Search found 152 matches

by Moto moto
Tue Jul 17, 2012 3:47 pm
Forum: Futures Markets
Topic: Does Anybody Feel Safe?
Replies: 34
Views: 23421

there is also the issue of portfolio margining whereby you might have to have minimum amounts in the broker account as well. An account I have with IB has this whereby the portfolio margining is different. Bascally you are required to have a higher minimum but then less margining. Not sure if suitab...
by Moto moto
Mon Jul 16, 2012 9:32 am
Forum: Testing and Simulation
Topic: The usual format of intraday historical data
Replies: 4
Views: 3058

the time is usually registered as the opening of the bar. The easy way to remember this is if you think about it like a range bar (as opposed to a time based bar).....it theoretically could last forever....and so the only known is the time the bar started. Strongly suggest that you confirm this with...
by Moto moto
Sun Jul 08, 2012 1:35 pm
Forum: Testing and Simulation
Topic: Long term trend following on equities a fool's game?
Replies: 64
Views: 50169

So why should the unconstrained systematic investor/trader trade stocks? I can't think of a good reason. not disagreeing with you but offering some reasons. When you are unconstrained and not required to invest, then when the ducks line up some stocks and segments offer fantastic trends with big mo...
by Moto moto
Sat Jun 30, 2012 5:53 am
Forum: Trend Indicators and Signals
Topic: Spurious indicators, or uses thereof
Replies: 3
Views: 5634

you do realise this is one of those never ending debates that occurs on every forum ad nauseam...... My two cents and this is all completely subjective - as most indicators are generally based around simplifying the underlying price data usually just to help represent it as a number or a visual repr...
by Moto moto
Fri Jun 22, 2012 2:01 pm
Forum: Money Management
Topic: Novice Question
Replies: 16
Views: 14939

Sector limits maybe --- do you have a limit on highly correlated markets - even its as simple as in the grains sector, the precious metals sector, the equity market sector - i only have max two positions open? eg; you can only be long the Dow and the Dax but not the dow, the dax and the FTSE However...
by Moto moto
Wed Jun 13, 2012 3:12 am
Forum: Testing and Simulation
Topic: The Mirage
Replies: 37
Views: 21271

Re: The Mirage

He suggests that this is a good technique to perform to counter the ‘Optimism bias’ (which is emotional in nature and causes a person to believe they are less at risk of experiencing a negative event compared to others) LOL - I have this inbuilt - people say I am a pessimist - I reply I am an o...
by Moto moto
Fri Jun 08, 2012 5:37 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 36875

For those that cannot do this, the question still remains open. Do you trade a shorter term system based on the last year’s results or do you trade a Long term system based on the last decade’s results ? My solution for what it is worth.....I trade short term highly leveraged system in what I d...
by Moto moto
Wed Jun 06, 2012 10:46 am
Forum: Brokers
Topic: Man Group/MF Global
Replies: 14
Views: 16405

Oh I understand that......problem is with the advent of "creative accounting", off balance sheet vehicles and other such tools they are able to "legally" get around the ideas of being transparent. There in lies the problem with a lot of similar corporate frauds and scandals - its...
by Moto moto
Wed Jun 06, 2012 5:21 am
Forum: Brokers
Topic: Man Group/MF Global
Replies: 14
Views: 16405

once again its the fault of the accountants! :)
by Moto moto
Wed May 30, 2012 7:08 am
Forum: Testing and Simulation
Topic: Blood on the streets...
Replies: 25
Views: 17390

topical maybe from the FT FM on Monday.....

image resized by moderator
by Moto moto
Fri May 25, 2012 11:44 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56687

How does an IPO play work? In my experience (Australian equities) - just as Mr Garner says - its a numbers game. You maintain as many accounts and good relationships with various brokers over years so that they give you good allocations in IPOs. In a bull market you leverage yourself up a lot and ho...
by Moto moto
Thu May 24, 2012 3:22 am
Forum: Testing and Simulation
Topic: Exercise N° 1
Replies: 10
Views: 5876

Understanding that your skills are really only luck just hold you back and force you to be conservative. sometimes the best skill is being able to believe that you are skillful, or at least be able to recognise when you got lucky. You still need skill to be able to ride the luck, put yourself in the...
by Moto moto
Wed May 23, 2012 5:19 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56687

I thought it appropriate the insanity of the markets right now....(but aren't they always insane ?) Facebook IPO.... it falls from the open, given that it was reasonably expensive, the IPO price was marked up, the markets are pretty weak right now, etc; etc; and the newswires are going haywire about...
by Moto moto
Tue May 15, 2012 12:07 pm
Forum: Testing and Simulation
Topic: CTA Performance Index
Replies: 28
Views: 16643

Re: Dunn

Ok, i ll drop them an email and i ll be back with the answer. AFJ you are right if they are not charging fees on new highs this matters a lot. Mirec. Either way the 2+20 provisions make it hard for the punters to win. Someone calculated that if Warren Buffet had charged the investors in BRK-A 2+20 ...
by Moto moto
Mon May 07, 2012 10:12 am
Forum: Trader Psychology
Topic: Short-Term vs Long-Term Trading
Replies: 16
Views: 20696

Never read it, but have seen it mentioned on other various day trading sites. Again polarized opinions to little real interest or discussion. If the biggest criticism is that she does not reveal all, or that her methods cannot be properly backtested --- then what is new..... :) however - what system...
by Moto moto
Wed Apr 25, 2012 9:29 am
Forum: Testing and Simulation
Topic: Stop order execution
Replies: 4
Views: 3288

When ever a customer has a problem then the customer services manual says the correct response is - "But nobody else seems to have that problem"

This is why you may as well be with a discount broker. At least you get what you pay for :)
by Moto moto
Wed Apr 25, 2012 4:49 am
Forum: Testing and Simulation
Topic: Stop order execution
Replies: 4
Views: 3288

Also check out this part of IBs help section....especially the Double Bid/Ask section. http://www.interactivebrokers.com/en/software/tws/twsguide_Left.htm#CSHID=usersguidebook%2Fconfiguretws%2Fmodify_the_stop_trigger_method.htm|StartTopic=usersguidebook%2Fconfiguretws%2Fmodify_the_stop_trigger_metho...
by Moto moto
Mon Apr 02, 2012 4:43 am
Forum: Trader Psychology
Topic: Question to those of you who are full time system traders
Replies: 10
Views: 10512

Re: Question to those of you who are full time system trader

bf2 wrote:
What - if any - insurance can you take out against the unknown?
marry it. :)
by Moto moto
Fri Mar 16, 2012 3:54 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 15959

Victor is a speculator, statistician and from what i can gather great at focusing on a specific area of expertise....and when he does not he gets into trouble. The book is for generalists, everyday rules of thumb that are most likely wrong when applied for speculation and statistical analysis, but c...
by Moto moto
Fri Mar 16, 2012 3:42 am
Forum: Brokers
Topic: Non base currency futures with IB's Universal Account
Replies: 2
Views: 4900

I think a lot will depend on which IB account you may have as they have a few variations. Ask them for a paper trading account and do a few trails over a week or two and see exactly where the money moves for peace of mind with one big trade between your local currency and a different one for both lo...