Search found 152 matches

by Moto moto
Wed Jul 20, 2011 4:15 am
Forum: Money Management
Topic: How Fund Manager places order on market?
Replies: 4
Views: 4187

yes the algorithms usually offered by many platforms and brokers are designed specifically for this purpose. The old VWAP (volume weighted average price) possibly being one of the simplest earliest type for stocks. This is all particular relevant only with large orders and as discussed in other thre...
by Moto moto
Sun Jul 17, 2011 8:58 pm
Forum: Brokers
Topic: Brokers and Disaster Safeguards
Replies: 2
Views: 2900

I have a trading friend who I have known for years that can get access to my account if need be with simple instructions......exit all positions, go to cash, and then after that let the executor of my estate and accountants (in a worst cash scenario) handle it from there. I would not believe that a ...
by Moto moto
Wed Jul 13, 2011 10:50 pm
Forum: Money Management
Topic: The turtle sizing rules are flawed
Replies: 8
Views: 5686

when looking at "utilizing one's whole trading capital vs. only looking at the risks of individual trades. " you need also to take it to the next level for filtering instruments based on liquidity, a maximum position size per the portfolio size, correlated instruments and the like. these limitations...
by Moto moto
Wed Jul 13, 2011 5:19 am
Forum: Testing and Simulation
Topic: Curve Fitting
Replies: 6
Views: 2740

plus just because an instrument has a low or negative expectancy over the total period of a test, it does not mean that it did not contribute positively at some stage during the test.
by Moto moto
Fri Apr 22, 2011 9:33 pm
Forum: Money Management
Topic: Guaranteed Stops and are they worth it?
Replies: 1
Views: 2050

On some of those make sure you read the fine print, as I have seen variations. Some use an option to guarantee the stop, which is the extra premium and can get quite expensive.....others guarantee the stop ONLY if it was possible to exit at the level. eg; if there is a gap through the level where it...
by Moto moto
Wed Apr 20, 2011 5:03 am
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78079

yes....While I have not tested stocks using TB - I dont have the access to accurate data for the stocks that are all back adjusted, so I end of fudging things to take a best guess - I figure I dont have the time to spend to do an inaccurate test - What I then do is to run things in a discretionary, ...
by Moto moto
Tue Apr 19, 2011 6:50 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78079

Mr Garner makes a great point and the perfect example to be able to understand it is always the NASDAQ bubble.....some of the big winners then are gone...but no one knew which ones would survive (and his point is also particularly relevant when it comes to trying to backtest equity options trading -...
by Moto moto
Sun Apr 10, 2011 11:16 pm
Forum: Testing and Simulation
Topic: Dead Turtles
Replies: 92
Views: 70144

Don't get spooked by bullshit about how incredibly difficult it all is. Don't listen to endless drivel about psychology - it's certainly no more difficult to live with an investment in a well designed futures pro gramme than it is to live with some useless mutual fund which achieves a maximum draw ...
by Moto moto
Mon Apr 04, 2011 5:45 am
Forum: Testing and Simulation
Topic: Dollar Volume vs Plain Volume
Replies: 4
Views: 2138

Isn't the interest/volume in the stock the basis for liquidity? Not when you determine how many shares you will be trading based on the dollar amount of your account. You are trading dollar liquidity based on the dollars in your portfolio not volume liquidity. Volume based on the size of the potent...
by Moto moto
Tue Mar 29, 2011 5:45 pm
Forum: Stocks
Topic: ilYzyPKPwhICaq
Replies: 88
Views: 78079

drm7.... another filter that might be worth it is using the index or sector index; eg; iron ore stocks, oil sector, retail, banks and finance. If the filter of the index breaks - then breaks in the individual stocks are more likely to occur. (I have no hard and fast testing of this....but use it wel...
by Moto moto
Fri Mar 18, 2011 2:42 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 12107

have to reply....even though its all a personal journey.... for me....I understand and trust and believe in trend following. However, to a large extent...WHILE I STILL ENJOY THE DAY TO DAY MARKET FOLLOWING.... I may as well do the intraday/shortterm trading. Coming from a discretionary equity option...
by Moto moto
Mon Mar 07, 2011 7:11 pm
Forum: Money Management
Topic: How to incorporate subscriptions in trading
Replies: 14
Views: 6201

ace - to help consider the issues you are talking separate things here. they are related, but separate issues,.......given you have to collectively lump old and new investors in your case and are not running separate accounts. 1) to dilute or not dilute risk return of the existing unitholders/shareh...
by Moto moto
Mon Feb 07, 2011 8:31 pm
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16225

In house office discussion this morning .... just because you can do a deal that will make you 5%, and you think therefore you should use extra leverage to make multiples of 5%, does not change the risk profile of the original deal...... the base question still remains of what is the risk of the ori...
by Moto moto
Tue Feb 01, 2011 12:00 am
Forum: Brokers
Topic: Backup trading account
Replies: 2
Views: 2866

additionally as all good disaster recovery processes should cover - dont forget to actually test it. After the recent floods here in Australia, there were a few brokers whose backups worked perfectly and others were lacking. Otherwise its like forgetting to fuel up the getaway car and ruining a perf...
by Moto moto
Thu Jan 06, 2011 7:24 pm
Forum: Futures Markets
Topic: Bellies - A dying market
Replies: 7
Views: 3000

maybe a better explanation is that the pigs went on a diet and their bellies got smaller, leading to less slaughter as there was no demand for the fat free pork bellies. :)
by Moto moto
Mon Dec 20, 2010 2:11 am
Forum: Futures Markets
Topic: Transtrend: trading pork bellies
Replies: 18
Views: 8295

good article. I also enjoyed the talk about hiding the footprint, as the other day on talking to someone at a social function, they were telling me a lot of the retail cfd providers look for clients that show traits of loosing all their money, and then they dont trade against them as such, but they ...
by Moto moto
Thu Nov 18, 2010 12:40 am
Forum: Testing and Simulation
Topic: historical stock data: PE, earnings
Replies: 4
Views: 2502

ask an analyst.... their numbers are always backward looking!
Seriously.....find someone with a Bloomberg maybe
by Moto moto
Thu Oct 28, 2010 4:53 pm
Forum: Testing and Simulation
Topic: How to trade a "Blow-Off Top" chart pattern?
Replies: 3
Views: 2944

Q...how to trade a blow off pattern? A...If using some discretion in the trading, and you have a reasonable understanding of simple options trading, and there is a liquid, reasonably priced (the big issue) availability of options traded. Then you could substitute longs for calls, or hedge the positi...
by Moto moto
Mon Sep 27, 2010 5:36 pm
Forum: Forex
Topic: Where does Money go?
Replies: 1
Views: 2163

"If the loan rate between banks is slightly increase from 0.16% to 0.24%, then it implies banks have less money than previous status. " OR it means that to supply the same amount of money they just require a higher rate of return as they think the risk has increased. "On the other hands, the local c...
by Moto moto
Mon Sep 27, 2010 5:16 am
Forum: Testing and Simulation
Topic: Measuring your correlation to professional futures traders
Replies: 56
Views: 23453

I think measuring the correlation between yourself and others is a good idea, but it does not necessarily reverberate with why some fund of funds or institution is going to invest in you. Most of that is sales. As mentioned unless you really look behind the scenes you may not understand what causes ...