Search found 109 matches
- Wed Jul 31, 2013 3:35 am
- Forum: Testing and Simulation
- Topic: Synthetic Stock Data: how to "correctly" simulate
- Replies: 5
- Views: 6005
- Fri May 24, 2013 9:41 pm
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 58616
It's possible that INTJs are attracted to mechanical trading systems more than other types. But it is early days. Let's see what the poll says mid week from now. What I find interesting is that it were the introverts who were first to respond to the poll. Maybe there are significantly more introver...
- Sat Mar 16, 2013 11:58 pm
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
- Thu Jan 31, 2013 12:09 am
- Forum: Testing and Simulation
- Topic: Master ETF list to emulate futures universe?
- Replies: 14
- Views: 10703
again I would assume crap hitting fan and bad liquidity to smaller players should somewhat be reflected in the historical data series during the worst parts of 08, unless they were back-editing the data records. Is that a bad assumption? If you compare the volatility of the ETF versus the underlyin...
- Wed Jan 23, 2013 7:24 pm
- Forum: Money Management
- Topic: Question about turtle rules on maximum units?
- Replies: 7
- Views: 9258
Single Market >>> 4 Units for Maximum Units Closely Correlated Market >>> 6 Units for Maximum Units Loosely Correlated Market >>> 10 Units for Maximum Units Single Direction - Long or Short >>> 12 Units for Maximum Units OK. N is the 20 day exponential moving average of the true range. Dollar volat...
- Tue Jan 22, 2013 11:18 pm
- Forum: Money Management
- Topic: Question about turtle rules on maximum units?
- Replies: 7
- Views: 9258
- Thu Oct 11, 2012 6:43 pm
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
I agree with the comments on Ed's FAQ - they veered far away from trading and very close to the therapist's couch. I wonder if that could possibly be partly because after so many years of trading and trend following Ed had come to the conclusion there was little more to be said than he had already ...
- Wed Oct 10, 2012 9:59 pm
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
I feel IF a System is Good - trader will have no problem in following it..Only when system is not good enough this problem arises Are you saying this based on experience, or expectation? Many good traders report that they have trouble following their system. Many trading books talk about the same p...
- Tue Oct 09, 2012 4:48 pm
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
I feel IF a System is Good - trader will have no problem in following it..Only when system is not good enough this problem arises Are you saying this based on experience, or expectation? Many good traders report that they have trouble following their system. Many trading books talk about the same p...
- Mon Oct 08, 2012 10:43 pm
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 12920
Re: Curve Fitting or appropriate market selection
I have been able to dramatically improve both the live (but only recent past) performance, and backtested performance of my system, by not trading as many markets as possible. What I have tweaked is the following: 1)After testing every 10 year period from 1970 to now (1970-1980, 1971-1981, 1994-200...
- Sun Oct 07, 2012 6:00 am
- Forum: Testing and Simulation
- Topic: Kurtosis and fat tails in IBM's price changes
- Replies: 9
- Views: 7518
This amazing result is the reason why the normal (Gaussian) distribution plays such an important role in statistics. It can be useful to be fully aware that not every base distribution converges to a normal distribution. It converges if the base distribution has finite variance, and even some rare ...
- Thu Oct 04, 2012 9:10 am
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
reprogram our brains, so that we replace dysfunctional patterns from the past with more resourceful patterns Nurture versus nature is an endless debate with no clear conclusion in sight. Some things can change; others cannot. Some people (mostly academics in the social sciences and some feminists) ...
- Wed Oct 03, 2012 10:30 pm
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
How long have you run the Tribe in your area? I was not particularly thrilled with mine. The leader seemed a little domineering to me. We have been running for a few years. The local tribe had been in recess for a while when I got involved. Sadly I am leaving town shortly and I will really miss tri...
- Wed Oct 03, 2012 6:38 am
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
I am glad you have benefited from Tribe work. I participated in the NYC Tribe for about a year a few years ago. I did not seem to benefit much from it, but that does not mean it is ineffective for everyone. I am concerned that Ed may have blown up. Guess that's a k-not to experience. Because if Ed ...
- Tue Oct 02, 2012 3:34 am
- Forum: Trader Psychology
- Topic: Seykota's FAQ
- Replies: 38
- Views: 34964
Re: Seykota's FAQ
Anyone know the status of Seykota's FAQ? http://www.seykota.com/tt/FAQ_Index/default.html He has been seen in public at least once since FAQ updates stopped. And he wrote the forward to a book in January this year. Beyond that I have been unable to find anything out. I went to one of his workshops ...
- Sat Aug 18, 2012 7:55 am
- Forum: Testing and Simulation
- Topic: Drawdown Reduction Threshold
- Replies: 11
- Views: 7038
Which is perhaps the most important part. You could be negatively affecting your portfolio by prolonging the time it takes to get out of the DD by cutting down the size of your potential wins. Particularly if those wins are of a larger than normal size... If your returns are serially correlated, an...
- Mon Jul 30, 2012 9:08 pm
- Forum: Brokers
- Topic: Interactive Brokers & Re-hypothecation
- Replies: 19
- Views: 28439
- Fri Jul 27, 2012 1:36 am
- Forum: Testing and Simulation
- Topic: Asset allocation plus momentum , correlation
- Replies: 10
- Views: 10040
Re: Asset allocation plus momentum , correlation
The progression from exhibits 1-5 is certainly very interesting to see incrementally though. Yes very interesting reading. Interesting how Markowitz diversification is used to good effect here, when its results have often been underwhelming in the real world. Interesting also the short term horizon...
- Tue Jul 17, 2012 8:56 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 24383
IBRK blames decreased participation by the general public, in part, for missing estimates.stopsareforwimps wrote:Everyone in this industry is affected.
http://www.reuters.com/article/2012/07/ ... P020120717
IBRK options
http://finance.yahoo.com/q/op?s=IBKR&m=2012-12
- Tue Jul 17, 2012 8:51 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 24383