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
Search found 13 matches
- Fri Dec 15, 2006 1:12 pm
- Forum: Futures Markets
- Topic: Does a weak dollar lead to rising commodity prices?
- Replies: 3
- Views: 4438
- Thu Nov 30, 2006 5:33 pm
- Forum: Money Management
- Topic: Relationship between volatility and certainty
- Replies: 6
- Views: 8677
- Tue Nov 28, 2006 1:38 pm
- Forum: Money Management
- Topic: Relationship between volatility and certainty
- Replies: 6
- Views: 8677
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...
- Mon Nov 06, 2006 12:31 pm
- Forum: Testing and Simulation
- Topic: Neural networks
- Replies: 16
- Views: 13594
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?
Is it just a system that is complicated simply because it has a lot of rules programmed into it?
- Wed Sep 27, 2006 7:35 pm
- Forum: Money Management
- Topic: Initial stops and -R
- Replies: 1
- Views: 4153
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?
- Thu Sep 21, 2006 5:04 pm
- Forum: Money Management
- Topic: Relationship between bet size and frequency of trades
- Replies: 5
- Views: 6875
- Wed Sep 20, 2006 8:21 pm
- Forum: Money Management
- Topic: Relationship between bet size and frequency of trades
- Replies: 5
- Views: 6875
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 ...
- Tue Sep 19, 2006 7:16 pm
- Forum: Money Management
- Topic: Relationship between bet size and frequency of trades
- Replies: 5
- Views: 6875
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?
Presumably the greater the frequency of signals, the smaller the % of account equity each bet should be?
- Sun Jun 18, 2006 10:58 pm
- Forum: Money Management
- Topic: The 20 unit maximum rule
- Replies: 1
- Views: 4195
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...
- Sun Jun 18, 2006 10:38 pm
- Forum: Money Management
- Topic: Different mm crieria for entries from breakouts and trends?
- Replies: 0
- Views: 4080
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...
- Wed Jun 14, 2006 11:08 am
- Forum: Money Management
- Topic: Question regarding volatility and preferable stock selection
- Replies: 14
- Views: 15859
- Sun Jun 04, 2006 8:55 pm
- Forum: Money Management
- Topic: Question regarding volatility and preferable stock selection
- Replies: 14
- Views: 15859
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...
- Thu Jun 01, 2006 8:00 pm
- Forum: Money Management
- Topic: Question regarding volatility and preferable stock selection
- Replies: 14
- Views: 15859
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
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