Search found 166 matches

by kianti
Fri Jan 27, 2006 5:12 pm
Forum: Trader Psychology
Topic: Is Discretionary Trading Undervalued?
Replies: 6
Views: 7479

Because asset allocators and fund-of-funds people, demand tons and tons and TONS of information from system traders, their "due diligence" never ends. They want to test your system for non-correlation with other system traders they've given money to. They want to calculate jillions of statistics ab...
by kianti
Sun Jan 15, 2006 8:02 am
Forum: Trader Psychology
Topic: As a Man Thinketh - James Allen
Replies: 12
Views: 14639

Fascinating, thank you. I will buy it. One problem I have found with reading anything by the Dalai Lama has been the quality of the translation into English. I suspect he has much to say which I would like to hear and I very much look forward to reading this. I feel you'll enjoy it, in the book you...
by kianti
Sun Jan 15, 2006 6:48 am
Forum: Trader Psychology
Topic: As a Man Thinketh - James Allen
Replies: 12
Views: 14639

The eventual conclusion of some of the scientists quoted supports James Allen and the Buddha. We can learn, we can govern our behaviour and our emotions, our brain (our personality?) CAN be trained along the lines suggested by James Allen. Same conclusions can be found on: Destructive Emotions: A S...
by kianti
Fri Jan 06, 2006 10:49 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21580

As economists say just before they tell huge whoppers, All other things being equal, if two managers have equal returns, the one with the lower (M/E) ratio is taking less risk. Also, if a manager trades intra-day only the end-of-the-day margin will be zero; that doesn't mean that the risk is close ...
by kianti
Fri Jan 06, 2006 8:27 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21580

If you're familiar with the Kelly criterion, you can think margin/equity as the optimal bet size, the article below maybe can help.

Understanding the relationship between risk, reward and
margin/equity ratio in managed futures

http://www.aima.org/uploads/2002%5CJune%5Cwinton.pdf
by kianti
Mon Jan 02, 2006 8:32 am
Forum: Brokers
Topic: Brokers and the Patriot Act
Replies: 9
Views: 8048

AFJ, I agree with you, many of the bad practices are still around. I've the feeling that some areas becoming more and more regulated with no real results, while others are still far-west. You mentioned some kind of front-running+nostro account. Public exchanges should be deemed to offer for free and...
by kianti
Mon Jan 02, 2006 6:21 am
Forum: Testing and Simulation
Topic: Cash data for testing
Replies: 1
Views: 2001

2. the $62,500 shouldn't be a problem: in your cash data contract specifications you set the notional amount to $62,500.
by kianti
Mon Jan 02, 2006 6:17 am
Forum: Brokers
Topic: Brokers and the Patriot Act
Replies: 9
Views: 8048

Re: Brokers and the Patriot Act

.......transfers more that some nominal sum like $10,000 or any repetitive transfers of smaller amounts...... I don't know if you could find it interesting or amusing, in Italy there's still a shady character called the "spallone", so called because it's job used to be to cross the Alps by foot wit...
by kianti
Fri Dec 30, 2005 8:29 am
Forum: Testing and Simulation
Topic: Trading Solutions Software
Replies: 24
Views: 13108

'the bottom of the barrel'.
or even Pure Snake Oil :lol: :lol: :lol:


--------------------------------------------------------------------------------
Why make billions when you can make millions
by kianti
Tue Dec 20, 2005 4:46 am
Forum: Trader Psychology
Topic: As a Man Thinketh - James Allen
Replies: 12
Views: 14639

Master AFJ, I welcome "your cranky nature" and I'll take the chance of asking you if you read anything from Osho. I read a few of ihis books and found some quotes very similar to the ones of Don Ed Seykota. Your esoteric opinion is highly regarded. best regards, as ever -----------------------------...
by kianti
Sat Apr 02, 2005 12:51 pm
Forum: Trend Indicators and Signals
Topic: Weekly Bars with EMA futures system?
Replies: 5
Views: 6812

In Murphys T.A. of the Financial Markets, on p. 182, he states that weekly charts are a very useful tool for trend analysis. I guess that intra-day,daily,weekly or monthly are just a way to look at prices and what does matter is the timeframe or length of your base indicator, moving average, channe...
by kianti
Sat Apr 02, 2005 12:41 pm
Forum: Trend Indicators and Signals
Topic: Weekly Bars with EMA futures system?
Replies: 5
Views: 6812

I did a 20/60 EMA crossover with weekly bars and a 100/300 EMA crossover with daily bars, i.e. I simply multiplied the daily EMA lengths by 5.
by kianti
Sat Apr 02, 2005 12:25 pm
Forum: Trend Indicators and Signals
Topic: Weekly Bars with EMA futures system?
Replies: 5
Views: 6812

Re: Weekly Bars with EMA futures system?

Anyway, can anyone share some insight or actual experience with trading with weekly bars versus daily bars? I was looking at you chart for Sugar and it looks like you're not using back-adjusted data. The one below is a back-adjusted weekly chart (CSI data) for Sugar with 5/20 EMA crossover. best re...
by kianti
Thu Mar 17, 2005 11:51 am
Forum: Testing and Simulation
Topic: Has Trend Following Really Gotten Harder?
Replies: 10
Views: 10393

Have hedge funds eroded
market opportunities?
- JP Morgan
by kianti
Tue Mar 15, 2005 12:44 pm
Forum: Testing and Simulation
Topic: contango/backwardation
Replies: 16
Views: 11509

Why do we Avoid the Nearby Oil Contract for Trading? JWH Monthly Commentary September 2004 A recent client meeting focused on trading the crude oil market. The client asked what contract we traded, and we stated that we avoided the nearby contract. He looked at us somewhat puzzled; "Isn't that wher...
by kianti
Wed Feb 23, 2005 2:22 pm
Forum: Brokers
Topic: requirements to become a floor broker
Replies: 5
Views: 6804

hello everybody,
i wanted to ask if someone knows about the requirements on becoming a floor broker on the exchanges like CBOT or NYMEX.
Are you sure :shock: :shock: :shock:
http://www.timesonline.co.uk/article/0, ... 41,00.html
by kianti
Tue Jan 04, 2005 8:47 am
Forum: Brokers
Topic: Stop Order Acceptance
Replies: 17
Views: 14623

I've had orders rejected by the broker. Here is the message I received: "Your order for the 2Yr T-Note to sell @ 105-26 Stop, the note went home yesterday @ 105-23. This is a sell stop above the market - broker rejected. Please cancel and replace." I'm trading a turtle type system, so I generate ne...
by kianti
Wed Nov 17, 2004 4:03 am
Forum: Trend Indicators and Signals
Topic: Volume on NO Price Movment
Replies: 13
Views: 12013

You're right, I should have wrote "maybe".
by kianti
Wed Nov 17, 2004 1:33 am
Forum: Trend Indicators and Signals
Topic: Volume on NO Price Movment
Replies: 13
Views: 12013

It was a "cross" transaction or a pre-arranged trade.
by kianti
Thu Nov 11, 2004 12:26 am
Forum: Testing and Simulation
Topic: How to pick the most suitable values among three parameters?
Replies: 4
Views: 4537

I'm enclosing an article I find very interesting about better optimization