Search found 752 matches
- Fri Dec 16, 2005 8:12 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 11021
- Wed Dec 14, 2005 10:26 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 11021
Thank you for the reply Bondtrader. On your less active system, does the $11 per round trip include FCM brokerage and exchange fees? I imagine not. I am trading a system similar to the TBB Bollinger Breakout with entires at the market open and stops placed in the market which get changed regularly a...
- Wed Dec 14, 2005 5:40 am
- Forum: Brokers
- Topic: Commissions
- Replies: 9
- Views: 11021
Commissions
I use a systems assist broker rather than placing orders myself. I live between two countries and am always on a plane. Were I based in one place I would undoubtably trade myself. But travelling between the two places takes 8 hours and I know I would end up missing signals and rollovers. Also the id...
- Sun Dec 04, 2005 5:28 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
Indeed, indeed. I had that excellent discussion from the TR list in front of me last week as I wrote the above. In essence Neal Stevens (now of Ancile Capital Management - www.ancilecapital.com) stated his preference for widening out the stops for a more reliable system and trading everything under ...
- Sun Nov 27, 2005 6:15 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
Incidentally, many of the better test results displayed on this forum (including my own outlined above) seem to have been constructed by overly fitting the portfolio and using very high portfolio heat. I deliberately chose the elements in the portfolio to show an attractive MAR and I boosted this by...
- Sat Nov 26, 2005 3:30 pm
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
I have been fiddling with my own profit target blox for the Bollinger Band Breakout system. It certainly gives food for thought and I am clearly guilty of not paying enough attention to this area and in particular of not experimenting with scaling out at higher risk multiples - the longer term the s...
- Thu Nov 24, 2005 8:55 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
- Thu Nov 24, 2005 4:01 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
Hmm, using R Multiples as profit taking targets rather than an arbitrary target certainly produces some interesting improvements. IE looking at the biggest R Multiple profits your system produces and adjusting the profit taking target so as not to cut these short..................but so as to also n...
- Thu Nov 24, 2005 3:46 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
- Wed Nov 23, 2005 11:43 am
- Forum: Market Psychology
- Topic: Trend following
- Replies: 17
- Views: 30644
Retail or not, Ab is really no more than a generic system mentioned in books from Kaufmann to Le Beau and Lucas under the general concept of trading envelopes. And it can be tweaked to show some very nice profits indeed over the past two to three years. Re profit taking, Jerry Parker apparently does...
BARLI, I do not know under what circumstances you received such a letter. I have a futures account with Refco Futures in Chicago and received no such letter. In any event it is my understanding that a) client funds at Refco Futures were properly segregated and and client funds are therefore safe as ...
- Wed Nov 09, 2005 2:32 am
- Forum: Money Management
- Topic: Ryan Jones on his Fixed Fractional strategy.......
- Replies: 12
- Views: 19639
No, it isn't that dark. Yet. Refco LLC the futures division is supposedly relatively unaffected by the fraud and is executing business and accepting/returning client funds normally - or at least so I was told. The entity/entities closed down are the securities and prime broking arm(s). Trouble is, y...
I have a securities account of long standing at UBS - think I'd better double check the paperwork...............but lets face it Sluggo, if the **** hits the fan its a no win scenario for any client in any bank or company. The list of scandals and bankruptcies throughout history is endless and more ...
I have just given instruction to transfer out my T Bills. I have decided to leave cash and open positions there until the waters settle. T Bills form 2/3 of my a/c so at least if I DO get delivery of those, it is not a complete disaster. I have of course phoned Refco but as per their press statement...
Refco
Anyone feeling as uncomfortable as I am? Segregated funds, perfomance bonds with the exchanges, FDIC insurance up to $100,000......................................but.
- Thu Oct 06, 2005 4:35 am
- Forum: Testing and Simulation
- Topic: Ed Seykota
- Replies: 2
- Views: 4605
Ed Seykota
I am sure many of us on this forum keep an eye on Ed's Trading Tribe site: www.seykota.com . For those who do not, I thought I would just mention that there have been enormous improvements over the past few months for those interested in the pure trading side as opposed to the physchology of the TT ...
- Thu Oct 06, 2005 4:11 am
- Forum: Money Management
- Topic: Dynamic Portfolio Selection
- Replies: 28
- Views: 39496
Mechanica
Dean,
I assume you own TBB as well as Mechanica. If so, is it possible in simple terms and without too much effort on your part to explain what Mechanica can do which TBB can not do with regards to dynamic portfolio selection.
I assume you own TBB as well as Mechanica. If so, is it possible in simple terms and without too much effort on your part to explain what Mechanica can do which TBB can not do with regards to dynamic portfolio selection.