Traders' Roundtable

Does anyone know of any sound academia research papers on money management and position sizing? Most of position sizing literature seems to come from books written by practitioners or trading system developers. Since position sizing is deemed to be very important for traders, it is suprising that th...

Kiwi,

You've got my point exactly

eck,

That's the thing that seems strange to me ... why the standard deviation should stay approximately the same. It's almost as if everyone agreed to move the market more (in absolute terms) today than they did 10 years ago.

Market volatility, percentagewise, has remained more or less the same. According to Stridsman's analysis, the have in fact decreased somewhat. Question is, why must the dollar-value of market indices fluctuate more with the market level so that the percentage volatility remains the same? Is seems qu...

During rollovers, does one close out the current contract by taking the opposite position and then enter a new contract in the new front month contract? If that is the case, are commissions unavoidable even if one desires to hold the position for the long-term?

Thanks for the article John and also for your comments in the other threads.

Thanks alot for the recommendations guys ... will check them out soon.

How useful is this concept in practice?

Are there any significant differences in terms of performances between the following: 1. Using a single system across different markets. 2. Using mutiple systems in a single market. 3. Using multiple systems across different markets. 4. Using a single system in a single market across different time ...

Which is the preferred method for linking historical futures prices (i.e. rollover) for backtesting? Thanks.

damian, Thanks for your thoughts. Can I assume then that you don't think the 3/1 RR rule is of much use? As an afterthought, having read through certain threads, I am quite surprised/impressed to hear that that there are some systems that produce real-time results that are similar to backtested resu...

Hi everyone, I have some difficulty in understanding the uses of probability in trading, particularly in some rules which state: never take a trade unless the expected profit is 3 times the expected loss and also with the concept of positive expectancy. My problem stems from the fact that one cannot...

Hi guys,

Could someone recommend some good websites for spreadbetting in the UK? Thanks.