Search found 66 matches

by DPH
Thu Dec 15, 2011 11:27 pm
Forum: Trader Psychology
Topic: Performance Enhancing Trading Drugs
Replies: 22
Views: 12148

Clearly this is the wrong forum for this discussion. The typical superficial responses abound. Yes, I agree that the “weed smokinâ€
by DPH
Thu Dec 15, 2011 7:21 am
Forum: Trader Psychology
Topic: Performance Enhancing Trading Drugs
Replies: 22
Views: 12148

I feel the comments here thus far (except AFJ’s) are giving this topic short shrift and lack of serious consideration. Maybe the problem is that this subject is too personal for a forum. There also seems to be a sort of stigma attached to those that use any form of “therapeuticâ€
by DPH
Mon Dec 12, 2011 11:35 pm
Forum: Trader Psychology
Topic: Performance Enhancing Trading Drugs
Replies: 22
Views: 12148

Performance Enhancing Trading Drugs

Here is a bit of a Taboo subject... Using drugs to enhance human performance is as old as the hills, but I think the consensus is that any benefits derived get equally offset by negative side effects (Not to mention that many drugs are illegal!) Although, there is no question that in some situations...
by DPH
Mon Nov 21, 2011 2:59 am
Forum: Testing and Simulation
Topic: Can Google Predict the Markets?
Replies: 11
Views: 5876

My biggest concern with my time investment in this is that Google will stop offering the data (for free anyway). They recently did this to webmasters when they decided to remove keyword data from Google Analytics Accounts. http://analytics.blogspot.com/2011/10/making-search-more-secure-accessing.htm...
by DPH
Sun Nov 20, 2011 3:44 pm
Forum: Testing and Simulation
Topic: Can Google Predict the Markets?
Replies: 11
Views: 5876

Seems like you have lost confidence in your ability to trade simple price trends.... Raj, I have not lost confidence at all, trading price trends is what I do (and firmly believe in). I simply have an open mind and a ravenous appetite for new ideas (do you?)….Sometimes new ideas pan out, most oft...
by DPH
Sun Nov 20, 2011 6:25 am
Forum: Testing and Simulation
Topic: Can Google Predict the Markets?
Replies: 11
Views: 5876

Can Google Predict the Markets?

In my never-ending quest for better trading tools, I have come across something that I think has intriguing possibilities.

Specifically it is a Google tool called “Google Insights for Searchâ€
by DPH
Fri Nov 18, 2011 12:46 pm
Forum: Money Management
Topic: Will Notional Funding Now Become the New Standard?
Replies: 10
Views: 7285

For example, Hoffman Asset Management (as of this writing) has had a maximum drawdown of about 12.55% on its $250,000 nominal account size program. This means a $31,375 drawdown in cash terms. The maximum margin usage is about 15% on $125,000 or, about $37,500 in cash terms. Should that not read 25...
by DPH
Fri Nov 18, 2011 1:33 am
Forum: Money Management
Topic: Will Notional Funding Now Become the New Standard?
Replies: 10
Views: 7285

Will Notional Funding Now Become the New Standard?

Given what happened at MFG can anyone make a good case for funding their trading account with anything more than the required margin? (Notional Funding)

It would require a little more work for the occasional wire to be sent or received, but isn’t it worth it?
by DPH
Thu Nov 17, 2011 12:04 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 16669

fab1usa1, One suggestion is to come up with some kind of screen that allows you to monitor a large universe of markets, but only "permissions" a few of them at any given time. (similar to Sluggos suggestion) This is basically what I have done for the smaller accounts I manage (50-100k)..... My syste...
by DPH
Wed Nov 16, 2011 5:49 pm
Forum: Trader Psychology
Topic: (Timely) Larry Williams Quote
Replies: 4
Views: 3456

(Timely) Larry Williams Quote

Most of you are familiar with legendary commodity trader (and circus side show act) Larry Williams. His favorite book of mine has nothing to do with trading; rather it was a book about sleazy lawyers and legal tactics called “How to outfox the foxesâ€
by DPH
Wed Nov 16, 2011 9:22 am
Forum: Testing and Simulation
Topic: Margin To Equity Ratio - useful or not!???
Replies: 29
Views: 21599

I just realized while perusing various threads that this discussion of margin to equity ratio logically picks up on the Blox forum here: Margin to Equity Ratio
by DPH
Thu Nov 10, 2011 2:50 pm
Forum: Money Management
Topic: Is Modern Portfolio Theory Dead?
Replies: 22
Views: 14543

Is Modern Portfolio Theory Dead?

Here is an amusing thread that takes (good) aim at Modern Portfolio Theory. http://venturepopulist.com/2009/05/modern-portfolio-fallacy/ The author accurately elucidates (in my opinion) about the Achilles heel in MPT, its reliance on past correlations. In a nutshell, MPT tells us to combine non-corr...
by DPH
Wed Aug 17, 2011 4:16 pm
Forum: Trader Psychology
Topic: Good Read...
Replies: 0
Views: 2549

Good Read...

I was surfing the Internet today and came across a three-part series called “coming out of your shellâ€
by DPH
Fri Aug 12, 2011 3:16 pm
Forum: Money Management
Topic: So Predictable...
Replies: 2
Views: 3489

So Predictable...

I guess I’ll start out admitting to my own maximum drawdown which occurred not too long ago. I do not want to jinx my karma! With that being said, I want to comment on something that I predicted for a long time. That is the implosion of Dighton Capital. Dighton is (was) a CTA who had something lik...
by DPH
Fri Jul 22, 2011 12:55 pm
Forum: Testing and Simulation
Topic: CTA performance data
Replies: 28
Views: 12091

fjpenney, I have gone ahead and standardized the listings to some degree... In the following link I restricted showing performance to the following criteria. 1. Program must have 1 million or more under management 2. Program must have minimum account sizes between $50,000 and $1,000,000 3. Program m...
by DPH
Sat Jul 16, 2011 11:04 pm
Forum: Testing and Simulation
Topic: CTA performance data
Replies: 28
Views: 12091

I agree that it is essential to compare apples-to-apples when evaluating the CTA universe. Comparing a new CTA who has not yet gone through a rough time (his maximum drawdown) verses a veteran CTA is simply useless. There are countless variations on this theme. It is for this reason that I suggest a...
by DPH
Fri Jul 15, 2011 6:21 pm
Forum: Testing and Simulation
Topic: CTA performance data
Replies: 28
Views: 12091

I’ve recently (last few weeks) started putting together a blog with exactly this sort of data. There is a table with performance filtered from over 1000 managers here. http://www.tradersconnection.net/content/section/157-cta-performance_1.html You can copy and paste this all to Excel and sort it t...
by DPH
Wed May 25, 2011 8:06 am
Forum: Testing and Simulation
Topic: counter trend systems
Replies: 13
Views: 5431

It also depends on what you define as countertrend. For example, I have found you can add to your expectancy by buying dips during up trends with quick exits. Some would call this buying against the immediate momentum countertrend, others would still call it trend following. I also found Toby Crabel...
by DPH
Mon Feb 14, 2011 1:47 am
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16226

Levi,

Good question, I subscribed to, and compiled the data from Barclay Hedge, but I do not have their exact definition of average drawdown. I will find out and post back.

In the meantime, if you are interested, you can view an “interactiveâ€
by DPH
Sun Feb 13, 2011 10:53 pm
Forum: Money Management
Topic: Estimating Future Risk…
Replies: 29
Views: 16226

Whoops, was messing around with my website and accidentally erased them! I'll re-post them here shortly.