Search found 118 matches

by edward kim
Tue May 15, 2007 1:18 am
Forum: Futures Markets
Topic: CME Milk Class III
Replies: 2
Views: 3141

Turbowagon wrote:What, nobody trades Milk here?!? I guess it's just me and a bunch of farmers responsible for all 141 trades last Friday.
that's a good sign.
by edward kim
Wed Apr 04, 2007 7:59 pm
Forum: Futures Markets
Topic: coffee
Replies: 11
Views: 8034

Re: coffee

Spectre wrote:coffee short position is making money. anyone else system reading 'short' on coffee?
i am long.
by edward kim
Sun Jan 21, 2007 1:48 pm
Forum: Trader Psychology
Topic: Boy Plunger
Replies: 11
Views: 16031

BARLI wrote:
efficiency wrote: Edward, are you taking about a book "Trade Like Jesse Livermore"?
no, i am talking about the original book "how to trade stocks" circa 1940.
by edward kim
Tue Jan 16, 2007 7:21 pm
Forum: Trader Psychology
Topic: Boy Plunger
Replies: 11
Views: 16031

I own one of Smitten's books. It's repetiitve fluff now in storage. Nice photos though. I believe he was married thrice, the last being a Ziegfield girl several years his junior. He may have not died broke, but he did die by his own hand, and the bulk of the last decade was absent former artificial...
by edward kim
Fri Nov 24, 2006 4:48 am
Forum: Money Management
Topic: Pre-emptive money management
Replies: 9
Views: 10024

My question is how you would measure these high vol events going forward. So, sometimes the fed speaks, and nothing happens, but sometimes the fed, or the CPI or some other economic event causes a huge vol move. Also, aren't there so many of these events that it becomes very difficult to employ a l...
by edward kim
Wed Nov 22, 2006 4:35 am
Forum: Money Management
Topic: Pre-emptive money management
Replies: 9
Views: 10024

many outstanding trend-followers i know often go flat before major econ reports and fed decisions.
by edward kim
Thu Oct 12, 2006 11:05 pm
Forum: Testing and Simulation
Topic: When To Stop Trading
Replies: 43
Views: 33191

LeapFrog wrote:Don't want to get off topic, but this has to be an example of when modeling riks just might not capture an event like today in OJ...
this is on topic.

this is also an example where modeling risk DOES capture an event like today. ask stancramer: he is long OJ.
by edward kim
Thu Oct 12, 2006 11:02 pm
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 30185

Re: Orange Juice

billpritjr wrote:Jan 07 Orange Juice broke out today, to 16 year highs.

:shock:
do you take the trade?
by edward kim
Tue Oct 10, 2006 1:52 pm
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 30185

Anyone's trading Wheat? I am biased its going to 500 cents and then sells off, but we'll see yes, and i like it. your prediction is gutsy. in general: this structure means up this much. that structure means no more. but never this structure means up this much and no more. i like to see wheat lock l...
by edward kim
Tue Oct 10, 2006 3:48 am
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 30185

billpritjr wrote:Dennis or Eckhardt?
both.

and also statistical significance tests show this behavior.
by edward kim
Mon Oct 09, 2006 9:04 pm
Forum: Futures Markets
Topic: Coffee table discussion -what contracts is everyone holding?
Replies: 44
Views: 30185

Anyone's trading Wheat? I am biased its going to 500 cents and then sells off, but we'll see yes, and i like it. your prediction is gutsy. in general: this structure means up this much. that structure means no more. but never this structure means up this much and no more. i like to see wheat lock l...
by edward kim
Mon Oct 09, 2006 3:50 am
Forum: Futures Markets
Topic: Paul Tudor Jones and 1987 crash
Replies: 3
Views: 3568

Re: Paul Tudor Jones and 1987 crash

I re-read Market Wizards for the 88th time and observed that Paul Tudor Jones claimed to have gone big T-Bonds when he and Peter Borish "saw" the coming 1987 stock market crash. However, unless I am missing something, a check of historical T-Bond charts for 1987-1988 do not show any huge uptrends, ...
by edward kim
Sun Oct 08, 2006 5:24 am
Forum: Testing and Simulation
Topic: How Has Your Thinking about Trading Changed?
Replies: 9
Views: 5758

rabidric wrote:i used to have a conviction that markets must be/were fractal and scale free...

the truth is much more interesting.
i understand what you mean by scale free.

i am interested in hearing your thoughts on fractals and the markets.
by edward kim
Tue Jun 27, 2006 5:11 pm
Forum: Futures Markets
Topic: Orange Juice Liquidity
Replies: 10
Views: 6321

Re: Orange Juice Liquidity

LeapFrog wrote:By comparison, I would say the slippage in coffee is worse than OJ.
yes.
by edward kim
Mon Jun 26, 2006 3:04 pm
Forum: Futures Markets
Topic: Orange Juice Liquidity
Replies: 10
Views: 6321

Edward Kim, it's not that I doubt what you say.It's just that my broker is "notoriously bad". At times I have experienced fills more that one cent above my buy stops. Relative to the other markets I trade, OJ is the slippage leader. if that occurs on a regular basis, that OJ skid does sound really ...
by edward kim
Sat Jun 24, 2006 9:52 pm
Forum: Futures Markets
Topic: Orange Juice Liquidity
Replies: 10
Views: 6321

Re: Orange Juice Liquidity

I’ve been passively watching the bull market in Orange Juice for some time. Unfortunately, the liquidity of that market is notoriously bad (which is why I’ve only watched vs. traded it). I’m just curious if anybody has actually been trading the OJ move and can share what kind of slippage they...
by edward kim
Sat Apr 22, 2006 8:05 pm
Forum: Futures Markets
Topic: CBOT BLOWS IT!
Replies: 7
Views: 4821

Re: CBOT BLOWS IT!

[quote="futurestrader111"]Many traders were surprised yesterday when trading the mini-silver contract at the CBOT. Why???? Because the CBOT had a rule that said if your stop was surpassed by 3 cents before it was filled that the stop was cancelled!!!!! This is insane, the CBOT is basically saying, â...
by edward kim
Wed Mar 22, 2006 8:09 pm
Forum: Data Providers and other non testing software
Topic: Google Data
Replies: 21
Views: 17537

damian wrote:It's just a matter of time.

http://finance.google.com/finance
i like the way the individual charts scroll~
by edward kim
Wed Feb 22, 2006 2:39 am
Forum: Testing and Simulation
Topic: Recent Trend-following system performance
Replies: 11
Views: 9163

Christian's helpful table above may help to answer a question which always tends to puzzle those newer to this game. Which goes something as follows: how come when my tests show that you can turn $50,000 into $10zillion in 20 years, the records of all the CTAs I have looked at suck? We might also n...
by edward kim
Sat Jan 07, 2006 4:58 pm
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21652

i agree with everyone: margin/equity doesn't help very much.

(core equity minus skid) / total equity

these ratios show what kind of drawdowns you can experience if everything is stopped out now.