Search found 154 matches
- Thu Aug 14, 2008 10:49 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Default screen?
- Replies: 11
- Views: 9509
- Thu Aug 14, 2008 8:14 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Default screen?
- Replies: 11
- Views: 9509
CSI Default screen?
I'll bet someone knows a workaround for this... Every time I open CSI UA I get the funny squashed up screen image below...I have to rearrange it every time...damn annoying. A call to Tech Support resulted in them saying they would add a "feature" to remember the previous screen layout on e...
- Thu Aug 14, 2008 10:33 am
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15076
- Thu Aug 14, 2008 8:44 am
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15076
Storied Cotton - WSJ article
If you haven't read it yet, grab a copy of the WSJ for Wed, 8/13/08 and read the front page article about the cotton market...very interesting...especially the setting of margin requirements based on the "synthetic futures" price that was traded in the options market. That price was 4 time...
- Wed Aug 13, 2008 9:29 am
- Forum: Testing and Simulation
- Topic: Investigating CSI rolling methods
- Replies: 5
- Views: 6438
- Tue Jul 08, 2008 7:54 pm
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30088
I thought Dean's remarks made a lot of sense and am glad to see him posting here again. He is talking about evaluating public funds which disclose very little when it comes to their risk adjusted returns. For the individual trader, I believe, things are quite different. We can use any number of ways...
- Thu Jun 19, 2008 1:01 pm
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 24612
- Tue Jun 10, 2008 1:04 pm
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 24612
- Tue Jun 10, 2008 9:53 am
- Forum: Market Psychology
- Topic: Will you survive?
- Replies: 17
- Views: 24612
The trend followers who haven't thrived recently appear to be those with a short to medium term focus, and with a tendency to trade both the short side and long. RenTech (and some others) might disagree with you about that. Here is an example of one of the systems I trade which qualifies I think as...
- Wed May 28, 2008 10:08 am
- Forum: Testing and Simulation
- Topic: Question for those who trade what they test...
- Replies: 4
- Views: 4654
Re: Question for those who trade what they test...
...real results of 50% of test CAGR and 2 x test DD. Golly I hope not - that would be a shocking result and show very poor backtesting work, IMHO. I beat my systems, by a decent margin when they are in drawdown and about equal when they are wining. Each and everyday I compare my actual trades to sy...
- Fri May 09, 2008 9:32 am
- Forum: Data Providers and other non testing software
- Topic: Setting up Pinnacle Futures Data to work with TradingBlox
- Replies: 6
- Views: 13637
How to Use the "Deep History" files.
Here is one last tip - let's say it is for advanced users. Pinnacle offers various subscription levels. If you just want a set of backadjusted futures the way Pinnacle back adjusts things - all you need is their "Light History" - it is pretty good IMHO. I also subscribe to their "Deep...
- Thu May 08, 2008 10:10 am
- Forum: Data Providers and other non testing software
- Topic: Setting up Pinnacle Futures Data to work with TradingBlox
- Replies: 6
- Views: 13637
Pinnacle Data, Interest Earned and non-US Instruments
Thought I should add a note here about the tricky business of what to do about interest earned on trading funds and how to correctly account for non-US instruments (or more accurately, instruments denominated in currencies other than your chosen base currency). Don't be confused by the "Risk Fr...
- Wed May 07, 2008 3:46 pm
- Forum: Data Providers and other non testing software
- Topic: Setting up Pinnacle Futures Data to work with TradingBlox
- Replies: 6
- Views: 13637
Setting up Pinnacle Futures Data to work with TradingBlox
For those new to TB who have, or wish to subscribe to, Pinnacle Data (Futures), here is a summary of what I did to make it work. I chose only to use the ascii format in Pinnacle, but the procedure should be the same/similar for Metastock. If you have followed the default setup procedure for acquirin...
- Fri Apr 18, 2008 7:39 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30088
- Fri Apr 18, 2008 7:09 am
- Forum: Futures Markets
- Topic: Nice trend in Rice
- Replies: 14
- Views: 11758
It is a fairly thin market. Would take a brave soul indeed to go long on RR at this stage. Despite worldwide hunger strikes, evaporating world water supplies and less arable lands being used for Rice (because of the biofuels craze), I think RR will make an awesome Short fairly soon. Just my 2 cents.
- Wed Apr 16, 2008 1:32 pm
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30088
Done. Voila. Yes, I know the exchanges dream up the margin numbers based on their feelings about volatility - so your suggestion makes sense. It would be tricky to get to the Voila stage, at least for me, but maybe worth a go. I imagine I would need to build it in the Risk Manager and have the marg...
- Wed Apr 16, 2008 9:38 am
- Forum: Testing and Simulation
- Topic: Margin To Equity Ratio - useful or not!???
- Replies: 29
- Views: 30088
Thought I would try running this little chestnut up the flag pole again to see if anyone else is in a saluting mood. Since about early last Fall, I've seen around a doubling of margins from my brokers - understandable given the volatility, etc. From the above thread and other comments, I seem to tak...
- Fri Apr 11, 2008 6:57 am
- Forum: Testing and Simulation
- Topic: What to make of this chart?
- Replies: 19
- Views: 13921
Re: Look at the whole chart, not just the recent months
It seems to me that this would be a very difficult system to trade from a psychological standpoint, due to what I perceive to be extreme volatility. For some, maybe not for others. Here is a pic of the results of a well regarded, long term hedge fund. You can add back the 20% fee taken off the top,...
- Tue Apr 01, 2008 4:44 pm
- Forum: Futures Markets
- Topic: Black Swan? Pink Hippo? Falling Bund?
- Replies: 2
- Views: 4399
- Fri Mar 14, 2008 1:55 pm
- Forum: Testing and Simulation
- Topic: Roll timing and order generation with CSI
- Replies: 8
- Views: 5723
Re: Roll timing and order generation with CSI
Say my roll date is fixed at 03-13-08 for the hogsters market. On 03-12-08 CSI pops up a box informing me that my contract will roll tomorrow. However, the data is output with the current contract tonight. Tomorrow, the 13th, a large move occurs which would have triggered an order in the new month,...