Search found 154 matches

by LeapFrog
Mon Feb 07, 2011 9:44 am
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16222

Interesting topic for sure. Regarding Dean's hypothesis above, might this be a case of correlation not implying causation? The public investor does not usually have access to a CTA's actual leverage (Total Assets controlled divided by Total Funds in house, e.g.) and so tend to rely on the margin to ...
by LeapFrog
Fri Feb 04, 2011 11:30 am
Forum: Futures Markets
Topic: Suspicious data
Replies: 51
Views: 27179

CT

And at 11:30 AM EST today we are seeing Cotton lock limit down - could be the turn.
by LeapFrog
Mon Jan 10, 2011 6:04 pm
Forum: Futures Markets
Topic: What was your performance in 2010, and year to date?
Replies: 5
Views: 2500

I think if you made this into a POLL you might get more replies - anonymous that way. Something like, was 2010: Better than 50% 40 - 50 % 30 - 40 % 20 - 30% 10 - 20 0 - 10 -10 - 0 -2- - 10, etc. etc. etc.? I think more interestingly would be what peeps CAGR was over the last 5 years ending 2010 and ...
by LeapFrog
Fri Jan 07, 2011 1:07 pm
Forum: Testing and Simulation
Topic: Tradestation and Rina
Replies: 3
Views: 2237

I have a feeling that trading will always be work and that the markets will never just roll over and let one make money. As an aside, I noticed that Tradestation bought out Rina in August. Portfolio backtesting for the masses is coming soon. Aside #2. I always over-estimated the number of traders u...
by LeapFrog
Wed Oct 20, 2010 10:57 pm
Forum: Futures Markets
Topic: Hang Seng and Taiwan Indexes
Replies: 5
Views: 3598

May I ask some newbie question. If you add a new market to your trading portfilio. How do you adjust your trading suite or your positions? Do you add a position immediately if there is a open position in TB? Second question is : if you trade different time zone market. How do you setup your compute...
by LeapFrog
Thu Oct 07, 2010 8:15 pm
Forum: Futures Markets
Topic: Hang Seng and Taiwan Indexes
Replies: 5
Views: 3598

Hang Seng and Taiwan Indexes

My broker is getting these setup for me to trade...can anyone who trades these tell me if they roll monthly for all 12 months or quarterly like the US equity index futures? Seems like monthly, but I have not traded them to really know. Broker is giving me access right now to the Dec10 cons but the v...
by LeapFrog
Tue Oct 05, 2010 5:53 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 30572

Should be enough proof to put Tommy back on his meds...
by LeapFrog
Fri Aug 20, 2010 10:38 am
Forum: Market Psychology
Topic: Profitability of System Types at Present
Replies: 11
Views: 8289

From a philosophical standpoint, are there really any discretionary traders? Or are they all just systematic traders who suffer from a lack of proper documentation? I pretty much agree with this assessment. While mechanical testing may prove a concept, and pure mechanical systemised trading is a go...
by LeapFrog
Wed Aug 04, 2010 11:38 am
Forum: Testing and Simulation
Topic: ETF's
Replies: 19
Views: 5575

Re: ETF's

Chris67 wrote:Is this just the fact that the general public are still that ignorant as to the benefits of spread betting
Spread betting is illegal in the United States - sounds too much like gambling and the general public needs to be protected from themselves.
by LeapFrog
Mon Jul 19, 2010 9:46 pm
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10288

LeviF wrote:9:30ish eastern, download started.
Look at that - faster than a New York Minute!
by LeapFrog
Mon Jul 19, 2010 9:31 pm
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10288

9:30 PM EST and no data.

Just got off the phone with tech support. Apparently a server crashed and they are reloading all the data - will take another hour (10:30 PM EST).
by LeapFrog
Wed Jul 14, 2010 3:41 pm
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10288

Just got another nice note updating me on their progress (wow, all within the past 12 hours).

They said they are taking my email to them very seriously and have forwarded it around the company, including to the President, and are shooting for a fix within a few days.

I'm impressed!
by LeapFrog
Wed Jul 14, 2010 9:26 am
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10288

Upon enquiring last night about yet another late issuance of yesterday's data, the friendly and helpful folks at CSI provided the following response. That's a pretty good answer I think and one I can work with. Guess I can delay my plans to move in with Sluggo for now...although the "winetime" does ...
by LeapFrog
Tue Jul 13, 2010 2:14 pm
Forum: Futures Markets
Topic: CSI running l a t e
Replies: 25
Views: 10288

Yes - I've had to re-run the download as late as 9:00 PM EST to capture the DX, for example.
by LeapFrog
Wed Jul 07, 2010 12:52 pm
Forum: Testing and Simulation
Topic: OCO+GTC
Replies: 7
Views: 3070

Re: OCO+GTC

I'm looking for a futures trading platform able to keep OCO orders on their server, i.e when I turn of my PC OCO will keep working. Any idea or suggestion to solve the issue is very welcome. Best regards as ever My broker (OEC) does what you ask - OCO, OSO, time release, and a whole bunch of other ...
by LeapFrog
Mon Jun 14, 2010 9:00 am
Forum: Data Providers and other non testing software
Topic: FCH Cac 40
Replies: 5
Views: 3084

Front Months?

I have this setup to roll into HMUZ months the same as the US indicies - but this seems lumpy on volumes. Rolling into every calender month 2 to 3 days before expiration produces a much more even volume distribution. How are others trading/rolling this? I see what the exchange says (thank you Sluggo...
by LeapFrog
Fri Apr 30, 2010 11:33 am
Forum: Testing and Simulation
Topic: How did you go about picking rollover timing triggers?
Replies: 40
Views: 20645

I myself happen to use "Date" to trigger my rollovers, which as you can see from the impassioned messages in this thread, is not a universally well-loved decision. I use a different rollover date in each futures market and I don't worry that this may be overfitting -- to me it is just an acknowledg...
by LeapFrog
Sat Apr 17, 2010 10:05 am
Forum: Testing and Simulation
Topic: MOC order in E futures. Backtesting vs reality...
Replies: 13
Views: 3774

Ahh RedRock - I remember those old Pit days too - how we miss those good old days huh? The closes, and the opens, were such fun. I remember cocoa, for example, with their rotational openings. They would open each month for about 5 minutes each until they had put some trades through on each month. By...
by LeapFrog
Thu Feb 25, 2010 2:20 pm
Forum: Futures Markets
Topic: Wick in June Ten Year Note
Replies: 7
Views: 3739

That's awful - I hope they bust that for you - they sure should. Push your broker to complain several times to the exchange. I'm still in H, rolling tomorrow.