Search found 343 matches

by Chris67
Fri Feb 03, 2012 1:28 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56903

AND WHAT HAPPENS when someone else comes along and steels their market share or the Chinese LAUNCH THEIR OWN or xy z happens All Im saying is that all weve heard for centuries - is its different this time On average the public lose a whopping amount of money buying Internet based IPO's Im sure faceb...
by Chris67
Thu Feb 02, 2012 12:50 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56903

neither of them are worth 10% of their market cap
its a bubble and like every bubble before them they will pop
the market learned nothing from 1999
facebook in particular is soooooo suspetible to legal action I personally would pay 50 cents for a share
by Chris67
Tue Jan 31, 2012 7:09 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40377

rajivm I dont understand your point - show me a strategy with a long track record of making better returns I dont mean some little fancy short term strategy that has done well for 2 years as we all know where they end up ? Agreed the Rentechs of this World may have found the holy grail - they may ha...
by Chris67
Mon Jan 30, 2012 11:49 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40377

chuck b / Rabidric - yes I agree entirely and its name is
WINTON
by Chris67
Mon Jan 30, 2012 6:27 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40377

i think , fwiw, its best just to understand that there will probably never be a CTA or fund that has an MAR of > 1 if it lasts 20 years and therefore allocating assets on the basis of teh last few years performance where a new CTA has great stats or an MAR of 3 is a ridiculo9us exercise I wrote befo...
by Chris67
Wed Jan 25, 2012 12:55 am
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 10926

Interesting stuff I have always found - and thats just my experience on my systems - that the best edge available in trading - is that the market is moving in your direction at the time of entry and hence the odds - in most systems- should be weighted towards sell MOO (Stop entry whatver) as opposed...
by Chris67
Tue Jan 24, 2012 2:43 am
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 10926

surely the odds of this beinga winning trade have now changed - the market has moved against the initial position and hence is moving in an un-favourable direction - it may well be you get in and then in tanks in your direction - hey presto you risked less money than teh system and made out good - b...
by Chris67
Mon Jan 23, 2012 4:14 am
Forum: Futures Markets
Topic: Mexican Govt Notes (Symbol TII)
Replies: 2
Views: 2695

Difficult market to get access to ?
by Chris67
Wed Jan 18, 2012 5:22 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 12464

yeah it ws teh zero hedge idea - think it made sense actually - but not a system one could seriously trade for all the obvious reasons - friend of mine tested out some time systems based loosely aound it - fascinating resultts - very seductive and very alluring !!! but probably not worth pusuing bes...
by Chris67
Tue Jan 17, 2012 12:27 pm
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 12464

Well
what Im looking at is a system that is so simple its ridiculous - it has made 40%+ cagr for 12 years and involves 2 trades per day and it involves Gold - to good to be true - well it probably is - but my word !!!
by Chris67
Tue Jan 17, 2012 4:31 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 12464

VERY kind and much appreciated
C
by Chris67
Tue Jan 17, 2012 4:17 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 12464

HEHE - Not on your life !!!!
by Chris67
Tue Jan 17, 2012 3:28 am
Forum: Data Providers and other non testing software
Topic: Gold Hourly Data
Replies: 14
Views: 12464

Gold Hourly Data

Anyone got 10 years of hourly data on Gold they could send me / sell me - happy to share an interesting idea with anyone who has it

Please P.M me if you can help
Best
C
by Chris67
Wed Jan 11, 2012 1:53 am
Forum: Testing and Simulation
Topic: This is good
Replies: 7
Views: 5350

too good
by Chris67
Mon Jan 09, 2012 4:04 am
Forum: Money Management
Topic: UK Based Security of Assets
Replies: 2
Views: 4783

UK Based Security of Assets

Anyone operating out of the U.K come up with any good ideas on making assets as secure as possible going forward? Its amazing ho wmany funds are still sitting on one Prime Broker and One Custodial bank - some TF's are sitting on these both in France ? Anyway - anyone got any good ideas for security ...
by Chris67
Sun Jan 01, 2012 7:46 am
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 14903

Just seen this link
Maybe very useful for re-establishing Dollar / Spain / Greece/Portugal / Italy - very soon so the transition can be made asap
by Chris67
Fri Dec 23, 2011 4:36 am
Forum: Trader Psychology
Topic: Instrument Choice for Year Ahead
Replies: 5
Views: 8333

Thanks to both of you for your comments Yes you are both right - Im just musing I think taking some money off the table in those instruments that have performed best over the last 250 days may be something to test - let the test say if its right On another topic (sort of) this all came about due to ...
by Chris67
Thu Dec 22, 2011 7:57 am
Forum: Trader Psychology
Topic: Instrument Choice for Year Ahead
Replies: 5
Views: 8333

Instrument Choice for Year Ahead

Anyone toyed with the idea of looking abck at 2011 - finding their most profitable trades and removing those instruments from the portfolio for 2012 ? I maybe forced not to trade Gilts next year (as a UK fund we need to report to the FSA - So my backoffice said to me - your choice - pay a reporting ...
by Chris67
Tue Dec 20, 2011 2:58 am
Forum: Money Management
Topic: CTA Research Results
Replies: 4
Views: 6491

DPH Interestingpost and thanks for posting Do you not find it interesting that something so utterly obvious is a) Something that the brokerage firm would have already understood b) Something that should as clear as daylight to anyone in the industry who does the simplest research project ? c) Somthi...
by Chris67
Thu Dec 15, 2011 11:38 am
Forum: Testing and Simulation
Topic: Risk Reduction = Poor Performance ?
Replies: 7
Views: 4937

Sluggo - You r point is valid... BUT .. if you are running a TF Fund out there in the public view and you had, say 2 years of -2.5 and up 2.5% as your risk reducing techniques were working great but those 2 years presented other TF's with two 30% years then Im afraid you aint got a business any longer