Search found 4 matches

by mmtrader
Thu May 12, 2011 2:17 pm
Forum: Money Management
Topic: Pyramiding versus opening new position
Replies: 1
Views: 3186

Pyramiding versus opening new position

Is there any material difference between pyramiding (ie adding to an existing position that has gone in your favour) and opening a new position in another market as your first position has gone in your favour? For example : Pyramiding - risk 1% of account on Bund - stop at 100.00, entry at 101.00. P...
by mmtrader
Wed Mar 16, 2011 2:40 pm
Forum: Testing and Simulation
Topic: Black swan
Replies: 43
Views: 16174

"I would be more concerned about my system's ability to stay reasonably solvent after multiple, significant gaps through my stops (say, multiple simultaneous 5R losses.) Curtis Faith discussed one horror story with a Eurodollar position in his Way of the Turtle book." I was thinking about this the o...
by mmtrader
Fri May 28, 2010 9:05 am
Forum: Futures Markets
Topic: Fairly exhaustive futures market summary....
Replies: 7
Views: 5154

I thought perhaps the OP might have a definitive answer. Obviously there are other ways to estimate it.

So on that basis, it looks like it is just the front month.

Great, thanks.
by mmtrader
Fri May 28, 2010 4:14 am
Forum: Futures Markets
Topic: Fairly exhaustive futures market summary....
Replies: 7
Views: 5154

Thanks for that, very useful. Just one question (possibly a silly one)- is the futures daily volume given just for the front month contract or for all the quoted months?