Search found 729 matches

by AFJ Garner
Tue Sep 14, 2004 10:57 am
Forum: Trend Indicators and Signals
Topic: Which futures markets trend the most?
Replies: 18
Views: 27939

Which Futures Markets Trend Most

A related subject hinted at above is that many of even the "worst" markets can be made profitable by trading a much longer term trend following system. There was discussion on the TR List a few weeks ago and some interesting posts made by Mark Johnson and others who tried out a simple two MA crossov...
by AFJ Garner
Fri Sep 10, 2004 1:42 pm
Forum: Trend Indicators and Signals
Topic: How Did Richard Dennis Originally Trade?
Replies: 8
Views: 11769

Scalping

Oops - sorry MikeL I should have added that the relevance of my comments on scalping is that Curts' reference above refers to Mr Dennis' early days as a scalper and floor trader.
by AFJ Garner
Fri Sep 10, 2004 1:40 pm
Forum: Trend Indicators and Signals
Topic: How Did Richard Dennis Originally Trade?
Replies: 8
Views: 11769

Scalping

"Scalping" is an interesting topic. The basic idea is to trade as a "local" on the floor or to use the screen since the very low transaction costs involved mean you can trade for a couple of ticks profit. And you try as often as you can to capture the bid offer spread. What is less than clear to me ...
by AFJ Garner
Fri Aug 20, 2004 2:00 pm
Forum: Trader Psychology
Topic: Meditation
Replies: 32
Views: 30605

Meditation

I have practised simple meditation and self hypnosis for some years now. In combination with rigorous daily exercise, no alcohol or cigarettes and a healthy diet, I certainly feel a lot better than I did 10 years ago before I started. Immeasurably better. But for me, all these elements have to be co...
by AFJ Garner
Mon Aug 16, 2004 12:54 pm
Forum: Testing and Simulation
Topic: Ideal Timing for Large Lump Sum Investment
Replies: 8
Views: 5418

Similar experience to Rocky and Damian - started trading through an excellent robobroker when a certain LTTF system was at a 20% drawdown - worst for 20 years on the portfolio chosen. Guess what? It went to about 38% and has not yet recovered. I can further support the fact that, while backtesting a...
by AFJ Garner
Thu Oct 16, 2003 6:22 am
Forum: Trader Psychology
Topic: Technical analysts exhibit no skill in predicting.....
Replies: 7
Views: 6747

Philip Coggan

I too read the article; when it originally came out. Mr Coggan is a thoughtful and interesting writer and I have enjoyed his articles over the years. Alpesh Patel can be interesting also - but can also often be wrong and / or misleading. Remember these people HAVE to find things to write about all t...
by AFJ Garner
Wed May 14, 2003 8:11 am
Forum: Brokers
Topic: System Brokers
Replies: 7
Views: 5902

System Trading Versus Trading CTA Funds

Schwager's book on Managed Futures talks of trading CTA funds. A topic I have recently been looking at. Or Indeed hedge funds in general. Notional funding of a basket of CTA funds or CTA funds of funds (such as Sperry) can produce excellent returns and an excellent risk reward ratio. And by the same...
by AFJ Garner
Mon May 05, 2003 5:14 am
Forum: Testing and Simulation
Topic: Applying Creative Diversification to one's benefit
Replies: 3
Views: 3908

Diversification through non-correlation.

I am not sure that I am posting this note on the most appropriate thread but here goes. On page 93 of Robert Pardo’s excellent book Design, Testing, and Optimisation of Trading Systems he has the following advice to give on correlation and choice of a basket to test and trade: “Selecting the Bas...
by AFJ Garner
Tue Apr 29, 2003 3:57 am
Forum: Trader Psychology
Topic: Interesting study on predicting prices
Replies: 3
Views: 4424

Yes, very interesting yp. Here is a little tale in support. For much of the 90's I played the IPO market. My mentor and at that stage financial backer was a wonderful American who taught us to take stock and simply flip it at the open. Perfectly legal of course. Worked wonderfully regardless of mark...