Thank you, very enlightening.rabidric wrote: ...In many ways it helps to view the strat i used in this particular instance as a sort of synthetic option play...
Search found 109 matches
- Wed Mar 16, 2011 5:22 pm
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21850
- Wed Mar 16, 2011 4:57 am
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21850
- Tue Mar 15, 2011 4:32 pm
- Forum: Testing and Simulation
- Topic: Black swan
- Replies: 43
- Views: 21850
- Tue Mar 01, 2011 1:25 am
- Forum: Money Management
- Topic: Seykota's risk management web page - Lake Ratio description
- Replies: 21
- Views: 34006
Re: Seykota's Lake Ratio
I read the entire (Seykota) archive John, because I wanted to understand Seykota's application of The Process. My head also hurt at first, but there were many things I got out of it. How and if others benefit, I don't know. Edward So did I and learned a great deal. Seykota's ideas seem very strange...
- Mon Feb 28, 2011 4:04 pm
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 49197
Hakansson
stopsareforwimps ... Google + "Hakansson" gets me stuff about cosmetics and some steel mill dude! Google + Hakansson + Bermuda Triangle gets me your post! LOL. I am curious to follow up, can you be more specific about Hakansson, or am I being dense (it happens often)? Hakansson pointed ou...
- Sun Feb 27, 2011 9:35 pm
- Forum: Money Management
- Topic: simple money management...
- Replies: 13
- Views: 15482
I don't understand why Kelly is mentioned time and again in the context of money management. Let's make it totally clear: sizing according to Kelly is a guaranteed way to go broke. The Kelly formula gives a by far too big and optimistic results, and amplifies the tendencies of most private traders ...
- Sun Feb 27, 2011 9:00 pm
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 49197
- Thu Nov 18, 2010 4:52 pm
- Forum: Testing and Simulation
- Topic: historical stock data: PE, earnings
- Replies: 4
- Views: 3942
Re: historical stock data: PE, earnings
There is a fair bit of data heremichaelt wrote:Anyone know where I can obtain historical stock PE data, and earnings and price data? (already checked CSI -- they don't have it).
thanks.
-Michael
http://pages.stern.nyu.edu/~adamodar/Ne ... /data.html
- Wed Nov 17, 2010 5:12 pm
- Forum: Testing and Simulation
- Topic: historical stock data: PE, earnings
- Replies: 4
- Views: 3942
Re: historical stock data: PE, earnings
Anyone know where I can obtain historical stock PE data, and earnings and price data? (already checked CSI -- they don't have it). thanks. -Michael I looked for this a few years ago and I found three options for historical data. 1. Get a product like Value Line and export the data each day for year...