Search found 5 matches

by Zoso
Tue Sep 20, 2011 12:27 pm
Forum: Futures Markets
Topic: VIX futures
Replies: 7
Views: 5191

A CBOE rep met with my firm the other week and had some interesting updated information on the VIX futures. Granted August 2011 was an anomolous month with regard to volatility in the stock market, but the average daily volume for the VIX exceeded 79,500 contracts for the month. Apparently VIX ETNs ...
by Zoso
Wed Apr 06, 2011 1:31 pm
Forum: Testing Software
Topic: Testing intraday-systems with TB?
Replies: 7
Views: 4625

"My business partners expect me to create intraday-systems, so I'll create some. It's as simple as that."

Unfortunately, Bud, it is not quite as simple as that. You'll see. :)
by Zoso
Sat Feb 05, 2011 6:09 am
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16216

I hope we are not trying to make an argument for a strong relationship between:

- Current Margin to Equity (and)
- Future efficacy of a manager's program
by Zoso
Sat Nov 13, 2010 9:06 pm
Forum: Testing Software
Topic: Testing intraday-systems with TB?
Replies: 7
Views: 4625

Sluggo is definitely not in the same boat Bud, you mentioned that short term systems are the only way to go since LTTF requires more capital than you have. I disagree: not trading is a very relevant choice. Maybe that is the difficult but correct choice? Forcing yourself into the short term space du...
by Zoso
Sun Oct 10, 2010 4:31 pm
Forum: Testing and Simulation
Topic: Exit Strategy and Profitability
Replies: 13
Views: 10191

It'd be interesting to see how Sluggo's "slugg_2ma_scaleout_sys" has done out of sample - on that portfolio - since this post.