Search found 13 matches

by dispassionate
Fri Dec 15, 2006 1:12 pm
Forum: Futures Markets
Topic: Does a weak dollar lead to rising commodity prices?
Replies: 3
Views: 3241

Does a weak dollar lead to rising commodity prices?

Only asking as there was an article in the Investors Chronicle which proposed that it did. Wrong cause-effect relationship here or not?

http://www.investorschronicle.co.uk/con ... 05108.html
by dispassionate
Thu Nov 30, 2006 5:33 pm
Forum: Money Management
Topic: Relationship between volatility and certainty
Replies: 6
Views: 6826

sluggo and PK - let me think about this. I need to articulate properly what I'm seeing in my mind!
by dispassionate
Tue Nov 28, 2006 1:38 pm
Forum: Money Management
Topic: Relationship between volatility and certainty
Replies: 6
Views: 6826

Relationship between volatility and certainty

What is the relationship between volatility and degree of certainty of an outcome? My own observations about stocks and markets are that the higher the degree of certainty of an outcome the higher the volatility one must put up with in order to hold the position. Does anyone have any clues as to why...
by dispassionate
Mon Nov 06, 2006 12:31 pm
Forum: Testing and Simulation
Topic: Neural networks
Replies: 16
Views: 9929

Neural networks

What defines a neural network exactly? Is the term as used in financial markets just a load of bollocks?
Is it just a system that is complicated simply because it has a lot of rules programmed into it?
by dispassionate
Wed Sep 27, 2006 7:35 pm
Forum: Money Management
Topic: Initial stops and -R
Replies: 1
Views: 3364

Initial stops and -R

If one has selected say a 2 ATR stop as the initial stop, as per the Turtle rules, is it a good idea to select a techical stop within the 2 ATR stop with the aim of perhaps keeping the majority of of the losses at 1 ATR?
by dispassionate
Thu Sep 21, 2006 5:04 pm
Forum: Money Management
Topic: Relationship between bet size and frequency of trades
Replies: 5
Views: 5369

Thanks for comments.
by dispassionate
Wed Sep 20, 2006 8:21 pm
Forum: Money Management
Topic: Relationship between bet size and frequency of trades
Replies: 5
Views: 5369

Higher frequency trading implies a shorter average trade duration (or you would simply end up with too many positions for available capital). Trade duration is determined by how close your stops are to the current price. Shorter trade duration implies tighter stops. Tighter stops means you have to ...
by dispassionate
Tue Sep 19, 2006 7:16 pm
Forum: Money Management
Topic: Relationship between bet size and frequency of trades
Replies: 5
Views: 5369

Relationship between bet size and frequency of trades

What is the relationship between the % of equity to bet on each trade and the frequency of trades taken?

Presumably the greater the frequency of signals, the smaller the % of account equity each bet should be?
by dispassionate
Sun Jun 18, 2006 10:58 pm
Forum: Money Management
Topic: The 20 unit maximum rule
Replies: 1
Views: 3458

The 20 unit maximum rule

As I understand it one could have a maximum of 10 units long and 10 units short. I have often toyed with the idea that instead of adding additional units into the same security, trying to develop a porfolio of 20 different stocks of 1 unit each. Would this be successful in reducing portfolio heat as...
by dispassionate
Sun Jun 18, 2006 10:38 pm
Forum: Money Management
Topic: Different mm crieria for entries from breakouts and trends?
Replies: 0
Views: 3330

Different mm crieria for entries from breakouts and trends?

I was wondering anyone here has a differing additional unit entry rules to the standard breakout - for e.g. breakout from congestion - assume standard turtle rules apply addition into a trend which has already formed? - is there a jusifitcation for adding units every 1N instead of 1/2N because of co...
by dispassionate
Wed Jun 14, 2006 11:08 am
Forum: Money Management
Topic: Question regarding volatility and preferable stock selection
Replies: 14
Views: 12542

Assuming that both companies were equally risky, then B would indeed be preferable. If stock A had a better covenant and balance sheet than B, then I'd say that A was probably the better trade. "Those who have knowledge don't predict. Those who predict don't have knowledge." Lao Tzu, 6th century BC...
by dispassionate
Sun Jun 04, 2006 8:55 pm
Forum: Money Management
Topic: Question regarding volatility and preferable stock selection
Replies: 14
Views: 12542

Thank you PK. I do think there is an assumption that stock B would face a rockier ride in collecting the 8 ATR target profit. Assuming that both companies were equally risky, then B would indeed be preferable. If stock A had a better covenant and balance sheet than B, then I'd say that A was probabl...
by dispassionate
Thu Jun 01, 2006 8:00 pm
Forum: Money Management
Topic: Question regarding volatility and preferable stock selection
Replies: 14
Views: 12542

Question regarding volatility and preferable stock selection

Which is the more preferable stock to trade?

A) a stock that moves 30% which is equal to an 8 ATR target

B) a stock that moves 50% which is also equal to an 8 ATR target