Search found 339 matches

by Chris67
Mon Oct 29, 2012 4:20 am
Forum: Testing and Simulation
Topic: The last 7 years have been rough for LTTF
Replies: 18
Views: 7013

unfortunatley most people have no idea of the risks currently being traded in the markets with the proliferation of "bedroom" traders, HFT's and other fully automated approaches I recently visited a friends house - 10 years ago he was a Global Macro trader - now he has an automated FX system that tr...
by Chris67
Mon Oct 08, 2012 1:51 am
Forum: Testing and Simulation
Topic: Curve Fitting or appropriate market selection
Replies: 15
Views: 6676

thanks for sharing your system / analysis results obviously speak louder than words and you have good results so thats a good start Obviously you are breaking some "classically accepted" rules of optimisation with regards to leaving out markets that have not been profitable - but then your reasons f...
by Chris67
Tue Sep 18, 2012 2:04 pm
Forum: Futures Markets
Topic: Azuki beans
Replies: 5
Views: 3238

i traded it for years but then it seemed to dry up ?
maybe going way of pork bellies ? dont know - shame - isnt this market like 4oo years old ?>
by Chris67
Wed Sep 12, 2012 2:57 am
Forum: Futures Markets
Topic: Guar gum
Replies: 12
Views: 6414

apple = tulips
by Chris67
Fri Aug 17, 2012 1:32 pm
Forum: Futures Markets
Topic: Tokyo Silver
Replies: 2
Views: 2296

10,000 Same s$%^& happened to me a few years ago I was long what I thought was a chunk and it went up like hugely !! and i made 1/3 of what I thought I had - as sluggo correctly points out there is no better way to learn ! Welcome to teh Wolrd of trying to understand exchange websites where even the...
by Chris67
Thu Aug 16, 2012 3:48 am
Forum: Testing and Simulation
Topic: Stupid question on money manager block:
Replies: 3
Views: 1686

I have an SP500 system that does that i.e. allocates entire risk to one trade if your just after that market ?
Let me know if I can help
by Chris67
Thu Aug 16, 2012 3:47 am
Forum: Testing and Simulation
Topic: Drawdown Reduction Threshold
Replies: 11
Views: 3360

IF YOU use a fixed frac money manager then "sort of" by default you cut position size when losing ? Its probably still the best way I think problem with D/D reduction thresh is that if an equity curve hovers around the threshold for say 3 months then you can find yourself in and out of additional po...
by Chris67
Sun Aug 12, 2012 10:32 am
Forum: Money Management
Topic: Two, three brokers ok, but...
Replies: 2
Views: 2612

i use 4 brokers - wheres the problem ? surely you know what position you have on with what broker - you simply keep a record of it (have your bac office let you know) or split markets up into groups and trade certain groups with certain brokers etc With 4 brokers and 4 banks holding my cash I still ...
by Chris67
Sun Aug 12, 2012 10:24 am
Forum: Testing and Simulation
Topic: Drawdown Reduction Threshold
Replies: 11
Views: 3360

condor - if only it were as simple as that then im sure everyone would use it and it would holy grailish in its application - a bona fide way of avoiding deep drawdowns - so can you think why that isnt the case ?
i dont use
by Chris67
Tue Jul 24, 2012 9:20 am
Forum: Money Management
Topic: Please recommend trend following funds for small investors
Replies: 4
Views: 3876

yes doesnt Man provide a UCITS 3 Trend fund - invest as little as £100
you need to research this out a little but they did offer thsi last year - you can buy shares in it
p.m me if you need more details
C
by Chris67
Thu Jun 21, 2012 2:33 am
Forum: Testing and Simulation
Topic: Fuzzy logic trend filter
Replies: 7
Views: 2361

YES But that misses the pint somewhat .. markets are mean reverting until they arent and they are persistently trending till they aint ! bit like teh old correlation argument .. no level of maths can tell you when correlation is about to change I think the case in point with Clarke Capital is an int...
by Chris67
Fri Jun 15, 2012 5:06 am
Forum: Testing and Simulation
Topic: Fine Lines - 2012 success or not
Replies: 0
Views: 1317

Fine Lines - 2012 success or not

This post is a bit of a folloow on to AFJ's interesting 80 Day BBO Post It is quite incredible just what a fine line there is between a home run and a nasty draw down and it shows that over any given time period luck plays a heavy constituent in TF - A note that investors in TF should take head of I...
by Chris67
Wed Jun 13, 2012 2:24 am
Forum: Testing and Simulation
Topic: The Mirage
Replies: 37
Views: 11709

BUT THEN AGAIN - Maybe as more instruments come on line the draw downs should get smaller ? that is one theory and a theory that many large TF's trade on such as Bluetrend who trade a whopping 200+ instruments - the smoothing effect ? However correlation changes as we all know and that can have dram...
by Chris67
Wed Jun 06, 2012 10:29 am
Forum: Testing and Simulation
Topic: Blood on the streets...
Replies: 25
Views: 9356

I lost in May !! Partly my own fault for reducing risk slightly before it all soared and then we use very L/T systems which have taken longer to get short everything - now its bouncing a bit obvioulsy Interesting that from some of the TF performances in May its fairly obvious to see they havent real...
by Chris67
Fri Jun 01, 2012 9:56 am
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11818

John Thanks - I have no problem with peeps being argumentative - I like it and wish we saw more of it !!! Yes I guess im just saying if i can tune it down to one sentence - that anything thats been backtested in teh last 30 years doesnt apply right here today because if we get QE3 I think we will se...
by Chris67
Fri Jun 01, 2012 4:50 am
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11818

John Doe Im not predicting teh direction of the market but if you cannot see what is going on and what is about to happen then Im sorry - I have no idea where markets are going but I have been able to realise that the markets are maniuplated and are not free to move as they have for the last 40 or s...
by Chris67
Thu May 31, 2012 1:04 pm
Forum: Money Management
Topic: Advanced money mgmt techniques?
Replies: 15
Views: 11818

CALL ME cynical but in my opinion these markets are abnormal and it would be suicidal to use old MM techniques in the current abnormal environment. In my opinion the safe thing to do at present is reduce position sizes, reduce risk, and disregard the vast literature of MM which (in my opinion) is no...
by Chris67
Tue May 29, 2012 3:34 am
Forum: Testing and Simulation
Topic: Blood on the streets...
Replies: 25
Views: 9356

Jason I think maybe splitting your cap in half and trading 50% in what has worked best in the Long term and 50% what has worked best in the last 5 years maybe best ? You have to be careful not to end up chasing performance - to a small degree I did that a bit - i shifted to a much longer term TF str...
by Chris67
Fri May 25, 2012 12:38 pm
Forum: Market Psychology
Topic: Is Trend Trading a "Bubble"
Replies: 8
Views: 6033

Toosday I totally agree and have in my own inevitable way been saying it for ages (i.e. Winton is also indicative of the bubble) When Winton raises about a billion per month every month for a year, when Covel's site is so brimming with over-confidence, when everyone is a supposed trend follower then...
by Chris67
Wed May 16, 2012 12:29 pm
Forum: Testing and Simulation
Topic: Blood on the streets...
Replies: 25
Views: 9356

but then again .. what the hell do i know

(letting off steam)