Search found 73 matches
- Thu Oct 07, 2004 9:39 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 24861
Great thread :) As part of the overall system are entries and exits justifiably quantifiable? Can supposedly objective entry and exit methods take into account unquantifiable variables (complex interacting patterns)? Does an attempt to quantify the taking on, and eventual exit, of risk treat people ...
- Mon Sep 27, 2004 5:01 pm
- Forum: Testing and Simulation
- Topic: System performance
- Replies: 9
- Views: 7190
"good performance" also depends on what YOU want from your system. Couldn't agree with you more ... To me, ultimately, trading means honestly expressing oneself. It is very difficult to do. One can create some really fancy back-tests and optimizations and be blinded by it. But, to experience & expr...
- Mon Sep 27, 2004 3:17 pm
- Forum: Money Management
- Topic: Position sizing tight stops on non-leveraged stocks
- Replies: 8
- Views: 6546
- Fri Sep 17, 2004 1:11 pm
- Forum: Money Management
- Topic: Position sizing tight stops on non-leveraged stocks
- Replies: 8
- Views: 6546
There are ways for non-U.S. investors to get better leverage than the 2 to 1 limit imposed by the SEC including CFDs and spread-betting but these have other risks and issues. hi c.f. The above is music to my ears. Do you know how much better? And what avenues are you referring to? This SEC imposed ...
- Thu Sep 16, 2004 4:15 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 124723
hi Kevin One One of the things I find valuable about the Turtle Roundtable is a pragmatic focus. Sometimes members are known to prompt "what do your results say", which is a way to encourage people to share based on actual findings and experiences. Hi Kevin I realize, very well, the favorite questio...
- Thu Sep 16, 2004 12:58 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 124723
You are correct, in that my focus was on stage 1 as you define it. I think the basics are supremely important. If one impregnates a model with certain assumptions that have nothing to do with reality, the real world results would not be very pleasant. If a doctor did the equivalent he could end up k...
- Thu Sep 16, 2004 3:53 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 124723
MCT wrote: And time, my friend, makes it difficult to determine what’s really optimal. You can't determine what your profit will be, but you can determine what your loss will be. PS Wrote: This is a person dependent issue. Anyone who know what he want can establish goals and can design strategies ...
- Wed Sep 15, 2004 1:06 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 124723
The first criterion is to minimize the probability to lose the inital capital (bankroll). The second criterion is to maximize the probability to reach the target profit or sum. Any fixed-fraction betting strategy satisfy to the first criterion (at least theoreticaly). If we will try to maximize the...
- Thu Sep 09, 2004 9:44 pm
- Forum: Forex
- Topic: Anyone Trading Oanda?
- Replies: 25
- Views: 35067
- Thu Sep 09, 2004 1:33 am
- Forum: Testing and Simulation
- Topic: Danger of single market back test result
- Replies: 11
- Views: 10651
Hi Alex If you are interested in systematic trading, I suggest you study the following link and the pdf turtle manual thoroughly before risking a single cent http://www.tradingblox.com/forum/viewforum.php?f=6 Don't worry about how much money you are going to make, instead worry how it is you make it...
- Tue Sep 07, 2004 5:14 pm
- Forum: Forex
- Topic: top forex traders ever in history
- Replies: 6
- Views: 8160
Hi Darran, Thanks for the additional info .. Hi there, just to clear up, he doesn't own Man Utd, but in partnership with a guy called John Magnier (Head of the Coolmore Stud) holds a major stake (somewhere in the region of 25% to 30% comes to mind). I said, "he just bought Manchester United, the UK ...
- Tue Sep 07, 2004 12:59 pm
- Forum: Forex
- Topic: top forex traders ever in history
- Replies: 6
- Views: 8160
The name JP McManus comes to mind. This guy is not a hedge fund manager or a CTA; he simply manages he's own funds. He just bought Manchester United, the UK soccer team, with a close friend of his. Currencies are his speciality and his bets are bank sized. Estimates of his net worth has ranged anywh...
- Sat Sep 04, 2004 5:31 am
- Forum: Futures Markets
- Topic: A swan strikes
- Replies: 15
- Views: 11410
- Fri Aug 20, 2004 11:33 am
- Forum: Trader Psychology
- Topic: trading myths.
- Replies: 18
- Views: 20394
Obviously MM is very important. But it is an area where one can carelessly hypnotise themselves on the mantra and forget what you correctly point out. Position Sizing is the perfect tool to bleed to death slowly. Position Sizing/Money Management does not change the direction of flow, it just regula...
- Thu Jun 03, 2004 6:13 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 59923
Others may quite fairly add granularity to this by suggesting qualifying time frames for profit and by expressing net revenue in terms of other metrics, such as magnitude or volatility of X, Y or Z. Be my guest. In the absence of profit, relativity is meaningless. Without profit you have no numerat...
- Thu Jun 03, 2004 5:23 pm
- Forum: Trader Psychology
- Topic: Are You Suited to Trend Following
- Replies: 42
- Views: 59923
- Fri May 07, 2004 10:35 am
- Forum: Money Management
- Topic: Ryan Jones' Money Management
- Replies: 33
- Views: 38556
- Thu Apr 15, 2004 9:08 am
- Forum: Testing and Simulation
- Topic: screening programs
- Replies: 7
- Views: 5601
Nathan
I came across this nifty software years ago. From what I understand the company has gone under. It appears, it just might hold the answer to some of your questions.
http://www.moneymentor.com/sponsors/pinpoint.htm
Cheers
I came across this nifty software years ago. From what I understand the company has gone under. It appears, it just might hold the answer to some of your questions.
http://www.moneymentor.com/sponsors/pinpoint.htm
Cheers
- Wed Mar 24, 2004 4:36 pm
- Forum: Futures Markets
- Topic: Trading strategies and discussion
- Replies: 13
- Views: 10056
- Wed Mar 24, 2004 10:23 am
- Forum: Futures Markets
- Topic: Trading strategies and discussion
- Replies: 13
- Views: 10056
Leonardo, Your posts are interesting … .. and what’s your thought on timing? Do you believe simple entries and exits suffice? Is a simple breakout reason enough to accept 50-100 or more trades in a given year? No, I’m not a fundamentalist. After a long study of patterns and sentiment, I make b...