Search found 18 matches
- Sat Nov 24, 2012 5:21 pm
- Forum: Data Providers and other non testing software
- Topic: Transtrend portfolio And European markets
- Replies: 6
- Views: 7300
One cheap-and-cheerful solution - Yahoo finance provide pretty good stock histories for a good cross section of the European market. If you look at the prettified data, they split the dividends out for you, eg: http://finance.yahoo.com/q/hp?s=BBVA.MC+Historical+Prices You can also directly request a...
- Thu Aug 02, 2012 7:50 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 25561
A couple of interesting articles on the Knight debacle:
Why Knight lost $440 million in 45 minutes
What Really Happened, or How to Test Your New Market Making Software and Avoid Detection and Losing a Pile of Money, Fast
Why Knight lost $440 million in 45 minutes
What Really Happened, or How to Test Your New Market Making Software and Avoid Detection and Losing a Pile of Money, Fast
- Sun Jul 01, 2012 12:20 pm
- Forum: Trend Indicators and Signals
- Topic: Spurious indicators, or uses thereof
- Replies: 3
- Views: 6110
- Sat Feb 25, 2012 10:00 am
- Forum: Testing and Simulation
- Topic: How to start trading with only $10,000?
- Replies: 25
- Views: 16540
Spread betting? Sounds to me like a good way to run through 10k. Not legal in the US afaik, but in the UK the main outfits (IG Index, Capital Spreads, etc) are infamous for moving the market against high rollers to stop them out. Might as well just go to a casino. I used to be extremely sceptical o...
- Tue Feb 07, 2012 7:50 pm
- Forum: Futures Markets
- Topic: trading question
- Replies: 4
- Views: 4175
- Thu Oct 06, 2011 9:56 pm
- Forum: Stocks
- Topic: US T-bonds
- Replies: 6
- Views: 7760
- Wed Sep 07, 2011 11:44 pm
- Forum: Futures Markets
- Topic: Non Trending Futures
- Replies: 5
- Views: 5048
Although recent days in the Swiss Franc have been a slightly painful end to a great trend, I don't see the recent announcement as heralding a great change. Currency intervention and shadowing was a frequent feature of the heyday of trend following strategies. Although while the shadowing is successf...
- Wed Sep 07, 2011 11:24 pm
- Forum: Testing and Simulation
- Topic: CTA performance data
- Replies: 28
- Views: 19538
I have to admit to being sorely tempted to attend the Singularity Summit, which looks to have a really interesting program this year. I'm sometimes a bit tight-fisted with discretionary spending on myself though, so I haven't quite committed myself to it yet. In a finance-related aside, one of the s...
- Tue Sep 06, 2011 7:55 pm
- Forum: Testing and Simulation
- Topic: Similar Systems / Different Luck in 2011
- Replies: 15
- Views: 9030
- Tue Mar 29, 2011 11:17 pm
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 111907
I don't trade stocks myself, so these are just a few random thoughts to throw into the mix... - Market capitalization - possibly it works best with companies that are neither penny stocks at one end, nor big cyclical stocks at the other. Is there a sweet spot or range to aim for? - Realized volatili...
- Thu Mar 03, 2011 7:03 pm
- Forum: Trend Indicators and Signals
- Topic: Transtrend way of measuring market "trendiness": T
- Replies: 8
- Views: 12942
It's been a while since I looked at it, but Automated Trader Magazine had a sister website called Alphability which produced a range of similar statistics. http://www.automatedtrader.net/articles/alphability/ From what I remember, you can see quite a lot of the website just by registering. I conside...
- Sat Nov 20, 2010 8:35 am
- Forum: Futures Markets
- Topic: Transtrend: trading pork bellies
- Replies: 18
- Views: 12604
A recent copy of the CME Daily Livestock Report gave a good explanation:
http://www.dailylivestockreport.com/doc ... 0-2010.pdf
http://www.dailylivestockreport.com/doc ... 0-2010.pdf
- Sun Aug 08, 2010 8:00 pm
- Forum: Testing and Simulation
- Topic: ETF's
- Replies: 19
- Views: 12770
Many apologies for defending investment professionals, but very many of them trade ETFs not through choice but because their hands are tied by their company's dealing rules. It's not at all uncommon for there to be a blanket ban on trading futures and options. Even though there are restrictions, sto...
- Tue May 18, 2010 9:17 pm
- Forum: Testing and Simulation
- Topic: A couple of interesting articles
- Replies: 1
- Views: 2558
A couple of interesting articles
I thought others might enjoy these too. The meat from the mechanical traders' point of view is related to contract rolls - none of it earth shattering, but it's always good to be reminded that the standard CSI rolls aren't the only option. There's also some other food for thought in there, along wit...
- Sun Feb 21, 2010 10:14 pm
- Forum: Testing and Simulation
- Topic: Keeping up with the simulation and Spreadbetting?
- Replies: 44
- Views: 23380
AND most importantly (to me): with a retail API access (which would allow for a program to be written and not skip any SL orders)... GFT are the only true spreadbeting company I've come across who have an API. They're a bit protective of it, I think mainly because they worried about being arbed by ...
- Sat Apr 11, 2009 8:33 am
- Forum: Futures Markets
- Topic: LTTF and the Eurodollar Futures
- Replies: 7
- Views: 7042
- Thu Apr 09, 2009 3:31 am
- Forum: Futures Markets
- Topic: LTTF and the Eurodollar Futures
- Replies: 7
- Views: 7042
Darran - I'm not sure where you're coming from with the deflation comment - perhaps you could explain. In a deflationary environment it seems to me you'd be much better off short commodities than long Eurodollars. Sluggo - they're only cousins, rather than brothers, but both contracts do suffer from...
- Wed Apr 08, 2009 8:11 am
- Forum: Futures Markets
- Topic: LTTF and the Eurodollar Futures
- Replies: 7
- Views: 7042
LTTF and the Eurodollar Futures
Here's a question I'm not sure how to backtest. It's somewhat difficult for the Eurodollar futures to now develop a meaningful long-term uptrend. You could theoretically squeeze another point out of them, but that's it. With the downside risk now so significant relative to the potential upside rewar...