Search found 42 matches

by ES
Tue Sep 30, 2008 11:56 am
Forum: Money Management
Topic: CPA FIRMS
Replies: 5
Views: 4010

Cpa firms / bAck office

Thanks for the reply. we are not cta's nor do we care to be. we're establishing a small hedge fund. we started with 1mm of pooled money two years ago and now the fund has grown to 4mm (trading stocks). this is not a misprint. we now require retaining a cpa firm to produce our track tables and do our...
by ES
Tue Sep 30, 2008 3:04 am
Forum: Money Management
Topic: CPA FIRMS
Replies: 5
Views: 4010

CPA FIRMS

can anyone recommend a good cpa firm re track tables, auditing, back office.

any comments with respect to gs's readiplus?
by ES
Sun Dec 17, 2006 11:08 pm
Forum: Money Management
Topic: correlation for a vehicle lease portfolio
Replies: 0
Views: 3554

correlation for a vehicle lease portfolio

We're working on developping an algorithm to define risk in a vehicle lease portfolio. for example: portfolio is 100mm worth of vehicle leases. cars,trucks construction equipment etc. want to develop a correlation matrix so that we can ensure that we're not overloaded in an area or perhaps require f...
by ES
Mon Apr 10, 2006 12:31 am
Forum: Money Management
Topic: CAPITAL REQUIREMENT
Replies: 10
Views: 10820

DD

Dear folks, It's always interesting to go back in time and review what one has written. Thus, has anyone tackled the issue of minimizing drawdowns? or perhaps tweaking ATR's for exits or perhaps using some other indicator? Any comments or suggestions re dradowns would be greatly appreciated best eric
by ES
Thu Nov 17, 2005 6:27 pm
Forum: Money Management
Topic: CAPITAL REQUIREMENT
Replies: 10
Views: 10820

quetion

Thanks Damian. i actually took a break from trading to concentrate on my litigation practice which thank goodness b has been great. i want to fund an account with a group of guys and i'm wondering whether we should fund 100k to get matters started or whether is a waste and just plug 1mm or more. Ed ...
by ES
Thu Nov 17, 2005 1:40 pm
Forum: Money Management
Topic: CAPITAL REQUIREMENT
Replies: 10
Views: 10820

CAPITAL REQUIREMENT

Dear colleagues, I would like some input or opinions as to how much one should fund an account to trade equitties. i will trade the turtle system with a twist of course but I am indeed a trend trader. Any comments or suggestions would be greatly appreciated. if I can start with 100k for example than...
by ES
Fri Mar 18, 2005 1:13 pm
Forum: Testing and Simulation
Topic: Encoding geometric patterns
Replies: 5
Views: 3898

THE MODEL

The greatest challenge is to understand who the participants in the market are. It is these people that define the price of a stock or a bond or a commodity. Seperating retail and institutional action is my first filter. I want to see if blind money is coming in or out of the market. I also want to ...
by ES
Fri Mar 18, 2005 1:02 pm
Forum: Testing and Simulation
Topic: turtle system now ahead for year after rough start
Replies: 2
Views: 3223

Tradestation

I'm not sure how you accomplished your task bu Tradestation offered many problems in programming the original turtle rules. My bouts with metastock were even worse. please be careful.
by ES
Sat Jan 29, 2005 10:57 pm
Forum: Market Psychology
Topic: Are Stock Indices Different?
Replies: 12
Views: 20738

The explanation is the difference

Here folks, lies the explanation which = the difference between trading stocks and commodities. Smootheness. It exists in commodities while stocks wreak nothing but havoc and chaos. There's nothing smooth about trading stocks. I deduce either short term compressed trends or longer term trends. This ...
by ES
Fri Dec 31, 2004 10:21 pm
Forum: Trader Psychology
Topic: NLP - anyone benefit?
Replies: 9
Views: 10558

Spoling the party

Folks, I'm sorry to say but NLP and hypnotism are all very wonderful and sexy and emotionally sizzling, but these aspects have absolutely nothing to do with your mind and the decisions you make. The brain offers intellect while the heart offers emotion. A tremendous distance exists between these two...
by ES
Fri Dec 31, 2004 9:43 pm
Forum: Trend Indicators and Signals
Topic: stalking the first big trend when starting out
Replies: 11
Views: 12018

Incorrect

Brendo,

You are incorrect. The product is different. Mike gives advice on trading stocks that does not correlate to the report offered by c.f..

In law we call this misrepresentation. The State Attorney should put him out of business.
by ES
Sat Apr 10, 2004 10:44 pm
Forum: Forex
Topic: FOREX vrs. Stocks
Replies: 13
Views: 17137

Technical Indicators

Be careful with ma and rsi indicators. they serve to attempt to predict the future. I could never make consistent money with the technical indicators. I would rather rely on intelligent science that would dissuade a potential possibly leading to emotional instability. Can i count on it or not ? The ...
by ES
Sun Feb 15, 2004 12:08 am
Forum: Trend Indicators and Signals
Topic: New Highs and Lows
Replies: 4
Views: 4713

Resoning

The initial reasoning behind the posting was to illustrate that more symbols are in a sustained (long) trend. I take the companies and create a correlation matrix to determine correlation values between themselves. One i've identified which symbols are highly correlative i dump them in a bucket. I t...
by ES
Wed Feb 11, 2004 10:24 pm
Forum: Trend Indicators and Signals
Topic: Exit Signals - Turtle Exits? Others?
Replies: 3
Views: 5441

Consistency and personal comfort

I decided to stick with ATR multiples(turtle rules) to exit the market and I really didnt't worry so much about not having made that extra buck or so. You have to feel confortable with the trading and if it suits you mentally than why ride the rollercoaster when you can coast along as if you were dr...
by ES
Wed Feb 11, 2004 10:09 pm
Forum: Trend Indicators and Signals
Topic: New Highs and Lows
Replies: 4
Views: 4713

New Highs and Lows

LOOK AT THE AMOUNT OF STOCKS MAKING NEW HIGHS. The number keeps growing. The difficulty is that there3 is a much larger ratio of Hh then Ll. So be careful not to strap on too many postions. The position sizing aspect of the turtle rules printed by c.f. is a good start. A correlation Matrix is equall...
by ES
Sat Jan 31, 2004 8:09 pm
Forum: Trend Indicators and Signals
Topic: How do you determine the "trend" aside of a 20-day
Replies: 25
Views: 20348

MA CRosovers

The MA crossovers are absolute garbage. I ;ve only lost money with that nonesense. I ve tried everythingfrom ma crossovers to simple ma's to exp ma, macd;s stochastics, i met goerge lane he's nuts! but tall of those techincial indicatros are crap. they absolutely do not teach you the more important ...
by ES
Sat Jan 31, 2004 7:57 pm
Forum: Trader Psychology
Topic: How the human processes information
Replies: 3
Views: 5165

correlation between the physical and the spiritual

Having a set of parameters is one thing and trying to follow them is yet another. every human feels elation when they catch a nice move. There isn't a single human in the world that can not be phased when success appears. Conversely when we lose, I've somehow developed the ability to accept the loss...
by ES
Fri Jan 30, 2004 9:45 pm
Forum: Trader Psychology
Topic: How the human processes information
Replies: 3
Views: 5165

How the human processes information

Hope greed and fear are all emotions that must be disabled. As trend followers we must disable the emotion and prediction functions. The human receives the information and it is firstly his animalistic soul that deals with the particular notion. Humans have the physical element, ieyour body, organs ...
by ES
Tue Dec 30, 2003 1:43 pm
Forum: Trend Indicators and Signals
Topic: EXIT signals ...
Replies: 29
Views: 32793

atrs

use atr's for stops thst it start there. you can have the greatest signals for ewntry but thats totally irrelevant. it doesn't matter how you get in its how you get out. i always thought when i traded very very manually, that oh the entry is the big shot etc but i now realize that it doensnt even ma...
by ES
Thu Sep 18, 2003 3:22 pm
Forum: Trend Indicators and Signals
Topic: EXIT signals ...
Replies: 29
Views: 32793

EXITS

OK IV'E STUCK TO USING 2 OR 3 ATR'S FOR STOPS OR EXITS AND THIS HAS WORKED FINE. A TREND FOLLOWER HAS OPPORTUNITES EVERY SINGLE MOMENT OF THE DAY FROM NEW ZEALAND TO THE LAST MARKET AND THE CURRENCY MARKET NEVER REALLY SHUTS. TAKING PROFITS OFF THE TABLE IS QUINTESSENTIAL. THEN TAKE THE MONEY AND BU...