Traders' Roundtable

Extremely kind of you to reply and extremely useful information for which I am very grateful - thank you !
p.s hope you are well !!
15 years since started using TB now - doesn't seem real - i think I've spent more time with TB in 15 years than my partner ... it should come with a warning
best
c

Be extremely grateful if anyone could assist ? Simple query - did my usual - spend hours on forum looking for answer but didnt "really " get what i needed I want to exit on close on last day of month obviously lastdayofmonth isnt recognised unless 1- i guess ? thats what ive sort of picked up ? is ...

Have PM'd you

Best
Chris

Good to see this post ! Used to love being on here 10 years ago as lots of comments but all gone quiet now as probably poor performance put so many off I am still avidly following the trends - 2014 a great year and 2 years either side of that were rubbish. I still honestly believe we will see a blow ...

Have been a member of the forum for more than 12 years I believe and I’m sure management will vouch for the fact not into posting salesy or bullshitty posts However can I make an urgent request that anyone who has traded FX electronically with any of the big NYC banks in the last 7 or 8 years [ can b ...

If anyone on the forum is a fund / large professional business with plenty of exposure of trading FX with U.S banks over the last 10 years then they may well want to get in touch with me and i would be extremely interested to talk to you for very beneficial reasons [ for you] either p.m me or email ...

no the whole team I believe - whatever happened wasn't good

have you recalculated your thoughts based on rates can only go to zero ? gven Euribor trades above 100 and U.S rates are probably on their way to minus 3 % ?

2011-2013 was extremely tough - dare i say the worst period in history fo rmany that saw many long established trend following funds fall by the wayside 2014 was a blow away year - we recorded about 45% 2015 is pretty flat to date I think the only conclusion you can reach is nothing ever really ...

Sluggo
We got that covered dont worry !!!

I think many systems is the answer and once again a pure understanding that 30-50 years of data is simply not enough !
Having said that 30-50 years puts us ahead of most for sure

I think one of the problems I suffered with over the years [ apart from all the rest yes I know] is I have been relatively stubborn in my marriage to some of "those rules" you just dont break as a trend followr / systematic trader. One of those rules is sticking to your system when times get tough ...

my answer incidentally = QE

Thank you Sluggo I feel a re-ignition of the old days coming on - good posts on trading blox forum and lots of good input Here's a question for you then [ all] You test a system [ TMA] over 20 years of sample data = excellent you test in on 3 in years out of sample data = excellent You live trade it ...

i run it on 100 markets
next day moo orders

problems are that what pisses me off about a lot of systems is that if use xyz as teh 3 moving averages you may blow up
if you use x, y and z+10 you maybe teh best fund manager in history

Its a fine line
Maybe not that robust ?

C

yes i do
although i disclaimer that with the fact that although having made a decent amount fo money in the real World using the TMA that - like many medium term systems- that particular TMA is in a hugely deep draw down - yes thats a huge concern I know
C

this season is called trend following doesnt work anymore and at present its 3 years long - hopefully at some point in the next decade markets may become normal again

Personally I think its glaringly obvious what has changed - AND i seem to recall Bill Gross and George Soros saying the same thing in the last 3 days ? Market intervention to hold markets at superficial levels where they should not be where supply and demand [ x-government/ central banks] is now not ...

no one can make you believe anything - unless you live in the land of make believe ?

yeah it is - shame Jon Henry and one or two others never tried it

chuck b - great comment by teh way - i share those thoughts entirely - there seems to be a great sense of "the original turtle system is dead" on this forum How could you possibly know that - it may prove to be the greatest system ever invented when traders sitting in their offices in 2190 look back ...