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: 31374
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: 9599
- Mon Sep 27, 2004 3:17 pm
- Forum: Money Management
- Topic: Position sizing tight stops on non-leveraged stocks
- Replies: 8
- Views: 8652
- Fri Sep 17, 2004 1:11 pm
- Forum: Money Management
- Topic: Position sizing tight stops on non-leveraged stocks
- Replies: 8
- Views: 8652
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: 153172
- Thu Sep 16, 2004 12:58 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 153172
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: 153172
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: 153172
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: 45832
- Thu Sep 09, 2004 1:33 am
- Forum: Testing and Simulation
- Topic: Danger of single market back test result
- Replies: 11
- Views: 13459
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: 10517
- Tue Sep 07, 2004 12:59 pm
- Forum: Forex
- Topic: top forex traders ever in history
- Replies: 6
- Views: 10517
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: 15065
- Fri Aug 20, 2004 11:33 am
- Forum: Trader Psychology
- Topic: trading myths.
- Replies: 18
- Views: 25012
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: 87066
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: 87066
- Fri May 07, 2004 10:35 am
- Forum: Money Management
- Topic: Ryan Jones' Money Management
- Replies: 33
- Views: 46170
- Thu Apr 15, 2004 9:08 am
- Forum: Testing and Simulation
- Topic: screening programs
- Replies: 7
- Views: 7749
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: 13080
- Wed Mar 24, 2004 10:23 am
- Forum: Futures Markets
- Topic: Trading strategies and discussion
- Replies: 13
- Views: 13080
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...