Search found 152 matches

by Moto moto
Fri Nov 18, 2011 3:38 am
Forum: Money Management
Topic: Will Notional Funding Now Become the New Standard?
Replies: 10
Views: 11654

this is a two edged sword. With a broker like IB at least you figure that they will automatically stop people out and so your risk is minimised in that they are keeping a tight control on the risk taken by their clients. Equally so they need to offer a system that can allow instant (or very speedy) ...
by Moto moto
Thu Nov 17, 2011 5:19 am
Forum: Trader Psychology
Topic: (Timely) Larry Williams Quote
Replies: 4
Views: 6343

it is a great quote, and can be summarized as - cut your losses while I largely agree with it..... the only thing here is often this can be the final straw for some people and sometimes we need people like your friend who will give up everything for 'justice' If we all just cut our losses and did no...
by Moto moto
Mon Nov 14, 2011 9:23 am
Forum: Futures Markets
Topic: Doing business in the post MFG era
Replies: 13
Views: 8788

In Australia there is an RTGS system (I worked on it at one time). You can have money transferred to other Australian banks in real time. Fees may apply. This was done as I recall at the behest of the central bank to reduce counterparty risk. You can transfer money progressively during the day and ...
by Moto moto
Sun Nov 13, 2011 5:59 am
Forum: Testing and Simulation
Topic: Testing and automate Trading strategies
Replies: 7
Views: 5115

Re: Testing and automate Trading strategies

Let´s say you guys developing a strategy for stocks and it works great there (e.g. Tripple mov avg.), do you think such strategy should also work when applied to futures? there is only one answer to that - test it. I am not sure, but I think when have a strategy with an "edge" it should ...
by Moto moto
Sat Nov 12, 2011 10:55 am
Forum: Futures Markets
Topic: Doing business in the post MFG era
Replies: 13
Views: 8788

great summary Sluggo thanks. I think there will be a lot of pressure on FCM,brokers and other intermediaries to implement more Real Time Gross settlements (RTGS) between accounts. It is possible to have reasonably instantaneous transfers, the biggest limits are on costs and transfer limits - I think...
by Moto moto
Fri Nov 11, 2011 11:09 am
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 21954

no problems Sim - I juts did not want to discount anything. It is an interesting concept though. Especially when it comes to something such as option market making. ("purer" HFT whereby you really need to capture the bid offer spread faster than others is a different story) When it comes t...
by Moto moto
Fri Nov 11, 2011 10:02 am
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 21954

SimJimons - -"Moto moto, most HFT strategies are built around market making concepts, and as such they are trading against the trend. Hence, it might be a little difficult to blend HFT and trendfollowing in the way you proposed" As an ex options market maker, I actually was more momentum b...
by Moto moto
Fri Nov 11, 2011 3:54 am
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 21954

As an idea.... combine HFT trading for putting positions on and off, leaving a small amount open from each profitable trade working so that by default you get on a trend.......slowly these small amounts build up over time as an instrument starts trending and you end up getting on a trend without act...
by Moto moto
Fri Nov 04, 2011 2:36 pm
Forum: Testing and Simulation
Topic: Will somebody please do this research? / has anyone already?
Replies: 45
Views: 21954

obvious question.....if trend following is dead.....what is alive?

It appears to me that a lot of methods are failing at present.
by Moto moto
Wed Oct 26, 2011 2:08 pm
Forum: Trend Indicators and Signals
Topic: Why spending too much time on forecast?
Replies: 5
Views: 6428

there you go eventhorizon....I could be on Bloomberg TV telling people about my forecasts. :)

(I plan to be Steamboat - Colorado - your way I think next Jan - so I hope my corns throb every night, and the sun shines during the day)
by Moto moto
Wed Oct 26, 2011 4:06 am
Forum: Trend Indicators and Signals
Topic: Why spending too much time on forecast?
Replies: 5
Views: 6428

Re: Why spending too much time on forecast?

So does anyone have any suggestions what advantage of working on forecast on market? if I can enter long position based on trend? Thanks in advance for any suggestions bragging rights when you are right and sympathy when you are wrong - should you so choose to tell people that you were wrong. :) Pl...
by Moto moto
Fri Oct 21, 2011 6:10 am
Forum: Trader Psychology
Topic: Current Market Psychology
Replies: 11
Views: 10303

As there are always two sides to every story....just dont forget the other folks, that always believe it was better in the old days and that we should have maintained the status quo....and some of us I am sure are entering this stage. :)

Plus to rhyme with history, what about misery
by Moto moto
Sun Sep 25, 2011 3:43 am
Forum: Money Management
Topic: When To Start Your System?
Replies: 28
Views: 25018

even with testing a lot will depend on your personal mental ability to handle the results if the timing is good or bad for starting the system. A good system started at a bad time may cause you to discard the system as you cannot handle the initial drawdown.....if started at the right time for a bad...
by Moto moto
Mon Aug 01, 2011 9:12 pm
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 9477

I find it interesting that you use both systematic and discretionary methods in your trading. I actually believe that is a really good diversifier, while slightly more subject to human emotions, of course. there is no doubt that you can still be discretionary and still be rather systematic in the m...
by Moto moto
Sun Jul 31, 2011 5:14 am
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 9477

yes it answers the question thanks....mainly with your idea of the short term being 10-20 days :) I find it more fascinating I guess that it seems that a lot of the more manual discretionary type traders I know, myself included seem to reach much the same conclusions as the more automated/systematic...
by Moto moto
Mon Jul 25, 2011 5:09 am
Forum: Testing and Simulation
Topic: Teach me about trading spreads (futures)
Replies: 26
Views: 17955

i am with rabidic and others on this one..... unless you are trading spreads they are a whole other beast - and while money can be made, we always joked in equities - you get half the profits for twice the risk. Obviously futures spreads are different as you have the same underlying, but unless you ...
by Moto moto
Mon Jul 25, 2011 4:56 am
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 9477

hi SimJimons, given those thoughts, would you think then an asset allocation mix between say shorter term systems and longer term systems can be reweighed based on how much noise is is expected in the markets. eg; you expect more noise so you allocate 70% of portfolio to a short term system designed...
by Moto moto
Wed Jul 20, 2011 8:14 pm
Forum: Money Management
Topic: How Fund Manager places order on market?
Replies: 4
Views: 6124

google - CTA hiding large trade orders I dont know of any specific threads here dedicated to the subject but it has been discussed within threads. Most likely you will find more details in articles from the CTAs (example attached).....check out sites like Winton capital and their news items. When it...
by Moto moto
Wed Jul 20, 2011 4:58 am
Forum: Testing and Simulation
Topic: Blend which other system types w/LTTF for smoother eq curve?
Replies: 20
Views: 15075

"what types of systems would one trade along with a long term trend following system to smooth the equity curve?" The holy grail of fund to funds. A lot will clearly derive from what your ultimate objective is, assuming in this case to smooth the equity curve.....in which case maybe trend ...
by Moto moto
Wed Jul 20, 2011 4:39 am
Forum: Testing and Simulation
Topic: My research says: the markets haven't changed in 31 years
Replies: 14
Views: 9477

not really sure how best to test this but as food for thought..... looking purely at a the daily volatility wont help, I would think you need to look at how mean reverting within a trend over a period of days instruments are in comparison to previous years. ie; after a buy trigger point have the ins...