Traders' Roundtable

How many datapoints does it take to convince person X that claim C is true? One? ... taking the above example - that particular system run raw with a normal fixed fractional money manager is up 40% for 2011 and with the risk reducing M/M is down 2.7% on the year This (one data point) really does bac...

Your estate lawyer (the one who drafted your will) can offer some advice and suggestions.

I don't think this is correct.

Perhaps it would be useful to substitute "Volatility" for "Margin", based on these assumptions When exchange officials lower and (especially) when they raise margin requirements, they are responding to changes in volatility. Unlike Margin, Volatility can be measured simply from ...

I doubt you'll get very much technical support for something that is given away free. That web page does warn you

This free sample data is not guaranteed in anyway, is not always available, and may be changed or discontinued at any time without notice.

I can't sleep. I am carrying so much cotton that I can't sleep thinking about it. It is wearing me out. What can I do? "Sell down to the sleeping point," answered the friend. Perhaps this advice can be applied to the current situation. If you worry that the markets have changed in a way t...

The first thing to do is hire the team of programmers who will implement this for you. You need them to be involved in the decisions because some (indeed, many) equally-useful alternatives will have wildly-unequal cost (difficulty) of programming. One possible idea is to create a unique "instru...

I think if you do a Search for EFP* here on the Trader's Roundtable, you may find the message dated Jul 07, 2010 to be illuminating. If you have access to the messages in the Trading Blox Support area of the Roundtable, your search will also show a message dated Sun Feb 17, 2008 that might also be u...

Chuck B wrote:It's hard to understand what you're asking

He is asking "Why does Yahoo Finance still quote the June 2011 contract of CME E-Mini S&P futures, even today? (November 16th)? Didn't the June 2011 contract stop trading several months ago?"

When deciding where to store futures account "excess cash" above the margin requirements, I perceive there to be an unpleasant trade-off. You can have either (A) Convenience, or (B) Safety. But you can't have both. Some examples: Store all cash at the broker (FCM). This is the REFCO / MF G...

CSI data, June 2012 Eurodollar futures contract looks Suspicious.

I suggest you post the same message to the Mechanica User's Forum, warning them in the strongest possible terms that you think it is ignorant and dangerous to use the new MVO features of that program. Modern Portfolio Theory uses Mean-Variance Optimization (see WIKIPEDIA article) to construct the Ef...

When you finally do have the time to quantify and then test each of these six hypotheses, please report your research results. It's quite likely that others might be interested to know what you found out.

you could formulate and (using Blox) test a hypothesis:

• at the same level of risk, trading deferred contracts produces greater (gain-to-pain ratios) than trading front month contracts

Don't exert the effort to do this unless you think it's very important .

Then you might want to alert her to these suspicious data points 2011/10/13 NBB Abnormally tall bar; range = 3.81 ATRs 2011/08/05 NBB Abnormally tall bar; range = 4.45 ATRs 2011/07/28 NBB Abnormally tall bar; range = 4.76 ATRs 2011/07/18 NBB Abnormally tall bar; range = 4.14 ATRs 2011/06/13 NBB Abno...

Yes it is curious that different products at the same exchange , products which are all in the same market sector , show up so differently on the "suspicious data" reports. ASX/SFE Australian 90 day Bank Bills --- never any problem reports (CSI "YBA") ASX/SFE Australian 30 day Ba...

If you have the builder edition of Trading Blox, yes.

Have a look at the "Blox Builders Guide" (here) and read about the PRINT statement.

Search for posts by user "bobsyd" ; as I recall, he confronted some of the same bewilderances.

If you've got the "Pro" edition, you are able to assemble new systems out of the components (blox) that were provided when you purchased the software. The Pro edition also let you assemble systems using custom blox, i.e. other blox besides the ones that were shipped with the software. A la...

I received this in email today. The underlining is mine, the original had no underlines: Hi am a newbie, working perhaps 3 months on the platform. I am only paper trading. I am noticing that running some of the Dual moving average systems often produce transient gains which are often lost after a fe...