Search found 61 matches
- Fri Dec 04, 2009 8:22 am
- Forum: Futures Markets
- Topic: Got gold?
- Replies: 11
- Views: 9571
- Wed Oct 28, 2009 10:33 am
- Forum: Futures Markets
- Topic: Fund recommendations
- Replies: 2
- Views: 3272
Fund recommendations
Hi I'm looking into allocating some money to a diversified TF fund. I would appreciate it if forum members would recommend some funds worthy of further research, preferably with euro or other non-usd currency as the base currency (worried about the long term debasement of the USD versus NOK, which i...
- Wed Oct 21, 2009 5:02 pm
- Forum: Testing and Simulation
- Topic: Ladies & Gentlemen: Please prepare your responses.
- Replies: 8
- Views: 5336
As a graduate student in economics I can only agree with you. Surely the professors will come up with a model ripe with assumptions that support their initial biases and as a result successfully removes the whole discussion from the real world. Actually, several studies have been published in the la...
- Tue Oct 20, 2009 5:46 pm
- Forum: Testing and Simulation
- Topic: Ladies & Gentlemen: Please prepare your responses.
- Replies: 8
- Views: 5336
- Mon Oct 19, 2009 11:08 pm
- Forum: Testing and Simulation
- Topic: Ladies & Gentlemen: Please prepare your responses.
- Replies: 8
- Views: 5336
- Thu Aug 27, 2009 11:28 pm
- Forum: Futures Markets
- Topic: Looking for a grain index (some composite of wheat,corn etc)
- Replies: 1
- Views: 2533
- Thu Aug 27, 2009 8:56 am
- Forum: Futures Markets
- Topic: Looking for a grain index (some composite of wheat,corn etc)
- Replies: 1
- Views: 2533
Looking for a grain index (some composite of wheat,corn etc)
Any suggestions? I am trying to chart fertilizer prices vs grains, and I am away from my usual desk, so I can't create the a composite myself from here. Does anyone know an index that I could use that is a pure grain composite?
- Sat May 02, 2009 6:45 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25591
Trendscatcher: I very much agree with you that at first, countertrend thinking was easier to accept. But after reading Soros on the subject, I have found a philosophical basis for embracing trend following as well, and to me, it helped to see a philosophical basis for trend following also. Because t...
- Tue Apr 14, 2009 10:59 am
- Forum: Stocks
- Topic: Thoughts on Century Aluminum Company (CENX)
- Replies: 5
- Views: 8133
- Tue Apr 14, 2009 2:20 am
- Forum: Stocks
- Topic: Thoughts on Century Aluminum Company (CENX)
- Replies: 5
- Views: 8133
- Thu Mar 19, 2009 11:35 am
- Forum: Testing and Simulation
- Topic: Interesting articles
- Replies: 24
- Views: 16544
An empirical study of serial correlation in stock returns
http://bora.nhh.no/bitstream/2330/1979/ ... 202008.pdf
http://bora.nhh.no/bitstream/2330/1979/ ... 202008.pdf
- Wed Mar 04, 2009 9:58 am
- Forum: Testing and Simulation
- Topic: Interesting articles
- Replies: 24
- Views: 16544
"An Empirical Evaluation of Non-Linear Trading Rules"
http://papers.ssrn.com/sol3/papers.cfm? ... _id=286471
http://papers.ssrn.com/sol3/papers.cfm? ... _id=286471
- Fri Feb 27, 2009 5:51 am
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16520
- Thu Feb 26, 2009 6:54 am
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16520
Also, there appears to be some inherent problems with leveraged etfs:
http://www.chartingstocks.net/2009/02/l ... #more-1118
http://www.chartingstocks.net/2009/02/l ... #more-1118
- Wed Feb 25, 2009 7:05 am
- Forum: Testing and Simulation
- Topic: Query to the System Design Community
- Replies: 29
- Views: 16520
- Wed Feb 18, 2009 11:03 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12250
- Wed Feb 18, 2009 5:14 am
- Forum: Money Management
- Topic: Quant/Quant-Discretionary Trading Dilemma
- Replies: 14
- Views: 12250
- Tue Feb 17, 2009 5:19 am
- Forum: Money Management
- Topic: Drawdown Reduction Threshold:
- Replies: 18
- Views: 14322
- Fri Feb 13, 2009 2:47 am
- Forum: Money Management
- Topic: Drawdown Reduction Threshold:
- Replies: 18
- Views: 14322
- Thu Feb 12, 2009 8:49 am
- Forum: Money Management
- Topic: Drawdown Reduction Threshold:
- Replies: 18
- Views: 14322
I am doing exactly that Sluggo. Also, I am not trading any systems in any market, btw. Merely trying to learn at the moment. I am not blind to the fact that in order to learn, you must test! However, as I am new to system design and trading, I value also discussions of principles. Insights and a bet...