Traders' Roundtable

somebody else takeover here.....

d123 wrote:employment* and other opportunities might come to those who contribute the most.

This may be a discincentive to those you seek contribution from.

so which top contributors did you have in mind?

d123 wrote:* Just to make clear that I am not crazy living creature in la-la land:

very clear. you are in south africa instead!

hey , I just had a flash of real inspiration! :idea: :idea: :idea: What if we got one of the senior forum members to just write a nice concise book themselves. They could even make a ton of money , though it would probably need a good title to catch people's attention, and stand out from the crowd ....

That article is very insightful. Thank you. It seems trading mentors with "Dr." prefixes are often a good example in this industry of the potential of purely altruistic knowledge sharing. I was thinking, if we were to distill all of the knowledge scattered on this forum, into the just the ...

I think you have an excellent concept d123. If only more forum users had your clarity of vision and eye for the real deep questions, then maybe this cesspit of ignorance and ill-informed comment could actually be of benefit to the human knowledge base. This forum OWES us that , at least.

nice work gents. 8) though i would hope the concept is intuitive to most traders here anyway. sidenote:the multi-measure (final two) graphs are most definitely a very clear way of viewing things, though for some reason my brain always seems to default to "simultaneous parallel one measure plots...

lol chris you beat me to it! though i was going to say: stick to 1 lots for as long as you can bear, then rapidly "advance" your size to zero. ok, ok , sorry BARLI, couldn't resist, though i know you know to expect that kind of cynicism here! more constructively though, i can say that any ...

found it http://www.moneyweek.com/investment-advice/how-to-invest/investment-strategy-the-trend-really-is-your-friend-52416 i'm afraid my feedback is no revelation: you already gave it yourself- due to the readership you had to keep it nice and generic, (but true afaik), but most people will skim pa...

[..final continuation] When presenting Hill ratio, I chose to do it in it's most basic form i.e. HR= (1+CAGR)*(1-MaxDD) where CAGR and MaxDD are decimals(10%=0.1). This basic formula is of course open to elaboration, e.g. using a regression estimated CAGR as suggested above by others, or perhaps usi...

[..continued from above] So you don't think I am blind in my praise of my creation, here is some balancing argument: One of the problems with Hill ratio is that whilst it is good at identifying peaks of outperformance, it is not very good at differentiating between poor performing strats. It helps i...

I greatly appreciate Bobsyd going to that trouble, and I hate to come down against it, but I am afraid I am with EH on that. sorry. I feel that in many ways it would deserve it's own thread (moderator split maybe?) along the lines of "optimizing for What, by What?" or something. There are ...

intervention is a biatch. seems like everytime a Govt gets involved, my trend positions get pissed on. this is intuitively the way it will always be. But it highlights that govt action risk is probably a major part of event risk, for a TFer. I don't get why G7 have deemed this particular yen move al...

I´ve always been succesfull in daytrading...Until one day i´d had enough and decided i didn´t wanted to be glued to the screen most of the day. That´s when i took up TF. My decision wasn´t even based on performance but more on quality of life and stuff. I think we are on the same page. I did t...

It´s a mugs game. You win some, you lose some but overall (years) you loose. And after all, why would a black swan be a bad thing, especially for trendfollooooooowers?! If those black swans are against the trend as you define it? you're entitled to your opinion of course, i read you didn't have a ...

update: i got stopped out on remaining half. no big deal, i'll have another crack maybe if the market shows a will to go higher. i.e. not gonna just keep on trying to reboot the same trade- mkt may range here for a few days.

Can you share any more specifics on this? One thing that comes to mind, along the lines of what you said, is trading against "very emotional magazine cover" type sentiment. Also buying the bottom of the steep V shaped decline perhaps. ok, i'll give you example from yesterday/today. 1. i f...

"..not amenable to statistical analysis..." i sort of agree. but in a different way. For me this does count as a black swan. It is largely unanticipatable in timing and size. The important thing though is that I have traded through this kind of thing many times now in my trading life, and ...

Lol, nice one. That's a lot of R's though!. By all means use far if you want. I prefer simple, but it is up to you.
for the name I was wondering about:

Hill Ratio.

It is my surname. for posterity and all that....