Traders' Roundtable

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...

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 consi...

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).

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?

Hmm. While it may be a great product, I would absolutely need data for the norwegian market (i.e OMX).

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...

On the predictive power of moving averages:

http://papers.ssrn.com/sol3/papers.cfm? ... abs=742386

Stig Ostgaard on the origins of trend following:

http://www.michaelcovel.com/pdfs/stig-ostgaard.pdf

"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: "R...

Good article. I'll copy it to the "article" thread as well.

And now for a little Taleb-bashing:

http://www.efalken.com/papers/Taleb2.html

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

Why do people prefer assymetric payoffs?

"Trend Following:
Performance, Risk and Correlation Characteristics"


http://trendfollowing.com/whitepaper/tr ... lowing.pdf

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

http://ssrn.com/abstract=1279594

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

http://www.gladwell.com/pdf/blowingup.pdf

Interview with Jim Simons from 2000.

http://chinese-school.netfirms.com/abac ... imons.html

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...

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.

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