Traders' Roundtable

Kelly % dictates that more money can be risked if historical probabilities indicate the chance of success is high, the higher the chances of success the more money that can be risked. this presumes that the next trade "knows" that it is the chosen one, which will break the string of loser...

Perhaps by taking all those positions, presumably with a small % risk, the power of diversification overcomes correlation. For although sugar in NY is similar to sugar in London, they are not exactly the same. So while taking a half size position in both, one may be stopped out, but the other holds ...

I know one guy who lives in a waterfront mansion, started with next to nothing, and only traded the SP. Oh wait, how about that guy who lives up high in a penthouse off the ave, who only traded soybeans. And taught his two sons to do the same. Do you know whether they're trading a mechanical or dis...

IMO any system that only trades a single market is a ticket to pain, but that is outside the scope of your question. Just to be difficult... I know one guy who lives in a waterfront mansion, started with next to nothing, and only traded the SP. Oh wait, how about that guy who lives up high in a pen...

howdy. you need to code that system up into blox and run it over lots of history. at the very least 10 years. then you can answer your questions about its worthiness to trade. one year inst enough. Test on many markets as well.

An interesting review of volume trends in 08 with list of most active.
PDF attached

I like the one about asking the client which flavor of risk he/she prefers up front, given that there may be no correct answer. perhaps a bit of each is a tasty compromise.

How much does the kamikaze trader risk when the (1) starting capital or account balance is $ 5,000 and (2) if and when the account grows to, say, $ 5,000,000? I believe fixed ratio traders use the largest expected drawdown on a per contract basis regardless of size. Beyond fixed ratio however, the ...

someone say KamiKazi? http://tinyurl.com/ddotor

The exchange and thus CSI and probably other data vendors consider from Sunday night till Tuesdays close as ONE day. Only way I see around having this "super bar' is to create your own Monday bar manually. It is an issue which has not been adequately addressed by the exchanges. If the contracts...

Charlie Wright: Most definitely. The major assumption that trend-following managers made in the last 30 years has been that a diversified portfolio of non-correlated futures markets lowers risk. Our research confirms that in the last few years, all the world’s futures markets have been correlatin...

Heres a page showing the markets they cover. When I had the service for many years, it covered my needs at the time. Quite reliable and reasonable. I agree though that if its ones goal to cover most every market, there are better choices to invest ones time in. Still, DTN has a long history and is a...

Take a look at this offering from DTN. http://www.dtn.com/trading.cfm?sidenav=sn_trading_px&content=pr_prophx I had their dtniq service for years and was very pleased. This software ProphX probably offers more custom options... I just used the data feed and basic charting DTN is often overlooked...

Hello Steven and welcome. I faced the same decision some years back and I elected to spend a few months to research all the available applications. Only one application fully met my extensive list of requirements and so I purchased it ( PowerST ) and I have been very pleased with the result. I coul...

TBBs very roots extend back to serious professional traders seeking a solution for their own needs. The software, "started out on the correct footing" and has move forward on this track, since.

I'm trying eSignal Pro, 20 minute delayed, on world futures. Hoping to construct my own daily bars with my own custom start time and stop time, and feed those daily bars into Blox. Theoretically this would let me run order generation 22 minutes after my custom chosen "market close time", ...

I contacted the exchange as well as CFTC earlier today, no reply yet. However, the good :) news is IB does seem to be accepting the orders in DH9 tonight. OEC still does not have the market available yet however FWTW. Edit. Just received the following from the exchange. Seems it was IB etc not up to...

Many say the single most important aspect in this game, is finding your own game. And all the things you mention, will come into focus in the goodness of time. Its a journey of discovery and learning about what is within as well as outside. With persistance and a bit of luck, anything is possible.

J. Simmons
T. Crabel

"HOW" may have some small role in their performance?

They are exceptional exceptions of course.

7432 wrote:IB says this is a CFTC issue.

Lovely. Time to contact the cftc then... oh joy.