Search found 109 matches

by stopsareforwimps
Wed Mar 16, 2011 5:22 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 21450

rabidric wrote: ...In many ways it helps to view the strat i used in this particular instance as a sort of synthetic option play...
Thank you, very enlightening.
by stopsareforwimps
Wed Mar 16, 2011 4:57 am
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 21450

[quote="rabidric"] So then by some kind of heuristic/fuzzy logic based decision making , i find myself using fundamental based (the media have overblown the threat to long term economic activity in peoples minds), and intraday based technical analysis (normally poor expectation) to scalp s...
by stopsareforwimps
Tue Mar 15, 2011 4:32 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 21450

However - coming back to the title of the thread - a black swan is not simply a big move or an unexpected move... Taleb gives the example of his country of origin, Lebanon ("The Levant") where Christians and Moslems had lived together in peace for centuries. Then it suddenly all fell apar...
by stopsareforwimps
Tue Mar 01, 2011 1:25 am
Forum: Money Management
Topic: Seykota's risk management web page - Lake Ratio description
Replies: 21
Views: 33867

Re: Seykota's Lake Ratio

I read the entire (Seykota) archive John, because I wanted to understand Seykota's application of The Process. My head also hurt at first, but there were many things I got out of it. How and if others benefit, I don't know. Edward So did I and learned a great deal. Seykota's ideas seem very strange...
by stopsareforwimps
Mon Feb 28, 2011 4:04 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 47597

Hakansson

stopsareforwimps ... Google + "Hakansson" gets me stuff about cosmetics and some steel mill dude! Google + Hakansson + Bermuda Triangle gets me your post! LOL. I am curious to follow up, can you be more specific about Hakansson, or am I being dense (it happens often)? Hakansson pointed ou...
by stopsareforwimps
Sun Feb 27, 2011 9:35 pm
Forum: Money Management
Topic: simple money management...
Replies: 13
Views: 15394

I don't understand why Kelly is mentioned time and again in the context of money management. Let's make it totally clear: sizing according to Kelly is a guaranteed way to go broke. The Kelly formula gives a by far too big and optimistic results, and amplifies the tendencies of most private traders ...
by stopsareforwimps
Sun Feb 27, 2011 9:00 pm
Forum: Testing and Simulation
Topic: Profit Target exits improve this system's performance
Replies: 63
Views: 47597

[sluggo] Students of Ralph Vince's book The Leverage Space Trading Model will recognize the above as nothing more than a straightforward application of his "Fundamental Equation of Trading" found on pages 50-54. Jarrod Wilcox's book " Investing by the Numbers " has a slightly di...
by stopsareforwimps
Thu Nov 18, 2010 4:52 pm
Forum: Testing and Simulation
Topic: historical stock data: PE, earnings
Replies: 4
Views: 3923

Re: historical stock data: PE, earnings

michaelt wrote:Anyone know where I can obtain historical stock PE data, and earnings and price data? (already checked CSI -- they don't have it).

thanks.
-Michael
There is a fair bit of data here

http://pages.stern.nyu.edu/~adamodar/Ne ... /data.html
by stopsareforwimps
Wed Nov 17, 2010 5:12 pm
Forum: Testing and Simulation
Topic: historical stock data: PE, earnings
Replies: 4
Views: 3923

Re: historical stock data: PE, earnings

Anyone know where I can obtain historical stock PE data, and earnings and price data? (already checked CSI -- they don't have it). thanks. -Michael I looked for this a few years ago and I found three options for historical data. 1. Get a product like Value Line and export the data each day for year...