Search found 57 matches
- Wed Feb 11, 2004 11:54 am
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43965
Does anyone have any thoughts on the risk profile to use. How about risking 100% of profit early on, say less than 1xrisk as profit, and then reducing to say 10% as the trend matures. Every trend has a finite lifetime, does anyone have any data on the longevity of trends? There would be no point ad...
- Tue Feb 10, 2004 10:26 am
- Forum: Testing Software
- Topic: Trading System Languages Likes and Dislikes
- Replies: 31
- Views: 31006
- Mon Feb 09, 2004 11:50 pm
- Forum: Custom C++ or Java Platforms
- Topic: FIX
- Replies: 3
- Views: 8513
FIX
I have a hard time to find learning materials for FIX.
Any suggestions?
Any suggestions?
- Mon Feb 09, 2004 2:36 pm
- Forum: Money Management
- Topic: Contract Diversification
- Replies: 2
- Views: 5900
- Mon Feb 09, 2004 12:12 pm
- Forum: Money Management
- Topic: Contract Diversification
- Replies: 2
- Views: 5900
Contract Diversification
How do you gentlemen feel about diversifying across contract months?
- Mon Feb 09, 2004 11:32 am
- Forum: Trend Indicators and Signals
- Topic: Asymetric Trend Trading
- Replies: 3
- Views: 8444
Forum Mgmnt, I agree completely. One way to see this behavioral characteristic of stocks in action is to examine the relative results of going long 52-week highs and short 52-week lows. Though I usually find most academic studies to tend toward the flimsy side, here is a study that I feel illustrate...
- Sat Feb 07, 2004 6:32 pm
- Forum: Testing and Simulation
- Topic: Slip and Commission
- Replies: 23
- Views: 27888
Dear Forum Mgmnt, Your method for calculating slippage is interesting. I tend to use a more conservative method and- upon reading your approach- I wonder if mine is perhaps too conservative. This might ultimately lead me to prefer one set of parameter values over another set that may actually perfor...
- Sat Feb 07, 2004 4:56 pm
- Forum: Money Management
- Topic: Scaling / 'Pyramiding'
- Replies: 31
- Views: 43965
Scaling / 'Pyramiding'
I am currently fooling around and doing some brainstorming with my scaling/'pyramiding' algorithms to see if I can invite some additional value.
We might be able to engender a mutually beneficial discussion on the topic.
We might be able to engender a mutually beneficial discussion on the topic.
- Sat Feb 07, 2004 3:44 pm
- Forum: Money Management
- Topic: Black Swans
- Replies: 14
- Views: 15259
Black Swan
One good way to avoid Black Swan events is to see them coming ahead of time and get out of the market.
- Sat Feb 07, 2004 3:34 pm
- Forum: Money Management
- Topic: The Myth of Mathematics
- Replies: 8
- Views: 9645
???
???
- Wed Oct 22, 2003 11:58 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 150950
Optimize This
Agreed. It's just as unwise to trade on a purely theoretical optimum as it is to arbitrarily select a position sizing scheme based on your zodiac sign.
- Tue Oct 21, 2003 3:10 pm
- Forum: Custom C++ or Java Platforms
- Topic: Books, Language References and Online Resources
- Replies: 3
- Views: 9671
Books, Language References and Online Resources
Any suggested books?
Cheers!
Cheers!
- Fri Oct 17, 2003 10:59 am
- Forum: Testing and Simulation
- Topic: C++ Sim
- Replies: 5
- Views: 6320
limitations
In the end, it just boils down to personal preference.
- Fri Oct 17, 2003 12:13 am
- Forum: Testing and Simulation
- Topic: C++ Sim
- Replies: 5
- Views: 6320
C++ Sim
What books would you reccomend?
Thanks!
Thanks!
- Mon Jul 14, 2003 9:49 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 30685
- Sun Jul 13, 2003 9:37 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 30685
- Sun Jul 13, 2003 3:13 pm
- Forum: Market Psychology
- Topic: A cyborg Trader? (Half Man, Half Machine)
- Replies: 18
- Views: 30685
A cyborg Trader? (Half Man, Half Machine)
The trained mind is flexible and very good at adapting, changing and thinking in qualitative terms. However the mind has emotion because it relies on the amygdala as well as the neocortex to function in practical operation. Therefore, the mind is inherently imperfectly disciplined. The computer, on ...