Search found 27 matches

by Trading Leech
Tue Jul 24, 2012 12:14 am
Forum: Money Management
Topic: Please recommend trend following funds for small investors
Replies: 4
Views: 3905

I am not sure if Deutsche Bank still offers this, but they did offer investments into Winton. https://www.db.com/medien/en/content/press_releases_2010_5085.htm Contact details are on the link. Edit: The fund is called dbX Systematic Alpha Index Fund. You can find it at http://www.funds.db.com It se...
by Trading Leech
Mon Jul 23, 2012 2:40 pm
Forum: Money Management
Topic: Please recommend trend following funds for small investors
Replies: 4
Views: 3905

Please recommend trend following funds for small investors

Are there any trend following funds out there that provide the opportunity for small $5,000 or $10,000 individuals to participate?
by Trading Leech
Sat Jun 16, 2012 2:54 pm
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11900

Re: Advanced MM algorithm vs Simple fixed fractional approac

Hi, I am a spot currency trader with less than 2 years of trading experience. I have a simplistic money management methodology. Having determined the optimal f for a system, I will risk fractional f for every trade. I am finding it hard to improve upon my fixed fractional approach. Am I correct to ...
by Trading Leech
Fri Jun 15, 2012 6:09 pm
Forum: Testing and Simulation
Topic: The Mirage
Replies: 37
Views: 11833

(Much of what I'm posting below is a variation of what has already been said here and in other threads.) A bit off-topic: I think people need to let go of the idea that trend following is not prediction. It is prediction, just like any other trading strategy out there (including the multitude of suc...
by Trading Leech
Fri Jun 08, 2012 7:07 pm
Forum: Testing and Simulation
Topic: Accumulating market data from now and henceforth
Replies: 0
Views: 1389

Accumulating market data from now and henceforth

CSI data provides very affordable historical data sets for the US, UK and Canadian markets. It seems to be rather difficult to find affordable data for other markets. But let's say I plan on beginning to trade the, say, stocks on the Hong Kong Stock Exchange (SEHK) five years from now. Has someone h...
by Trading Leech
Fri Jun 08, 2012 7:01 pm
Forum: Testing and Simulation
Topic: What happened to the "Diversions" section?
Replies: 2
Views: 1121

What happened to the "Diversions" section?

I seem to recall there being a section called something like "diversions" on this forum. Why was it removed?
by Trading Leech
Sat Mar 10, 2012 11:58 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 9262

its my personal opinion that we need to see one or two high profile trend followers run into problems to scare people away before we take off again A very good observation indeed. It will be interesting to see whether this happens in the coming years. If you don't have enough data for back testing,...
by Trading Leech
Fri Mar 09, 2012 8:55 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 9262

Most of us are using insufficient data for testing

Are most of us using sufficient data for testing? I'm starting to doubt it. Even if we are testing against data going back to the early 1970s, it may not be enough. Why? Because it was in 1971 that the US severed the dollar's link to gold for international parties and the whole world went on a new m...
by Trading Leech
Fri Feb 24, 2012 10:56 am
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 8729

Thanks for all the great replies.
rhc wrote:Yes, you are absolutely correct it was 100% pure luck
On Luck, Seneca (4BC-65AD) wrote:Luck is what happens when preparation meets opportunity
Well, I wasn't talking about this kind of luck. This isn't actual "luck" imo :) But thanks for the nice and informative reply!
by Trading Leech
Thu Feb 23, 2012 1:45 pm
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 8729

http://www.tradingblox.com/forum/viewtopic.php?t=2385&highlight=stalking That's a great story! However, I'm still confused. He is saying that he started trading futures with $600. That means he must have had insanely ridiculous amounts of leverage on, making me suspect that the success was luck. I'...
by Trading Leech
Mon Feb 20, 2012 2:26 pm
Forum: Testing and Simulation
Topic: How to start trading with only $10,000?
Replies: 25
Views: 8729

How to start trading with only $10,000?

I suspect that within a year I will have accumulated $10,000 to trade with, but not much more than that. This is not much, but at least it will allow me to start an account with Interactive Brokers. My question is: Can I really trade futures with this little money? It seems to me that I will have to...
by Trading Leech
Tue Feb 14, 2012 11:12 pm
Forum: Money Management
Topic: Avoiding/reducing taxes
Replies: 8
Views: 8656

Avoiding/reducing taxes

Because of taxes, I'm considering just not trading at all. If I project out for 30 or 40 years and actually look at the mass amounts of money that the authorities are going to confiscate from me during my trading career, I wonder whether it's worth it. At least, it's making me severely depressed. Do...
by Trading Leech
Thu Feb 09, 2012 11:08 am
Forum: Futures Markets
Topic: The improvement of commissions over time
Replies: 2
Views: 1687

The improvement of commissions over time

Alexander Elder writes in his 1993 book "Trading for a Living": "You can expected to pay a ... commission of anywhere from $12 to $100 for every futures contract you trade. Big traders ... pay less; small traders ... pay more. ... For example, you may pay $30 to trade a single contract of corn ..." ...
by Trading Leech
Tue Feb 07, 2012 8:42 am
Forum: Futures Markets
Topic: trading question
Replies: 4
Views: 2440

Chris67 wrote:My Comments Echo Zach

Interesting that with modern day electronic markets that people still trade ORB systems ? Surely these carry far less weight now
C
What kind of systems should they be trading? I thought many systems traders still preferred not to trade while markets are open...
by Trading Leech
Thu Aug 18, 2011 4:24 pm
Forum: Money Management
Topic: Optimal f
Replies: 87
Views: 118530

You will enjoy it. Pay particular attention to Sluggo's comment about typos. I have Handbook of Portfolio Mathematics and Leverage Space Trading Model. Both have typos, and both sometimes leave you with a lot of work to do to follow what's going on. Persevere, and ask questions - I would certainly ...
by Trading Leech
Sat Aug 13, 2011 2:20 pm
Forum: Money Management
Topic: Optimal f
Replies: 87
Views: 118530

Ralph Vince's first book (you can find it on Amazon) introduces his optimal-f concept. I read this book and found it staggeringly valuable. Whether you will find it valuable, or useless, or something in between, is hard to predict. One way to label this book is to call it "The Optimal f Book." Howe...
by Trading Leech
Sat Aug 13, 2011 10:11 am
Forum: Money Management
Topic: Optimal f
Replies: 87
Views: 118530

I skimmed through this thread. Does it basically mean that Ralph Vince's "optimal f" sucks and I shouldn't bother learning it, or is it more to it than that?
by Trading Leech
Sat Jul 30, 2011 10:11 pm
Forum: Testing and Simulation
Topic: Trend Following and Financial Maths (Brownian motion, etc.)
Replies: 14
Views: 5188

Trend-following takes advantage of the nature of financial markets to have "fat tails" - you cut losers (which protects you from the downside fat tail) and let winners run (which reaps the rewards of the upside fat tail.) The trades in the middle cancel each other out. You can look at kurtosis, ske...
by Trading Leech
Sat Jul 30, 2011 9:56 pm
Forum: Testing and Simulation
Topic: Trend Following and Financial Maths (Brownian motion, etc.)
Replies: 14
Views: 5188

Re: Trend Following and Financial Maths (Brownian motion, et

My take ... Yes. Trend following is about trying to identify a trend and jumping in on it. There is no correct way to identify a trend. If you can find some complex stochastic process or what ever that can do it, then your good. On a different note, there have been comments by well known trend foll...
by Trading Leech
Sun Jul 17, 2011 10:34 am
Forum: Testing and Simulation
Topic: Trend Following and Financial Maths (Brownian motion, etc.)
Replies: 14
Views: 5188

Trading Leech - I think your ina good spot for what your doing and if you are making those kinds of observations - about the theories being pretty nonsensical - then that will stand you in good stead going forward - what is fairly inotolerable are those who buy the theory hook line and sinker So be...