Search found 42 matches
- Mon Apr 23, 2012 5:55 pm
- Forum: Testing and Simulation
- Topic: Testing Methods of Ranking Opportunities
- Replies: 4
- Views: 3803
Testing Methods of Ranking Opportunities
Over the past few days I have been gathering data on ranking opportunities. So far I would say that I have been unsuccessful in finding a solid method. I present my data to see if anyone has done similar simulations. I ran 7 methods of ranking over 2 different trading systems to see if I could find ...
- Wed Mar 28, 2012 5:55 pm
- Forum: Trend Indicators and Signals
- Topic: Transtrend way of measuring market "trendiness": T
- Replies: 8
- Views: 12821
- Tue Mar 27, 2012 5:40 pm
- Forum: Testing and Simulation
- Topic: High win %
- Replies: 5
- Views: 4493
- Tue Mar 27, 2012 4:05 pm
- Forum: Testing and Simulation
- Topic: High win %
- Replies: 5
- Views: 4493
- Thu Mar 15, 2012 11:50 am
- Forum: Money Management
- Topic: Margin To Equity - Futures portfolios
- Replies: 14
- Views: 20160
- Thu Mar 15, 2012 11:49 am
- Forum: Testing and Simulation
- Topic: CURVE FIT OR GENIUS?
- Replies: 15
- Views: 10239
- Thu Feb 09, 2012 4:19 pm
- Forum: Futures Markets
- Topic: The improvement of commissions over time
- Replies: 2
- Views: 2747
Re: The improvement of commissions over time
Alexander Elder writes in his 1993 book "Trading for a Living": "You can expected to pay a ... commission of anywhere from $12 to $100 for every futures contract you trade. Big traders ... pay less; small traders ... pay more. ... For example, you may pay $30 to trade a single contra...
- Thu Feb 02, 2012 1:37 pm
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 58812
- Tue Jan 31, 2012 11:59 am
- Forum: Futures Markets
- Topic: Eurodollar (ED) - limited upside - PART 2
- Replies: 8
- Views: 5117
Re: Eurodollar (ED) - limited upside - PART 2
June Eurodollar (ED) futures close Fri 27 Jan 2012 at 99.5150 ‘System1b’ says go long these futures. My understanding is that ED’s are capped at 100 (which implies a nominal interest rate of zero percent) They cannot trade above 100. (or so says conventional wisdom) A calculation reveals that...
- Mon Jan 30, 2012 1:40 pm
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41020
Here is an exercise I have for you. I will send you all the historical data of all the CTAs including those who blew out and are no longer in today’s survivorship bias results. I will remove their names so you have no way to peak into the future to know how they would have performed. THEN tell me...
- Tue Jan 17, 2012 4:07 pm
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12652
- Tue Jan 17, 2012 10:24 am
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13367
- Wed Jan 11, 2012 10:54 am
- Forum: Testing and Simulation
- Topic: This is good
- Replies: 7
- Views: 5394
- Wed Dec 28, 2011 3:24 pm
- Forum: Testing and Simulation
- Topic: Traders, learning to write computer programs
- Replies: 20
- Views: 13367
Great topic. I recently was at a crossroads of moving over to Trading Blox from various other platforms. I did a trial and found out that it was mainly a closed environment in which I would have little access to code new pieces to test (although still the best option around). I then decided to keep ...
- Fri Dec 16, 2011 11:36 am
- Forum: Trader Psychology
- Topic: Performance Enhancing Trading Drugs
- Replies: 22
- Views: 25072
- Sat Dec 10, 2011 11:25 am
- Forum: Brokers
- Topic: Interactive Brokers & Re-hypothecation
- Replies: 19
- Views: 29105
- Thu Dec 01, 2011 1:14 pm
- Forum: Trader Psychology
- Topic: Serious Question to Forum Traders
- Replies: 15
- Views: 14655
- Mon Nov 14, 2011 1:39 pm
- Forum: Testing and Simulation
- Topic: Technical Paper on Monte Carlo Simulation by Mark Johnson
- Replies: 4
- Views: 7484
- Fri Nov 04, 2011 12:29 pm
- Forum: Testing and Simulation
- Topic: Will somebody please do this research? / has anyone already?
- Replies: 45
- Views: 22370
I would argue that not much has changed. I think its likely that the volatility of volatility has increased. But it could be a function of more participation in general. I'm not sure I agree much with the statement that Trendfollowers are becoming so common that the edge is wearing down. Central ban...
- Wed Nov 02, 2011 6:07 pm
- Forum: Testing and Simulation
- Topic: Contract month selection and rolling parameters
- Replies: 14
- Views: 9337