Search found 152 matches

by Moto moto
Thu Mar 15, 2012 2:26 pm
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 15956

The Zurich Axioms....a highly recommended book. Simple....but the best things are. AFJ - check out Electroniclocal now you have more time(he is a day trader, but he mixes discretion with algos) and while yes he sells stuff, he has a lot of other interesting info as well. Plus whats wrong with just i...
by Moto moto
Wed Mar 14, 2012 3:56 am
Forum: Testing and Simulation
Topic: Seeking advice: Next Steps in Implementation.
Replies: 2
Views: 2504

As a suggestion..... Ideally for implementation in the real world (as opposed to within TB - a different story) use a broker that a....allows you to trade the approrpiate instruments b...since you know vba - uses an API and you can link via excel to keep track of everything and send in stops via tha...
by Moto moto
Fri Mar 09, 2012 9:36 am
Forum: Testing and Simulation
Topic: Most of us are using insufficient data for testing
Replies: 25
Views: 15956

Sluggo makes this point in this thread about trend forecasting v trend following http://www.tradingblox.com/forum/viewtopic.php?p=54029#54029 and maybe I am drawing a long bow here and I am sure its all been said before...... to a large extent having too much data will not necessarily improve your t...
by Moto moto
Sun Mar 04, 2012 5:33 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56669

by Moto moto
Sat Feb 18, 2012 4:32 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40297

interesting DPH. I thought it was about the three Ps - people processes performance and the combination of those..... however - all three can be so so so easily wallpaper over-ed. I know of two people at present who seem to tick all the boxes, however I would not invest with them with my enemies mon...
by Moto moto
Fri Feb 17, 2012 8:36 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56669

to make you feel better, or validate your thoughts....

http://www.bloomberg.com/news/2012-02-1 ... etail.html
by Moto moto
Wed Feb 15, 2012 5:23 am
Forum: Money Management
Topic: Avoiding/reducing taxes
Replies: 8
Views: 13023

you sound like my father.....he once said the aim of business is to avoid paying taxes. I thought the aim of business was to make money, and then minimise the taxes, but I tell you what....... while it hurts I will always, always be happy to pay taxes as i know it means I have made money. Plus my vi...
by Moto moto
Thu Feb 09, 2012 5:01 pm
Forum: Trader Psychology
Topic: Performance Enhancing Trading Drugs
Replies: 22
Views: 24400

by Moto moto
Thu Feb 09, 2012 11:33 am
Forum: Futures Markets
Topic: The improvement of commissions over time
Replies: 2
Views: 2714

another way to look at it might be that floor traders always had the lowest commission's as they had direct market access. Now days anyone with a computer and a discount DMA broker (eg; IB) is effectively a floor trader. Comparing the two costs on that basis between then and now might be very intere...
by Moto moto
Sat Feb 04, 2012 6:13 am
Forum: Testing and Simulation
Topic: Perils of economic (apply to trading?) models
Replies: 1
Views: 1969

Perils of economic (apply to trading?) models

Just an article some might find interesting from a general pov

http://www.smh.com.au/business/modellin ... 1qxeg.html
by Moto moto
Fri Feb 03, 2012 10:01 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56669

Finally, an observation: it appears most people on this discussion are of a value/growth-at-reasonable-price (GARP) orientation with equities. I am as well. So anyone else see irony that as LTTFs, are we are most likely long frozen OJ at all-time highs, long the Eurodollar near zero interest rates,...
by Moto moto
Fri Feb 03, 2012 4:27 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56669

Just my objective opinion.... advertising and marketing - what a wonderful example of science fiction. I am absolutely unsure that it is much like managed futures - some are better at marketing and advertising their systems than others and hence get the money as assets under management.....or is it ...
by Moto moto
Thu Feb 02, 2012 3:03 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56669

Apart from other ideas given.... Facebook might be used by the next generation far more than by some of us fogeys If you lived in the middle East and through the Spring uprisings you might view Facebook as something that helped change society.....given they are one of the few rapidly expanding demog...
by Moto moto
Tue Jan 31, 2012 3:04 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40297

AFJ G - I agree with you...less nerve racking and more patience needed, however, you key point of avoiding the dogs is key.....plus you usually end up getting a small percentage of the good ones, and a large percentage of the dogs in allocations unless you pay enough brokerage.....its a very differe...
by Moto moto
Tue Jan 31, 2012 7:31 am
Forum: Futures Markets
Topic: Pan Asia Gold Exchange
Replies: 0
Views: 2388

Pan Asia Gold Exchange

Any body know much more about this or have thoughts on it.....

Pan Asia Gold Exchange
http://www.china-briefing.com/news/2011 ... ators.html
by Moto moto
Mon Jan 30, 2012 8:18 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40297

DPH - you reminded me of a time that GS showed us a system in the late 1990s that was going to help the risk management team adequately minimise/"eliminate" risk to our long volatility equity option trading books from 8 different traders covering approximately 50 stocks (paraphasing) "...
by Moto moto
Wed Jan 18, 2012 3:49 am
Forum: Testing and Simulation
Topic: Traders, learning to write computer programs
Replies: 20
Views: 13201

or if time is a constraint - the programming in Trading Blox is not that difficult if you understand the basics of programming - might be worth the time saved verses the costs of buying TB as a specific tool for backtesting... As even if you learn another language, you still have to then build a sys...
by Moto moto
Mon Jan 16, 2012 3:17 am
Forum: Testing and Simulation
Topic: Newbie asks: How to trade futures with only $100K?
Replies: 48
Views: 27370

sons of Gwalia - brings back memories - you bought dodgy management and a short gold book. I bought into that after it looked ok on the charts and management and brokers all said it was a screaming buy.....run it for a little while until a profit warning out of the blue.....I just exited....while so...
by Moto moto
Fri Jan 13, 2012 3:37 am
Forum: Trend Indicators and Signals
Topic: consistency of entry method AND symbol
Replies: 10
Views: 11237

"Does this type of trading framework lead to taking trades inconsistently" Not if you test for it, figure that the past does in fact represent a fairly accurate picture of what might occur in the future and then decide to systematically apply the testing. If you use discretion then probabl...
by Moto moto
Mon Jan 09, 2012 4:56 am
Forum: Money Management
Topic: UK Based Security of Assets
Replies: 2
Views: 4770

Even if you are not in the UK these issues might be the same, as often the brokers transfer assets into the UK - read the broker agreement, and once they are in the system, then you are stuck with a lot of the UK rules. (This is what has happened regards MFGlobal). Re what to do - I can only spread ...