Traders' Roundtable

i see no evidence to support your supposition in that table. Their monthly volatility appears more or less the same all through each year. I would very much doubt they have an upside target. For them, the only thing that matters is making sure their DDs don't breach 10%, as that is probably the numb...

I am sure chris would take it in the spirit intended

he was short his p/l

If the UK/USA are ever in need of a" Thorough-ness Czar", you have my nomination for the job, Event!

looks like how most other oscillators behave- gives yiou a strong reading after the fact, which invites techniques like "after a really strong spike the mkt is overbought and you should be wary of new longs, and instead be looking to cover". but a macd or stochastics/rsi would produce some...

Macro wrote:Seems interesting, however, why would they give away such a 'measure' for free?

Because it doesn't actually tell you anything really?

luckily for them... stocks are worse, and yields are in the toilet. yields, stock market returns and alternative asset management returns are all probably a lot more correlated than most investors give credit for. If the whole economic system is somehwat stagnant, then the increasing system entropy...

your paradigm seems to be LTTF. this is the trading blox forum. not the "LTTF or STFU!" forum. So kindly don't be an ass to me for endorsing another trader's efforts. just because lttf yields so-so performance figures , which incidentally i do not dispute with you, doesn't mean that people...

Ahh yes, the beautiful art that can painted with the perspective of past performance…..Makes one wonder what the likes of a Picasso, Van Gogh or Dali could have created with such tools~~~ For those feeling enchanted by these museum worthy pieces START HERE ……..If it’s too late and you’ve ...

chuck B is near the mark imho. regularly re-calibrate yourself to "the idiots"(a changing population, as they die out to be replaced by new idiots who think they have a better take on things) , and then fade their game.... ***AFTER THEY HAVE TIPPED THEIR HAND*** I don't know if you can see...

past performance tells you how well they played the most recent iteration(s) of The Game. The Game can always change it's rules faster than you can adjust them with a backward looking method. But a Game can maintain it's current rules for longer than you can bear if you try to prempt a rule change t...

It's pistols at dawn, and you have a choice:

1. A super lightweight ceramic composite 9mm semi-automatic with a memory foam grip that moulds directly to your hand, underslung flashlight, special tungsten tipped ammo, exquisite jewel inlaid carvings on the barrel.

2. A sawn-off shotgun.

MPT doesn't work becaue the core assumption is that "this time" will be the same as "last time". In very long histories, patterns do repeat, hence the benefit of very long backtest windows relative to the walk forward period, but in a one for one comparison with "the last ti...

i endorse moto's thinking.

@Chuck B All your posts in this thread resonate very strongly with my own thinking. I too read widely in the various fields of General Systems Theory, Complex Adaptive Systems, Evolutionary Dynamics, Heuristics, some econo-physics, theories of Warfare etc. Your idea of capacitance/inductance of pits...

You are thinking like a trader.
Just don't call it too early and fight the current upward tide.

I wish one of my grandfathers had lived longer, He also had an epic lifestory, and I never had the experience, maturity and adult insight to truely discuss it and learn from him. But in addition , I would also point out, that when i mention my great-grandfather+ idea, most people do default to then ...

"mystery" ?

DON'T have clients, if it is in any way avoidable...lol.

Chris , I don't know if i mentioned it to you in one of our conversations, but your "elapsed time since war" idea is similar to my "great-grandfather+" theory. We are aware of what happened in our parents generation because there are plenty of people around to preach it. Likewise...