What is a 10-day Exponential Moving Average?
Thanks!
Search found 14 matches
- Wed Oct 01, 2008 1:20 pm
- Forum: Testing and Simulation
- Topic: The short side and trend following
- Replies: 41
- Views: 29929
- Tue Jul 08, 2008 2:46 pm
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30403
- Thu May 15, 2008 9:55 pm
- Forum: Testing and Simulation
- Topic: After simulation & Testing - How do you start trading a
- Replies: 16
- Views: 16253
If I can chuck my 2 cents in .. in a million years I would never start by putting all current positions my system holds .. sounds like utter suicide especially given in todays world all markets are fairly well correlated .. a good example would be .. my system has me long oil .. from 26 usd per bar...
- Sun May 11, 2008 5:18 pm
- Forum: Testing and Simulation
- Topic: In your testing...
- Replies: 2
- Views: 3062
Re: In your testing...
Doesn't option 3 kind of negate the dilemma?levijean wrote:If you get a signal to buy 2 instruments, but can only take 1 for whatever reason, do you find it more profitable to buy: 1) the stronger of the two (based on some recent performance measure); 2) the weaker of the two; or 3) half position in both?
M
- Fri May 09, 2008 3:09 pm
- Forum: Testing and Simulation
- Topic: How to SPEED UP simulations by 2 to 50 times (or more)!
- Replies: 12
- Views: 10193
http://www.nvidia.com/object/tesla_computing_solutions.html NVIDIA Tesla is likely more appropriate for applications like these. It essentially turns the GPU into a highly parallel FPU. For $1300 you get 128 dedicated cores. Multiple Tesla can be linked. If one needs real-time information one needs ...
- Sun Apr 06, 2008 4:54 pm
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14078
- Sat Apr 05, 2008 12:54 pm
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14078
- Sat Apr 05, 2008 12:27 pm
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14078
- Sat Apr 05, 2008 12:03 pm
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 14078
- Thu Apr 03, 2008 12:53 pm
- Forum: Money Management
- Topic: managing risk of 90 stocks/bonds portfolio
- Replies: 8
- Views: 8618
- Thu Apr 03, 2008 12:24 pm
- Forum: Money Management
- Topic: managing risk of 90 stocks/bonds portfolio
- Replies: 8
- Views: 8618
Re: managing risk of 90 stocks/bonds portfolio
I would allocate 100% to cash.BARLI wrote:The goal is to stay at 0 P/L, no loss and no win, but 0$. How would you adjust the portfolio according to the criteria?
jj
- Sun Mar 30, 2008 1:11 pm
- Forum: Testing and Simulation
- Topic: Rounds Turns Per Million -- How Low Can You Go?
- Replies: 8
- Views: 6804
- Sun Mar 30, 2008 8:27 am
- Forum: Testing and Simulation
- Topic: Rounds Turns Per Million -- How Low Can You Go?
- Replies: 8
- Views: 6804
- Sat Mar 29, 2008 4:01 pm
- Forum: Testing and Simulation
- Topic: Rounds Turns Per Million -- How Low Can You Go?
- Replies: 8
- Views: 6804