Search found 152 matches
- Wed Sep 22, 2010 12:55 pm
- Forum: Money Management
- Topic: different % Risk for longs and shorts
- Replies: 11
- Views: 9143
possibly make sense in equities, but does it make sense in bonds, currencies or commodities? test it.....:) regards FX I have seen a few traders say they only like to short currencies, to me this is a nonsense unless you happen to base everything in your home currency eg; USD and then only trade oth...
- Sun Aug 22, 2010 4:00 pm
- Forum: Market Psychology
- Topic: Profitability of System Types at Present
- Replies: 11
- Views: 13928
RedRock - of course the government is helping you, it takes your money so you dont have to worry about it, where to invest, where to make it safe, they are much better at making choices...... or at least they appear to have no regrets in the choices they make. :) .... thats probably because governme...
- Fri Aug 20, 2010 4:49 am
- Forum: Market Psychology
- Topic: Profitability of System Types at Present
- Replies: 11
- Views: 13928
From a philosophical standpoint, are there really any discretionary traders? Or are they all just systematic traders who suffer from a lack of proper documentation? I pretty much agree with this assessment. While mechanical testing may prove a concept, and pure mechanical systemised trading is a go...
- Sat Aug 14, 2010 9:51 am
- Forum: Testing and Simulation
- Topic: My system is not a profitable in all markets
- Replies: 4
- Views: 3648
I would say include everything for diversification and smoothing of the total PL over a continually compounded long timeframe - not just one year say. Unless of course you have great foresight and know that some markets will never contribute. I for one would love to have a massively concentrated por...
- Fri Aug 13, 2010 5:31 am
- Forum: Testing and Simulation
- Topic: contango/backwardation
- Replies: 16
- Views: 15671
- Thu Aug 12, 2010 10:22 am
- Forum: Stocks
- Topic: Mechanics of ETF's
- Replies: 7
- Views: 10446
Gunter you just reminded me of something I looked at a little while ago regards spread betting - or at least CFDs..... You have to be sure to understand what it is, as initially it seemed as there was an arbitrage opportunity - however, these spreads can sometimes also adjust depending on what they ...
- Thu Aug 12, 2010 6:47 am
- Forum: Stocks
- Topic: Mechanics of ETF's
- Replies: 7
- Views: 10446
There is also the issue of some groups are not allowed to trade futures and are restricted to trading something that is deemed to be more stock like..... As an individual, trading an ETF does make sense if you wish to take a view on something that is replicated by someone else, whereby you dont have...
- Sat Aug 07, 2010 6:32 am
- Forum: Testing and Simulation
- Topic: ETF's
- Replies: 19
- Views: 11869
- Thu Aug 05, 2010 7:01 am
- Forum: Testing and Simulation
- Topic: ETF's
- Replies: 19
- Views: 11869
- Wed Aug 04, 2010 4:19 pm
- Forum: Testing and Simulation
- Topic: ETF's
- Replies: 19
- Views: 11869
- Thu Jul 08, 2010 3:12 am
- Forum: Testing and Simulation
- Topic: OCO+GTC
- Replies: 7
- Views: 5311
I use both Interactive brokers and OEC both are good. OEC has better more interesting charts and is rapidly expanding its stocks, futures, options choices. (currently less than IB) IB seems to have more algorithmic order types (which I dont use) and better API access (again which I dont use) Both ha...
- Fri Jul 02, 2010 9:47 am
- Forum: Testing and Simulation
- Topic: Being clever about which contract to pick? (roll yield)
- Replies: 10
- Views: 10252
Additionally - by trying to go to less liquid months, slippage would definitely increase. yesterday for example - while day trading crude oil (I know shame on me for day trading) I traded the front month and also the next month. There can be significant gaps between the last sale and the next sale e...
- Sat Jun 19, 2010 4:38 am
- Forum: Stocks
- Topic: Any online service provide daily price range projection?
- Replies: 1
- Views: 4799
- Thu Jun 10, 2010 5:16 am
- Forum: Trend Indicators and Signals
- Topic: Most popular time frames and entry signals
- Replies: 1
- Views: 4714
Hi Chris as you asked for my two cents (and this is all it worth) Top 3 time frames 1) the life of the trade, entries and exits are matched in the same time frame 2) see above top 5 entry signals 1) new high or new low 2) see above Sorry to be difficult (its that kind of day for me today), but a lot...
- Wed Jun 09, 2010 5:44 am
- Forum: Testing Software
- Topic: TD Sequential - DeMark Indicators
- Replies: 7
- Views: 12243
I had a brief stint on Bloomberg and found the DeMark info very interesting. I also think his work is fantastic in thought and detail and dont wish to take anything away from him and the work.... however...... I once asked if you could get the data on just one of the systems in order that I could ru...
- Fri May 21, 2010 6:14 am
- Forum: Testing and Simulation
- Topic: A couple of interesting articles
- Replies: 1
- Views: 2553
Good articles - Shows how important it is to understand exactly what it is you are investing in. A bit like investing in gold mining shares to represent a gold exposure. All well and good so long as any currency appreciation and equity and management risk does not cost you. If you approach ETFs firs...
- Fri May 14, 2010 12:53 am
- Forum: Brokers
- Topic: What if he go broken ?
- Replies: 2
- Views: 5276
- Tue May 11, 2010 6:55 pm
- Forum: Testing and Simulation
- Topic: Continuous Contracts valid for full collateralization?
- Replies: 3
- Views: 2603
(thanks sluggo - that thread made my head spin) To me that thread is more about understanding overall total exposure if everything went to zero in a worst case scenario.... not just risk of a position. This has always been an interesting subject as I came from equity option trading and you really ha...
- Sun May 09, 2010 6:12 pm
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21538
I would not count it as a black swan event..... fat fingers, algo trading issues will always occur..... They are not what I would call a life changing/policy changing event, that will cause both immediate and long term severe changes in ideas and perceptions. True black swans are rare. Otherwise it ...
- Fri Apr 30, 2010 10:15 am
- Forum: Testing and Simulation
- Topic: How did you go about picking rollover timing triggers?
- Replies: 40
- Views: 31248
Life is funny - I was just discussing this subject with someone the other day. Ultimately just taking the standard CSI roll on opens, or volume across a broad portfolio clearly should be sufficient to prove that the system will work. After that I do take the opinion that to get a far more accurate b...