Traders' Roundtable

Thanks for the pointer on the images c.f.. >> If you save the image as a .jpg, .gif, or .png it will draw in the post since the bulletin board software knows that the browser can display them natively. How does one display tables? The scatter plot I have attached may have some merit though it is spe...

Hi Neil,
Take a look at ( http://www.seykota.com/tribe/pages/2003_Apr/Apr_20-26/) and search the page for “Industry.â€

Perhaps I am not confident that I can choose stocks in the order (in respect to time) that maximizes E log Xn (rate of asset growth). Perhaps I am not confident that I can choose stocks that maximize E log Xn (rate of asset growth). Perhaps the data I am using is not so good. Perhaps I am risk adver...

Hi ksberg, I thanks for the feed back. In a nut shell what I was implying was that if one derives a fractional bet size (by what ever method) that comes out too high, there is something wrong. One should look further and test smarter. >> Mark mentions that Optimal-f is The Cliff-of-Death, a line in ...

[quote="gbos"]An excellent paper about betting size and “optimal fâ€

joeb4now I've been searching for an answer in the field of "What is the perfect amount to risk per trade - with all factors being accounted for" I think what you are searching for is what everyone would like have too. The problem with the solution is the "all factors being accounted ...

I have to agree with Gerry, I've been looking into trading stocks mechanically for years. But my experience also dictates that trading many stocks together..begins to emulate an index. :? Would like to hear other view on this. Are we talking about stocks that have a low correlation to sp ? is there...

This system uses a channel rule for trend following starting amount is $1,000,000.00 Trading Period(3-Feb-98,24-Feb-04) Set of Equities (NASDAQ, NYSE, AMEX) all. Selection Random Walk. Long Side: Brkout mnStp mxStp lKly wins ttl rtio avePft Cash LakeRatio 284 226 238 0.001 1428 2439 0.585 0.326 1414...