Traders' Roundtable

yes the algorithms usually offered by many platforms and brokers are designed specifically for this purpose. The old VWAP (volume weighted average price) possibly being one of the simplest earliest type for stocks. This is all particular relevant only with large orders and as discussed in other thre...

I have a trading friend who I have known for years that can get access to my account if need be with simple instructions......exit all positions, go to cash, and then after that let the executor of my estate and accountants (in a worst cash scenario) handle it from there. I would not believe that a ...

when looking at "utilizing one's whole trading capital vs. only looking at the risks of individual trades. " you need also to take it to the next level for filtering instruments based on liquidity, a maximum position size per the portfolio size, correlated instruments and the like. these l...

plus just because an instrument has a low or negative expectancy over the total period of a test, it does not mean that it did not contribute positively at some stage during the test.

On some of those make sure you read the fine print, as I have seen variations. Some use an option to guarantee the stop, which is the extra premium and can get quite expensive.....others guarantee the stop ONLY if it was possible to exit at the level. eg; if there is a gap through the level where it...

yes....While I have not tested stocks using TB - I dont have the access to accurate data for the stocks that are all back adjusted, so I end of fudging things to take a best guess - I figure I dont have the time to spend to do an inaccurate test - What I then do is to run things in a discretionary, ...

Mr Garner makes a great point and the perfect example to be able to understand it is always the NASDAQ bubble.....some of the big winners then are gone...but no one knew which ones would survive (and his point is also particularly relevant when it comes to trying to backtest equity options trading -...

Don't get spooked by bullshit about how incredibly difficult it all is. Don't listen to endless drivel about psychology - it's certainly no more difficult to live with an investment in a well designed futures pro gramme than it is to live with some useless mutual fund which achieves a maximum draw ...

Isn't the interest/volume in the stock the basis for liquidity? Not when you determine how many shares you will be trading based on the dollar amount of your account. You are trading dollar liquidity based on the dollars in your portfolio not volume liquidity. Volume based on the size of the potent...

drm7.... another filter that might be worth it is using the index or sector index; eg; iron ore stocks, oil sector, retail, banks and finance. If the filter of the index breaks - then breaks in the individual stocks are more likely to occur. (I have no hard and fast testing of this....but use it wel...

have to reply....even though its all a personal journey.... for me....I understand and trust and believe in trend following. However, to a large extent...WHILE I STILL ENJOY THE DAY TO DAY MARKET FOLLOWING.... I may as well do the intraday/shortterm trading. Coming from a discretionary equity option...

ace - to help consider the issues you are talking separate things here. they are related, but separate issues,.......given you have to collectively lump old and new investors in your case and are not running separate accounts. 1) to dilute or not dilute risk return of the existing unitholders/shareh...

In house office discussion this morning .... just because you can do a deal that will make you 5%, and you think therefore you should use extra leverage to make multiples of 5%, does not change the risk profile of the original deal...... the base question still remains of what is the risk of the ori...

additionally as all good disaster recovery processes should cover - dont forget to actually test it. After the recent floods here in Australia, there were a few brokers whose backups worked perfectly and others were lacking. Otherwise its like forgetting to fuel up the getaway car and ruining a perf...

maybe a better explanation is that the pigs went on a diet and their bellies got smaller, leading to less slaughter as there was no demand for the fat free pork bellies.

good article. I also enjoyed the talk about hiding the footprint, as the other day on talking to someone at a social function, they were telling me a lot of the retail cfd providers look for clients that show traits of loosing all their money, and then they dont trade against them as such, but they ...

ask an analyst.... their numbers are always backward looking!
Seriously.....find someone with a Bloomberg maybe

Q...how to trade a blow off pattern? A...If using some discretion in the trading, and you have a reasonable understanding of simple options trading, and there is a liquid, reasonably priced (the big issue) availability of options traded. Then you could substitute longs for calls, or hedge the positi...

"If the loan rate between banks is slightly increase from 0.16% to 0.24%, then it implies banks have less money than previous status. " OR it means that to supply the same amount of money they just require a higher rate of return as they think the risk has increased. "On the other han...

I think measuring the correlation between yourself and others is a good idea, but it does not necessarily reverberate with why some fund of funds or institution is going to invest in you. Most of that is sales. As mentioned unless you really look behind the scenes you may not understand what causes ...