Search found 12 matches
- Sun Feb 22, 2004 4:38 pm
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33562
- Sat Feb 21, 2004 7:48 pm
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33562
Thank you for the answer. I do fully agree with TWYTTWYT. I should have made myself clearer. The system under consideration is NOT an intraday system. What I'm trying to do is to use raw DAILY (O,H,L,C) index data to generate signals for actual futures trading - as PART of the system. I will compreh...
- Sat Feb 21, 2004 6:08 pm
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33562
Index Futures End-of-Day Data
I came up with a promising system for swing trading index futures. I have backtested the system based on indexes downloaded from Yahoo, and it shows quite dramatic results in particular on ^SPX. However, in the upper left corner of Yahoo Finance Page the link to S&P 500 points to something calle...
- Sat Feb 21, 2004 6:05 pm
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33562
Index Futures End-of-Day Data
I came up with a promising system for swing trading index futures. I have backtested the system based on indexes downloaded from Yahoo, and it shows quite dramatic results in particular on ^SPX. However, in the upper left corner of Yahoo Finance Page the link to S&P500 points to something called...
- Sun Jan 11, 2004 9:27 pm
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
Sebastian, Yes, you are right. The 700+ traders example doesn't illustrate very well my reference to computerized institutional trading. If it were fully computerized - traders wouldn't be needed. But that's the only real life example I have! I can't take those traders out of the picture since I kno...
- Sun Jan 11, 2004 2:56 pm
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
- Sat Jan 10, 2004 5:48 am
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
- Fri Jan 09, 2004 10:38 pm
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
I want some numbers !
Kiwi, No argument here - if one can recognize a tradeable pattern - trade it, no matter against whom. This doesn't deter me from being interested (not preoccupied!) with my question on markets' particpant classification. This interest is not steered to improve my trading, but rather to satisfy my cu...
- Fri Jan 09, 2004 9:04 pm
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
More encouragement needed...
Well, if anyone can classify market participants in quantitative manner, that would really help. And I am still not convinced by the discussion. :( Ivy League smarts or simply geniuses are needed for generating bright ideas, finding market inefficiencies and developing monstrous software - not for a...
- Thu Jan 08, 2004 9:24 pm
- Forum: Trader Psychology
- Topic: Too much reading ...
- Replies: 58
- Views: 65589
Who are the players ?
Who are the players in the Future Markets nowadays ? I know there is official statistics on large speculators and hedgers, but that seems skewed, as a speculator would report himself as a hedger etc. I want to have a better sense of who is on the other side of my trades. In this minus sum game what ...
- Sat Nov 08, 2003 11:50 pm
- Forum: Futures Markets
- Topic: E-Minis Pros and Cons
- Replies: 5
- Views: 6720
- Thu Nov 06, 2003 10:27 am
- Forum: Futures Markets
- Topic: E-Minis Pros and Cons
- Replies: 5
- Views: 6720
E-minis and Pit traded futures
I'm new to the futures. This forum is by far the best source of info on the Net I could find so far. I have many questions, but let me just start with one. What are the disadvantages (if any) of e-minis as opposed to pit traded futures? The slippage is supposed to be none (is that right?), the liqui...