Search found 109 matches
- Mon Jan 09, 2012 6:45 pm
- Forum: Money Management
- Topic: Is Modern Portfolio Theory Dead?
- Replies: 22
- Views: 23980
- Mon Jan 09, 2012 3:47 am
- Forum: Money Management
- Topic: Is Modern Portfolio Theory Dead?
- Replies: 22
- Views: 23980
Re: Is Modern Portfolio Theory Dead?
Here is an amusing thread that takes (good) aim at Modern Portfolio Theory. ... Correlations are not stable. In particular they are not stable in the face of changing 'volatility'. I ran a random portfolio of futures contracts through a program to analyze the correlations as a function of the volat...
- Sun Jan 01, 2012 11:23 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
Re: Preparing for the Demise of the Euro
Until a few moments ago I had a long position in the Euro, as a partial hedge against short positions on various Euro country stocks. This shocking article on financial repression may be of interest to those who have or aspire to have some wealth. As governments try to get out of debt, all sorts of...
- Fri Dec 30, 2011 6:43 am
- Forum: Market Psychology
- Topic: Is now the time to take a trading holiday?
- Replies: 12
- Views: 12696
Re: Is now the time to take a trading holiday?
He is rightly suggesting that I should consider my own long-standing reluctance to trade futures before throwing stones at others for with the same problem.AFJ Garner wrote:Can you clarify for me your understanding of Luke 4:23 in this context?rhc wrote: You might consider reading Luke 4:23
- Thu Dec 29, 2011 1:46 am
- Forum: Market Psychology
- Topic: Is now the time to take a trading holiday?
- Replies: 12
- Views: 12696
Re: Is now the time to take a trading holiday?
trading holiday...Any thoughts? Some people have voted with their feet: http://www.zerohedge.com/news/entire-system-has-been-utterly-destroyed-mf-global-collapse-presenting-first-mf-global-casualty However "Tyler Durden" is a full-on glass half empty man. He will be right sometimes and he...
- Wed Dec 21, 2011 1:51 pm
- Forum: Trend Indicators and Signals
- Topic: Performance of various managed futures strategies in 2011
- Replies: 2
- Views: 5336
Performance of various managed futures strategies in 2011
TL;DR: Fixed income and spreads trading did well, everyone else average to poor. Trend following had a bad year as we know.
http://www.attaincapital.com/alternativ ... cation/455
http://www.attaincapital.com/alternativ ... cation/455
- Wed Dec 14, 2011 6:10 pm
- Forum: Trader Psychology
- Topic: Performance Enhancing Trading Drugs
- Replies: 22
- Views: 24620
- Tue Dec 13, 2011 6:20 pm
- Forum: Trader Psychology
- Topic: Performance Enhancing Trading Drugs
- Replies: 22
- Views: 24620
- Mon Dec 12, 2011 5:32 pm
- Forum: Testing and Simulation
- Topic: Robustness of systems
- Replies: 9
- Views: 6295
- Mon Dec 12, 2011 3:10 pm
- Forum: Testing and Simulation
- Topic: Robustness of systems
- Replies: 9
- Views: 6295
- Fri Dec 09, 2011 4:52 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
Euros ain't Euros
http://globaleconomicanalysis.blogspot.com/2011/12/monetary-flight-european-ceos-move-cash.html Bloomberg reports European CEOs Move Cash to Germany Grupo Gowex (GOW), a Spanish provider of Wi-Fi wireless services, is moving funds to Germany because it expects Spain to exit the euro. German machiner...
- Thu Dec 08, 2011 6:02 pm
- Forum: Forex
- Topic: Historical Daily FX Rates mostly back to 1971 free source
- Replies: 0
- Views: 3846
Historical Daily FX Rates mostly back to 1971 free source
I though I would save others the trouble of searching
http://research.stlouisfed.org/fred2/categories/15
http://research.stlouisfed.org/fred2/categories/15
- Thu Dec 08, 2011 5:30 pm
- Forum: Testing and Simulation
- Topic: Robustness of systems
- Replies: 9
- Views: 6295
- Fri Dec 02, 2011 5:03 am
- Forum: Forex
- Topic: How to know which countries are printing money?
- Replies: 12
- Views: 9449
Re: How to know which countries are printing money?
Do you have any suggestions where to get the data online? Sorry for the flippant reply. This article might be a good starting point. http://en.wikipedia.org/wiki/Money_supply Various central banks publish figures from which one may be able to ferret out the answer to your question (see links at the...
- Fri Dec 02, 2011 1:27 am
- Forum: Forex
- Topic: How to know which countries are printing money?
- Replies: 12
- Views: 9449
Re: How to know which countries are printing money?
I would like to know where to find data on printed money for different countries, does anyone have any suggestions? Thanks in advance for any suggestions How do you tell when a politician is lying using body language? Here's how: if their lips are moving they are lying. Similarly: how to tell if a ...
- Wed Nov 30, 2011 5:37 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
(Southpark episode mentioned elsewhere - poof and its gone). Extended version (runs for 2 minutes) . . . very amusing http://www.southparkstudios.com/clips/222624/the-importance-of-saving-money It is frightening how accurate that episode is as far as many of these financial intermediaries go. I rec...
- Wed Nov 30, 2011 4:38 am
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
- Sat Nov 26, 2011 10:14 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
- Fri Nov 25, 2011 3:02 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 22739
Preparing for the Demise of the Euro
Until a few moments ago I had a long position in the Euro, as a partial hedge against short positions on various Euro country stocks. I live in a country with a very volatile exchange rate, thus the hedge. If I am long a country's index I need a short position on the country's currency as a hedge an...
- Wed Nov 16, 2011 5:42 pm
- Forum: Testing and Simulation
- Topic: Newbie asks: How to trade futures with only $100K?
- Replies: 48
- Views: 27432
I am taking a different approach and am testing systems on accounts at the $30k and $50k levels. Initially I built portfolios of markets with margins of less than $5,000. From there I tested various parameters across the whole group and then started weeding out those markets that had lower profit f...