Search found 154 matches
- Mon Feb 07, 2011 9:44 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 23957
Interesting topic for sure. Regarding Dean's hypothesis above, might this be a case of correlation not implying causation? The public investor does not usually have access to a CTA's actual leverage (Total Assets controlled divided by Total Funds in house, e.g.) and so tend to rely on the margin to ...
- Fri Feb 04, 2011 11:30 am
- Forum: Futures Markets
- Topic: Suspicious data
- Replies: 51
- Views: 49870
CT
And at 11:30 AM EST today we are seeing Cotton lock limit down - could be the turn.
- Mon Jan 10, 2011 6:04 pm
- Forum: Futures Markets
- Topic: What was your performance in 2010, and year to date?
- Replies: 5
- Views: 4147
I think if you made this into a POLL you might get more replies - anonymous that way. Something like, was 2010: Better than 50% 40 - 50 % 30 - 40 % 20 - 30% 10 - 20 0 - 10 -10 - 0 -2- - 10, etc. etc. etc.? I think more interestingly would be what peeps CAGR was over the last 5 years ending 2010 and ...
- Fri Jan 07, 2011 1:07 pm
- Forum: Testing and Simulation
- Topic: Tradestation and Rina
- Replies: 3
- Views: 3778
I have a feeling that trading will always be work and that the markets will never just roll over and let one make money. As an aside, I noticed that Tradestation bought out Rina in August. Portfolio backtesting for the masses is coming soon. Aside #2. I always over-estimated the number of traders u...
- Wed Oct 20, 2010 10:57 pm
- Forum: Futures Markets
- Topic: Hang Seng and Taiwan Indexes
- Replies: 5
- Views: 5570
May I ask some newbie question. If you add a new market to your trading portfilio. How do you adjust your trading suite or your positions? Do you add a position immediately if there is a open position in TB? Second question is : if you trade different time zone market. How do you setup your compute...
- Thu Oct 07, 2010 8:15 pm
- Forum: Futures Markets
- Topic: Hang Seng and Taiwan Indexes
- Replies: 5
- Views: 5570
Hang Seng and Taiwan Indexes
My broker is getting these setup for me to trade...can anyone who trades these tell me if they roll monthly for all 12 months or quarterly like the US equity index futures? Seems like monthly, but I have not traded them to really know. Broker is giving me access right now to the Dec10 cons but the v...
- Tue Oct 05, 2010 5:53 pm
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 47470
- Fri Aug 20, 2010 10:38 am
- Forum: Market Psychology
- Topic: Profitability of System Types at Present
- Replies: 11
- Views: 13760
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...
- Wed Aug 04, 2010 11:38 am
- Forum: Testing and Simulation
- Topic: ETF's
- Replies: 19
- Views: 11284
Re: ETF's
Spread betting is illegal in the United States - sounds too much like gambling and the general public needs to be protected from themselves.Chris67 wrote:Is this just the fact that the general public are still that ignorant as to the benefits of spread betting
- Mon Jul 19, 2010 9:46 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16493
- Mon Jul 19, 2010 9:31 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16493
- Wed Jul 14, 2010 3:41 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16493
- Wed Jul 14, 2010 9:26 am
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16493
- Tue Jul 13, 2010 2:14 pm
- Forum: Futures Markets
- Topic: CSI running l a t e
- Replies: 25
- Views: 16493
- Wed Jul 07, 2010 12:52 pm
- Forum: Testing and Simulation
- Topic: OCO+GTC
- Replies: 7
- Views: 5277
Re: OCO+GTC
I'm looking for a futures trading platform able to keep OCO orders on their server, i.e when I turn of my PC OCO will keep working. Any idea or suggestion to solve the issue is very welcome. Best regards as ever My broker (OEC) does what you ask - OCO, OSO, time release, and a whole bunch of other ...
- Mon Jun 14, 2010 9:00 am
- Forum: Data Providers and other non testing software
- Topic: FCH Cac 40
- Replies: 5
- Views: 4822
Front Months?
I have this setup to roll into HMUZ months the same as the US indicies - but this seems lumpy on volumes. Rolling into every calender month 2 to 3 days before expiration produces a much more even volume distribution. How are others trading/rolling this? I see what the exchange says (thank you Sluggo...
- Fri Apr 30, 2010 11:33 am
- Forum: Testing and Simulation
- Topic: How did you go about picking rollover timing triggers?
- Replies: 40
- Views: 30930
- Sat Apr 17, 2010 10:05 am
- Forum: Testing and Simulation
- Topic: MOC order in E futures. Backtesting vs reality...
- Replies: 13
- Views: 6655
Ahh RedRock - I remember those old Pit days too - how we miss those good old days huh? The closes, and the opens, were such fun. I remember cocoa, for example, with their rotational openings. They would open each month for about 5 minutes each until they had put some trades through on each month. By...
- Tue Mar 16, 2010 12:32 pm
- Forum: Testing and Simulation
- Topic: London Metals Exchange data & backtesting
- Replies: 15
- Views: 13873
- Thu Feb 25, 2010 2:20 pm
- Forum: Futures Markets
- Topic: Wick in June Ten Year Note
- Replies: 7
- Views: 6215