put options?
Interesting ideas...
by DPH
Tue Jul 17, 2012 1:02 pm
Forum: Futures Markets
Topic: Does Anybody Feel Safe?
Replies: 34
Views: 14858

Does Anybody Feel Safe?

In this post MFG & PFG environment, I’m curious if there is anybody who truly feels safe about the security of their funds at a clearing firm? As a CTA, part of my business model is to acquire new clients, but there is too much fear and uncertainty right now for many of those potential clients to ...
by DPH
Thu Mar 01, 2012 3:10 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

Great article for this thread.... http://www.inc.com/eric-markowitz/guy-kawasaki-dont-plan-your-social-media-just-do-it.html A "Silicon Valley venture capitalist" and former "Apple evangelist" explains why he thinks Google+ may overtake Facebook...And how to promote using social media without being ...
by DPH
Tue Feb 21, 2012 2:11 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 24099

marriot wrote: Done have everything one think smart for minimize curvefitting what else we can do?
Choose worst parameters because it cant be real?
It’s ironic, but I now believe that fundamental traders may end up “getting the last laughâ€
by DPH
Mon Feb 20, 2012 3:55 am
Forum: Money Management
Topic: Margin To Equity - Futures portfolios
Replies: 14
Views: 15472

Kianti, I wish the CME's SPAN algorithm wasn't proprietary as that seems to be used by many/most of the futures brokers to determine margins dynamically based on volatility and price (and expiration for options). See: http://www.cme.com/clr/rmspan/rmspan/intro1155.html We could try and come up with...
by DPH
Sat Feb 18, 2012 7:49 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 24099

Amazingly, I can recall having these same discussions/arguments back in ~1994 during a seminar. Eighteen years later, one can only guess at the humongous sums that have been lost chasing stuff like Sharpe ratios or "managers" or "programs." Chuck, so what would be the right thing to chase in making...
by DPH
Fri Feb 17, 2012 11:56 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 24099

I agree, BUT with a strong caveat….

Sometimes the bullshitters (salesman masquerading as experts) will use complexity as a tool in their deception process....

For example, I have watched one fairly visible Managed Futures advisory company produce a series of long, “floweryâ€
by DPH
Fri Feb 17, 2012 3:21 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

to make you feel better, or validate your thoughts.... http://www.bloomberg.com/news/2012-02-17/f-commerce-trips-as-gap-to-penney-shut-facebook-stores-retail.html Wow, thank you Motto, indeed that pretty much mirrored my own feelings and experiences to date... A few key quotes that really resonated...
by DPH
Fri Feb 17, 2012 6:34 am
Forum: Trend Indicators and Signals
Topic: Interesting Divergence Data
Replies: 2
Views: 3087

Interesting Divergence Data

I am curious to know if anyone else finds the following type of data potentially useful (and how?)... It is a sort of "money flow" graph comparing a CTA's Assets Under Management (AUM) with their actual performance (VAMI) Below you can see some enormous divergence between these two. I also added an ...
by DPH
Thu Feb 16, 2012 1:52 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 24099

Don't get me wrong i am not a big fun of Sharpe Ratios but i don;t think this is the way to discredit it. Hey Cytrend, I agree that what I presented is not exhaustive and conclusive "proof" discrediting the Sharpe Ratio. It was not meant to be (notice I titled it "Musings" and not "The Definitive R...
by DPH
Wed Feb 15, 2012 10:31 pm
Forum: Testing Software
Topic: Cool Free Data Mining Software
Replies: 4
Views: 3558

Hi SQ, Yeah, I am not at liberty to share all that data, sorry....Lots of providers you can buy it from though..... For CTA analysis I use BarclayHedge data, and unfortunately it's not cheap, I pay $6,000 per year for the data and their analysis tool "MAP". Sadly, that's only the beginning! I am cur...
by DPH
Tue Feb 07, 2012 6:33 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

It's all about the target market and what image or brand you are trying to build. You would not advertise for an accountant in "Rolling Stone", or for a new lead guitarist for your metal band in The Economist, and I would probably not advertise my hypothetical hedge fund on Facebook. Unless I thoug...
by DPH
Tue Feb 07, 2012 5:43 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

stopsareforwimps wrote: I've used Facebook for advertising. You are right - you can target very precisely and their rates per click through were (for me) much cheaper than Google's.
I also used them, why did you stop? (I stopped because it was a waste of money with a negative ROI)
by DPH
Tue Feb 07, 2012 3:20 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 39377

This ^^^ ... doesn't matter if they have every world citizen as users for advertisers, having 1M "likes" doesn't mean anything if they aren't able to convert those "friends" to customers. (would be good for the game developers though). MarkS .. do you have any good data on this? Mojo -- do you mean...