Search found 56 matches
- Sat Mar 06, 2004 2:25 pm
- Forum: Stocks
- Topic: Why don't these guys trade stocks?
- Replies: 11
- Views: 16079
1. Why don't big name hedge fund managers trade stocks? To answer this question is to presume to be a mindreader. I cannot read the minds of John Henry et al, so all I can do is guess . Their reason may be: they did a lot of computer analysis and decided they preferred futures instead of stocks. 2....
- Tue Mar 02, 2004 8:12 am
- Forum: Trend Indicators and Signals
- Topic: Fibonacci System
- Replies: 7
- Views: 11883
- Sun Feb 22, 2004 4:18 pm
- Forum: Trader Psychology
- Topic: Has any one taken Van K. Peak Performance Home Study Program
- Replies: 15
- Views: 23364
- Sat Feb 21, 2004 10:03 am
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 102287
- Tue Feb 17, 2004 8:50 am
- Forum: Testing and Simulation
- Topic: Identifying Efficiency in a 3D Matrix
- Replies: 11
- Views: 10693
- Mon Feb 16, 2004 10:47 pm
- Forum: Testing and Simulation
- Topic: Identifying Efficiency in a 3D Matrix
- Replies: 11
- Views: 10693
- Thu Feb 05, 2004 8:30 am
- Forum: Money Management
- Topic: Accuracy of worst drawdown
- Replies: 10
- Views: 11912
- Wed Feb 04, 2004 6:07 pm
- Forum: Money Management
- Topic: Accuracy of worst drawdown
- Replies: 10
- Views: 11912
- Wed Feb 04, 2004 11:42 am
- Forum: Money Management
- Topic: Accuracy of worst drawdown
- Replies: 10
- Views: 11912
What I do is what Ken described: use Monte Carlo techniques to create 100,000 virtual traders, each one with their own MC generated equity curve. Find the maxDD for each of these virtual traders' equity curves, and construct a cumulative histogram: What % of virtual traders had a maxDD of 15% or hig...
- Sat Jan 31, 2004 8:38 am
- Forum: Trader Psychology
- Topic: How the human processes information
- Replies: 3
- Views: 6341
- Wed Jan 21, 2004 9:14 pm
- Forum: Money Management
- Topic: Margin To Equity - Futures portfolios
- Replies: 14
- Views: 20518
I would do nothing. The event has not changed the price of Natural Gas and I trade based on price. It hasn't change my entry price or my stoploss price (or the contract size / dollars-per-minumum-tick), so it hasn't changed my risk. As far as I'm concerned this event has no effect on my Natural Gas ...
- Wed Jan 21, 2004 8:42 am
- Forum: Money Management
- Topic: Margin To Equity - Futures portfolios
- Replies: 14
- Views: 20518
Suppose that your trading account equity is $1.5 million. Suppose that you are currently long 2 contracts of April04 Natural Gas. Suppose your exit stoploss is at 4.780 and yesterday's close was 5.603. This means your risk on the trade is 0.823 points ($8,230) per contract, or $16,460 overall. Sligh...
- Wed Jan 07, 2004 9:58 am
- Forum: Testing and Simulation
- Topic: Random Trades
- Replies: 12
- Views: 13892
Some people wish to prove (in the strictest academic, mathematical sense) to an audience of skeptics, that such-and-such method unquestionably gives results better than random chance, or gives a Sharpe Ratio better than buy-and-hold, or gives a risk/reward point outside the Markowitz Efficient Front...
- Fri Jan 02, 2004 8:40 am
- Forum: Money Management
- Topic: Correlation
- Replies: 19
- Views: 16472
The thing that matters most is: what do you see in your own testing? Until you run your own tests and obtain your own results, you've got nothing concrete. If and when you do run tests and you do get results, you will be able to struggle with more sophisticated problems like My test system makes big...
- Thu Dec 18, 2003 8:28 am
- Forum: Money Management
- Topic: Correlation
- Replies: 19
- Views: 16472
Both of these statements are true: Several of the most widely known long term trendfollowing systems have suffered poor performance in the most recent 2-5 years, compared to their performance in the 1990's Many trendfollowing CTA's have enjoyed excellent performance during the same period of time, b...
- Sun Nov 23, 2003 9:24 am
- Forum: Forex
- Topic: Discretionary or systematic trading?
- Replies: 9
- Views: 9876
An interesting comparison of ( mechanical systems optimized for trading stocks ) versus ( mechanical systems optimized for trading futures ) is possible by studying the material over at the friendly competitor website called Wealth dash Lab dot com. 99% of the contributed system code is aimed at tra...
- Wed Oct 22, 2003 11:32 am
- Forum: Testing and Simulation
- Topic: Minimum number of markets traded
- Replies: 3
- Views: 4875
- Tue Oct 21, 2003 7:42 pm
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11656
- Tue Oct 21, 2003 1:28 pm
- Forum: Testing and Simulation
- Topic: I need a simple solution to a complex issue.
- Replies: 14
- Views: 12589
- Mon Oct 20, 2003 8:23 am
- Forum: Trader Psychology
- Topic: I hate myself
- Replies: 11
- Views: 11656