Traders' Roundtable

Hi,

As a fellow grappler with Excel, albeit several years ago now, your questions brought many memories flooding back.

In my humble opinion, the short answer to your dilemma is stop now! While I applaud your attempts to find answers systematically, I firmly believe you are asking too much of the ...

First, thanks Erwin for raising this issue, the subject of “when do we have a large enough sample?â€

William,

The distinction you make is valid. According to your definitions, the same system trading two markets which are “un-correlatedâ€

Chris,

By long term negative correlation, I take it you are calculating correlation in terms of price movement.

I think it depends on how we measure correlation. As far as it is valuable to us as traders, I think correlation should be considered in terms of the likelihood of the outcomes of ...

I’ve read some serious wisdom in this thread.

For my part, I used a literal time divide to separate the trading and development disciplines. Trading the US futures markets in London allowed me to spend the morning analysing the previous day’s price action and placing my trades and the afternoon ...