Search found 12 matches

by akhoury
Sun May 26, 2013 8:51 pm
Forum: Trader Psychology
Topic: What to do if you are fund manager?
Replies: 22
Views: 10474

Can you hedge the position, or offset it with an appropriate allocation? Assuming it is long can you generate short call premium? Just a couple thoughts that occur to me.....ack
by akhoury
Tue Mar 05, 2013 7:27 am
Forum: Testing and Simulation
Topic: Random Entries with LTTF Exits 2011/21012
Replies: 6
Views: 2886

Have you looked at any themed equity portfolios under this theory? like large caps, international, dividend, etc.........
by akhoury
Sat Aug 18, 2012 8:45 pm
Forum: Testing and Simulation
Topic: MA types in TB
Replies: 2
Views: 1288

I can get a demo arranged for you if that works. E-mail me at amin@TradingBlox.com and we can get a time to go over MA options and other issues that are of interest to you.....thanks ack
by akhoury
Wed Jul 25, 2012 7:56 am
Forum: Testing and Simulation
Topic: Asset allocation plus momentum , correlation
Replies: 10
Views: 6887

Thanks very much for sharing this...I enjoyed it and learned quite a bit from your thoughtful work......
by akhoury
Sun Jul 22, 2012 3:51 pm
Forum: Testing and Simulation
Topic: Blending noncorrelated (or anti-correlated) equity curves
Replies: 50
Views: 33879

Jake / Sluggo

Thanks very much for this. It was a real treat. Thanks again..
by akhoury
Sat Jun 16, 2012 7:01 am
Forum: Testing and Simulation
Topic: What to make of this chart?
Replies: 19
Views: 9673

Is there a benchmark comparison and backtest to add to the absolute data?.....sometimes that helps a bit and maybe could have some clues...ack
by akhoury
Sun Jun 10, 2012 10:42 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 23019

Dinner Contest on Original Thesis

This thread has covered so many good points and seriously arguable philosophies on markets, intervention, and data change…One important addition to the philosophical argumentation that I have not seen is that the fiat era is totally dependent on central management and intervention (so we need to g...
by akhoury
Thu Jun 07, 2012 9:02 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 23019

rather than discuss any particular person's returns, i was hoping to focus on the shorter term nature of the systems featuring outperformance, what it may mean for our business, what it may suggest about adjustments we can make, and if it is perhaps signal over noise...these topics, if well examined...
by akhoury
Wed Jun 06, 2012 1:47 pm
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 23019

Strong May Results for Mechanical/Trend Following Systems

I wanted to throw something out there and get some feedback from the community members that have a point of view. Over the recent past (maybe 12-36 months) a lot of the Trend Following systems have had a fairly difficult time. But, I am seeing evidence that things may be changing a bit. Take a look ...
by akhoury
Wed Nov 30, 2011 5:02 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 9567

Good points TK My question to you becomes this: Do you think that the degree of debt monetization and central bank intervention has reached a level that is impacting the trends that underlie the fundamental trends from asserting themselves even within the markets that you refer to. One of my thought...
by akhoury
Wed Nov 30, 2011 3:17 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 9567

For my two cents, I believe that markets are changing and let me explain why I believe it is so: Historically, markets have existed to provide price discovery and allocate scarce resources. At the current juncture, markets are being prevented from performing their historic purposes because governmen...
by akhoury
Fri Nov 25, 2011 6:33 pm
Forum: Money Management
Topic: Preparing for the Demise of the Euro
Replies: 20
Views: 15452

A couple solutions for a resolution I have seen around that seem to be gaining traction with the "thinkers" of the world: 1) The Fed buys EFSF bonds in size so to prevent the Euro from tanking against the buck, and 2) the IMF steps in with it's SDRs in size..... Oddly in scenario #1 holders of the b...