Search found 57 matches

by shakyamuni
Wed Feb 11, 2004 11:54 am
Forum: Money Management
Topic: Scaling / 'Pyramiding'
Replies: 31
Views: 36171

Does anyone have any thoughts on the risk profile to use. How about risking 100% of profit early on, say less than 1xrisk as profit, and then reducing to say 10% as the trend matures. Every trend has a finite lifetime, does anyone have any data on the longevity of trends? There would be no point ad...
by shakyamuni
Tue Feb 10, 2004 10:26 am
Forum: Testing Software
Topic: Trading System Languages Likes and Dislikes
Replies: 31
Views: 23946

Veritrader appears to be interesting.
by shakyamuni
Mon Feb 09, 2004 11:50 pm
Forum: Custom C++ or Java Platforms
Topic: FIX
Replies: 3
Views: 5994

FIX

I have a hard time to find learning materials for FIX.

Any suggestions?
by shakyamuni
Mon Feb 09, 2004 2:36 pm
Forum: Money Management
Topic: Contract Diversification
Replies: 2
Views: 5074

Kianti, I thank you for the friendly advice.
by shakyamuni
Mon Feb 09, 2004 12:12 pm
Forum: Money Management
Topic: Contract Diversification
Replies: 2
Views: 5074

Contract Diversification

How do you gentlemen feel about diversifying across contract months?
by shakyamuni
Mon Feb 09, 2004 11:32 am
Forum: Trend Indicators and Signals
Topic: Asymetric Trend Trading
Replies: 3
Views: 7083

Forum Mgmnt, I agree completely. One way to see this behavioral characteristic of stocks in action is to examine the relative results of going long 52-week highs and short 52-week lows. Though I usually find most academic studies to tend toward the flimsy side, here is a study that I feel illustrate...
by shakyamuni
Sat Feb 07, 2004 6:32 pm
Forum: Testing and Simulation
Topic: Slip and Commission
Replies: 23
Views: 21524

Dear Forum Mgmnt, Your method for calculating slippage is interesting. I tend to use a more conservative method and- upon reading your approach- I wonder if mine is perhaps too conservative. This might ultimately lead me to prefer one set of parameter values over another set that may actually perfor...
by shakyamuni
Sat Feb 07, 2004 4:56 pm
Forum: Money Management
Topic: Scaling / 'Pyramiding'
Replies: 31
Views: 36171

Scaling / 'Pyramiding'

I am currently fooling around and doing some brainstorming with my scaling/'pyramiding' algorithms to see if I can invite some additional value.


We might be able to engender a mutually beneficial discussion on the topic.
by shakyamuni
Sat Feb 07, 2004 3:44 pm
Forum: Money Management
Topic: Black Swans
Replies: 14
Views: 11095

Black Swan

One good way to avoid Black Swan events is to see them coming ahead of time and get out of the market.
by shakyamuni
Sat Feb 07, 2004 3:34 pm
Forum: Money Management
Topic: The Myth of Mathematics
Replies: 8
Views: 7365

???

???
by shakyamuni
Wed Oct 22, 2003 11:58 am
Forum: Money Management
Topic: Optimal f
Replies: 87
Views: 118544

Optimize This

Agreed. It's just as unwise to trade on a purely theoretical optimum as it is to arbitrarily select a position sizing scheme based on your zodiac sign.
by shakyamuni
Tue Oct 21, 2003 3:10 pm
Forum: Custom C++ or Java Platforms
Topic: Books, Language References and Online Resources
Replies: 3
Views: 6892

Books, Language References and Online Resources

Any suggested books?

Cheers!
by shakyamuni
Fri Oct 17, 2003 10:59 am
Forum: Testing and Simulation
Topic: C++ Sim
Replies: 5
Views: 4499

limitations

In the end, it just boils down to personal preference.
by shakyamuni
Fri Oct 17, 2003 12:13 am
Forum: Testing and Simulation
Topic: C++ Sim
Replies: 5
Views: 4499

C++ Sim

What books would you reccomend?

Thanks!
by shakyamuni
Mon Jul 14, 2003 9:49 pm
Forum: Market Psychology
Topic: A cyborg Trader? (Half Man, Half Machine)
Replies: 18
Views: 23553

All great replies!
by shakyamuni
Sun Jul 13, 2003 9:37 pm
Forum: Market Psychology
Topic: A cyborg Trader? (Half Man, Half Machine)
Replies: 18
Views: 23553

Excellent comments!
by shakyamuni
Sun Jul 13, 2003 3:13 pm
Forum: Market Psychology
Topic: A cyborg Trader? (Half Man, Half Machine)
Replies: 18
Views: 23553

A cyborg Trader? (Half Man, Half Machine)

The trained mind is flexible and very good at adapting, changing and thinking in qualitative terms. However the mind has emotion because it relies on the amygdala as well as the neocortex to function in practical operation. Therefore, the mind is inherently imperfectly disciplined. The computer, on ...