Search found 9 matches

by yp
Sat Dec 06, 2003 9:28 am
Forum: Testing and Simulation
Topic: Improve Risk:Reward by using different time frames?
Replies: 20
Views: 25108

CTA book

I just wanted to add that the book "how to become a CTA" is not a book written by Tom Bosso, it does have a few sections written by him. I had a fellow at work bring it in a few months ago. The book is absolutely loaded with helpful hints on regulatory advice from top traders, money managers and acc...
by yp
Tue Aug 05, 2003 12:42 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 45949

personality type

I'm a "ISTJ"

Was actually very surprised how accurate this test was.
:shock:
yp
by yp
Wed May 14, 2003 4:13 pm
Forum: Testing Software
Topic: strategy runner software
Replies: 1
Views: 3756

strategy runner software

My clearing firm has introduced a new product for broker like myself called "strategy runner" from what I understand it allowes execution with several contingency's. for example... I have a client who trades a system that uses 15 minute bars on the overnight globex session and needs to stay up at ni...
by yp
Thu May 01, 2003 4:32 pm
Forum: Brokers
Topic: System Brokers
Replies: 7
Views: 6133

money management

In our case....we follow all rules or have them programmed into Trading recipes. So we know exactly which money management rules to follow. the client does not call every trade, it's done automatically via a computer. :) Some systems have complex money management algorightms. We use excel for those....
by yp
Tue Apr 29, 2003 2:11 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 53607

correlation

Great discussion. when testing other long term trend following systems (several actually) using a simple fixed fraction money management, No pyramiding or othe turtle rules, we find that paying less attention to correlation and including highly correlated markets yielded better results across the bo...
by yp
Tue Apr 22, 2003 2:11 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 82084

emulating an index

I have to agree with Gerry, I've been looking into trading stocks mechanically for years. But my experience also dictates that trading many stocks together..begins to emulate an index. :? Would like to hear other view on this. Are we talking about stocks that have a low correlation to sp ? is there ...
by yp
Mon Apr 21, 2003 4:43 pm
Forum: Trader Psychology
Topic: Interesting study on predicting prices
Replies: 3
Views: 4576

Interesting study on predicting prices

On my site I posted a section from a book called "mind traps". I have had many positive comments from it. I wanted to share it with members of this forum. :) The following text was taken from a popular trading book, Decision Traps, by J. Edward Russo and Paul J.H. Schoemaker. In this book, nine diff...
by yp
Thu Apr 17, 2003 12:32 pm
Forum: Testing and Simulation
Topic: Computing the MAR Ratio - Using what sort of drawdown?
Replies: 4
Views: 8295

Howard I can cofirm that what you are saying is true. There are some reporting services that allow fund managers to input their #'s on a daily or weekly basis. This has been the trend with the advent of internet, real time services. I believe Quadriga fund reports on a daily basis now. Most funds st...
by yp
Thu Apr 17, 2003 11:00 am
Forum: Testing and Simulation
Topic: Computing the MAR Ratio - Using what sort of drawdown?
Replies: 4
Views: 8295

It calculates in all the time, not just month end and uses total equity.
yp