Search found 148 matches
- Mon Apr 21, 2003 3:55 pm
- Forum: Trader Psychology
- Topic: A moment of significant enlightenment
- Replies: 16
- Views: 21162
- Mon Apr 21, 2003 3:21 pm
- Forum: Forex
- Topic: Forex and Trendfollowing
- Replies: 9
- Views: 15266
- Mon Apr 21, 2003 6:49 am
- Forum: Futures Markets
- Topic: Spreads
- Replies: 22
- Views: 29935
- Sun Apr 20, 2003 4:15 pm
- Forum: Futures Markets
- Topic: Spreads
- Replies: 22
- Views: 29935
Dave, Spread trading on the LIFFE is the way it will be everywhere some day I would hope. The LIFFE engine is designed to excel in trading complicated spreads and combinations in the STIR markets (Short Term Interest Rate futures). The Euribor spread market is unreal -- this is the deepest and most ...
- Thu Apr 17, 2003 8:48 am
- Forum: Futures Markets
- Topic: How are people executing futures trades?
- Replies: 6
- Views: 8607
I use Trading Technologies X-trader connected to LIFFE, Eurex, Globex and ACE. It is simply an incredible platform.
http://www.tradingtechnologies.com
Chuck
http://www.tradingtechnologies.com
Chuck
- Thu Apr 17, 2003 7:21 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 68475
- Thu Apr 17, 2003 7:11 am
- Forum: Testing and Simulation
- Topic: Computing Skid
- Replies: 10
- Views: 10822
Sir G, My problem with attempting to model skid is that if you look at a frequency distribution of real world results it presents bigger tails than trading returns :shock: It is such a massively peaked distribution all centered on zero with a looooong tail out to the right (where x-axis is skid amou...
- Thu Apr 17, 2003 6:56 am
- Forum: Testing and Simulation
- Topic: Maximum Adverse Excursion
- Replies: 16
- Views: 17826
Howard, I did a lot of research in MAE a number of years ago; however, I based all my work on initial risk. In other words, instead of using $/contract like the infamous book seller guy, I used what I refer to as R-multiples, initial risk multiples to measure everything by. At that time I was testin...