Search found 61 matches

by adamant
Thu Feb 12, 2009 5:05 am
Forum: Money Management
Topic: Drawdown Reduction Threshold:
Replies: 18
Views: 11495

Drawdown Reduction Threshold:

Could you expand on the false premises of the drawdown reduction threshold? Alp answered: As I see it, the drawdown reduction threshold is based on the assumption that one can predict the clustering of winning and losing trades which, by the way, is the same assumption of the "trade if last is a wi...
by adamant
Thu Feb 12, 2009 3:02 am
Forum: Futures Markets
Topic: Not quite liquid enough: NI , VX
Replies: 8
Views: 6317

RHC: That is an interesting question. There is some academic literature suggesting that certain types of technical indicators work better in markets that are not the most liquid. At the same time, we depend upon sufficient liquidity to trade "safely" of course, but this is a point to consider. Can w...
by adamant
Mon Feb 02, 2009 11:16 am
Forum: Data Providers and other non testing software
Topic: Charting Software Reviews and Opinions
Replies: 8
Views: 5532

Thanks

I have never used CQG but I ear it is fantastic, fast and reliable apparently. But too pricey to use as a small time private trader.
It looks like amibroker might offer what I need. Esignal seems like a good option too. I'll miss the bloomberg look though....(sigh).
by adamant
Mon Feb 02, 2009 7:59 am
Forum: Data Providers and other non testing software
Topic: Charting Software Reviews and Opinions
Replies: 8
Views: 5532

What are people's experiences with Multicharts, Neoticker and Esignal?

Right now it looks like I'll try out every platform for 30 days and then decide....the wisest course of action for sure, but somewhat time consuming.

How are the charting capabilitites of AmiBroker? Any thoughts?
by adamant
Fri Jan 30, 2009 5:23 pm
Forum: Data Providers and other non testing software
Topic: Charting Software Reviews and Opinions
Replies: 8
Views: 5532

Hmm. While it may be a great product, I would absolutely need data for the norwegian market (i.e OMX).
by adamant
Fri Jan 30, 2009 7:10 am
Forum: Data Providers and other non testing software
Topic: Charting Software Reviews and Opinions
Replies: 8
Views: 5532

Charting Software Reviews and Opinions

I am trying to decide on a charting package for home use. At work I use Bloomberg, but I am looking for a more permanent solution for private use (I am aware of Bloomberg Anywhere, but I may change employers in the future and want to be prepared for the day when I need to pay my own way w /reg to so...
by adamant
Tue Jan 27, 2009 5:29 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

On the predictive power of moving averages:

http://papers.ssrn.com/sol3/papers.cfm? ... abs=742386
by adamant
Sun Jan 25, 2009 7:50 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

Stig Ostgaard on the origins of trend following:

http://www.michaelcovel.com/pdfs/stig-ostgaard.pdf
by adamant
Wed Jan 21, 2009 11:23 am
Forum: Money Management
Topic: Forbe's: stops are "gimmicks"
Replies: 3
Views: 4437

"Problem one is the randomness of the stock market. " Is it random? "Contrary to what stop-loss salesmen might tell you, a stock you buy for $20 that falls to $16 is just as likely to go back up as it is to continue falling." Is it really? Great comeback by Mr LeBeau btw: "Regarding his example of s...
by adamant
Tue Jan 20, 2009 11:32 am
Forum: Trend Indicators and Signals
Topic: Jim Simons
Replies: 15
Views: 39403

Good article. I'll copy it to the "article" thread as well.
by adamant
Tue Jan 20, 2009 8:11 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

And now for a little Taleb-bashing:

http://www.efalken.com/papers/Taleb2.html
by adamant
Tue Jan 20, 2009 7:53 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

http://www.fooledbyrandomness.com/bleedblowup.pdf

Why do people prefer assymetric payoffs?
by adamant
Mon Jan 19, 2009 10:45 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

"Trend Following:
Performance, Risk and Correlation Characteristics"


http://trendfollowing.com/whitepaper/tr ... lowing.pdf
by adamant
Mon Jan 19, 2009 10:35 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

"Fooling Some of the People All of the Time: The Inefficient Performance and Persistence of Commodity Trading Advisors:"

http://ssrn.com/abstract=1279594
by adamant
Fri Jan 16, 2009 4:11 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

Article on Nassim Taleb from the New Yorker, April 22 & 29, 2002.

http://www.gladwell.com/pdf/blowingup.pdf
by adamant
Thu Jan 15, 2009 10:56 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

Interview with Jim Simons from 2000.

http://chinese-school.netfirms.com/abac ... imons.html
by adamant
Mon Dec 15, 2008 6:46 am
Forum: Testing and Simulation
Topic: Interesting articles
Replies: 24
Views: 12266

Interesting articles

Thought I would start a thread which lists and perhaps discusses articles relating to our favorite activity... I am sure a lot of the articles listed, including the one I am going to post a link to, will be familiar reading to some, but for newbies like myself, a thread like this should be useful. h...
by adamant
Fri Nov 28, 2008 10:22 am
Forum: Testing Software
Topic: Trading Blox purchase?
Replies: 11
Views: 9101

I bought Blox Builder not two months ago, and I already feel like it has been worth the money. Using Blox and interacting with the other members on this forum is incredibly rewarding. And addictive.
by adamant
Mon Nov 17, 2008 12:30 pm
Forum: Stocks
Topic: what is the best web-based stock screener? Free or paid
Replies: 11
Views: 15599

Stockfetcher really is great. Much much better than bloombergs EQS function for TA based filters and virtually free by comparison. Awesome.