Search found 152 matches
- Tue Jul 17, 2012 3:47 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 26540
there is also the issue of portfolio margining whereby you might have to have minimum amounts in the broker account as well. An account I have with IB has this whereby the portfolio margining is different. Bascally you are required to have a higher minimum but then less margining. Not sure if suitab...
- Mon Jul 16, 2012 9:32 am
- Forum: Testing and Simulation
- Topic: The usual format of intraday historical data
- Replies: 4
- Views: 3107
the time is usually registered as the opening of the bar. The easy way to remember this is if you think about it like a range bar (as opposed to a time based bar).....it theoretically could last forever....and so the only known is the time the bar started. Strongly suggest that you confirm this with...
- Sun Jul 08, 2012 1:35 pm
- Forum: Testing and Simulation
- Topic: Long term trend following on equities a fool's game?
- Replies: 64
- Views: 52803
So why should the unconstrained systematic investor/trader trade stocks? I can't think of a good reason. not disagreeing with you but offering some reasons. When you are unconstrained and not required to invest, then when the ducks line up some stocks and segments offer fantastic trends with big mo...
- Sat Jun 30, 2012 5:53 am
- Forum: Trend Indicators and Signals
- Topic: Spurious indicators, or uses thereof
- Replies: 3
- Views: 6781
you do realise this is one of those never ending debates that occurs on every forum ad nauseam...... My two cents and this is all completely subjective - as most indicators are generally based around simplifying the underlying price data usually just to help represent it as a number or a visual repr...
- Fri Jun 22, 2012 2:01 pm
- Forum: Money Management
- Topic: Novice Question
- Replies: 16
- Views: 16613
Sector limits maybe --- do you have a limit on highly correlated markets - even its as simple as in the grains sector, the precious metals sector, the equity market sector - i only have max two positions open? eg; you can only be long the Dow and the Dax but not the dow, the dax and the FTSE However...
- Wed Jun 13, 2012 3:12 am
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 22040
Re: The Mirage
He suggests that this is a good technique to perform to counter the ‘Optimism bias’ (which is emotional in nature and causes a person to believe they are less at risk of experiencing a negative event compared to others) LOL - I have this inbuilt - people say I am a pessimist - I reply I am an o...
- Fri Jun 08, 2012 5:37 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 40456
For those that cannot do this, the question still remains open. Do you trade a shorter term system based on the last year’s results or do you trade a Long term system based on the last decade’s results ? My solution for what it is worth.....I trade short term highly leveraged system in what I d...
- Wed Jun 06, 2012 10:46 am
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 18097
- Wed Jun 06, 2012 5:21 am
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 18097
- Wed May 30, 2012 7:08 am
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18634
- Fri May 25, 2012 11:44 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 61886
How does an IPO play work? In my experience (Australian equities) - just as Mr Garner says - its a numbers game. You maintain as many accounts and good relationships with various brokers over years so that they give you good allocations in IPOs. In a bull market you leverage yourself up a lot and ho...
- Thu May 24, 2012 3:22 am
- Forum: Testing and Simulation
- Topic: Exercise N° 1
- Replies: 10
- Views: 6075
Understanding that your skills are really only luck just hold you back and force you to be conservative. sometimes the best skill is being able to believe that you are skillful, or at least be able to recognise when you got lucky. You still need skill to be able to ride the luck, put yourself in the...
- Wed May 23, 2012 5:19 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 61886
I thought it appropriate the insanity of the markets right now....(but aren't they always insane ?) Facebook IPO.... it falls from the open, given that it was reasonably expensive, the IPO price was marked up, the markets are pretty weak right now, etc; etc; and the newswires are going haywire about...
- Tue May 15, 2012 12:07 pm
- Forum: Testing and Simulation
- Topic: CTA Performance Index
- Replies: 28
- Views: 17025
Re: Dunn
Ok, i ll drop them an email and i ll be back with the answer. AFJ you are right if they are not charging fees on new highs this matters a lot. Mirec. Either way the 2+20 provisions make it hard for the punters to win. Someone calculated that if Warren Buffet had charged the investors in BRK-A 2+20 ...
- Mon May 07, 2012 10:12 am
- Forum: Trader Psychology
- Topic: Short-Term vs Long-Term Trading
- Replies: 16
- Views: 22225
Never read it, but have seen it mentioned on other various day trading sites. Again polarized opinions to little real interest or discussion. If the biggest criticism is that she does not reveal all, or that her methods cannot be properly backtested --- then what is new..... :) however - what system...
- Wed Apr 25, 2012 9:29 am
- Forum: Testing and Simulation
- Topic: Stop order execution
- Replies: 4
- Views: 3339
- Wed Apr 25, 2012 4:49 am
- Forum: Testing and Simulation
- Topic: Stop order execution
- Replies: 4
- Views: 3339
Also check out this part of IBs help section....especially the Double Bid/Ask section. http://www.interactivebrokers.com/en/software/tws/twsguide_Left.htm#CSHID=usersguidebook%2Fconfiguretws%2Fmodify_the_stop_trigger_method.htm|StartTopic=usersguidebook%2Fconfiguretws%2Fmodify_the_stop_trigger_metho...
- Mon Apr 02, 2012 4:43 am
- Forum: Trader Psychology
- Topic: Question to those of you who are full time system traders
- Replies: 10
- Views: 11785
Re: Question to those of you who are full time system trader
marry it.bf2 wrote:
What - if any - insurance can you take out against the unknown?
- Fri Mar 16, 2012 3:54 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16477
Victor is a speculator, statistician and from what i can gather great at focusing on a specific area of expertise....and when he does not he gets into trouble. The book is for generalists, everyday rules of thumb that are most likely wrong when applied for speculation and statistical analysis, but c...
- Fri Mar 16, 2012 3:42 am
- Forum: Brokers
- Topic: Non base currency futures with IB's Universal Account
- Replies: 2
- Views: 5975
I think a lot will depend on which IB account you may have as they have a few variations. Ask them for a paper trading account and do a few trails over a week or two and see exactly where the money moves for peace of mind with one big trade between your local currency and a different one for both lo...