Traders' Roundtable

Thanks Eck, I read last night an interesting report of a recent Holotropic Breathwork Experience in Berkley CA, I found it very interesting and I would like to experience it. You may also like to experience Udjjay breathing in Ashtanga Yoga. See http://www.itsyoga.net/docs/aym_us_sample.pdf for a qu...

I would suggest Ashtanga Yoga: meditation in movement + yoga nidra.

A good book about meditation:
The Art of Meditation by Daniel Goleman

Thanks a lot for the link, anything about wine?

.. I worked with some italians and germans when the euro was introduced who merrily told me everyday from 1.16 to 84 cents why their currency was a fantastic buy and you should never short it .. Chris I can assure that there are a lot of black swans even between Germans and Italians. My personal ad...

Mike, thanks for your feedback, I have the same feeling about ashtanga; I feel that the flowing style of ashtanga is matching very well the trend-following style. I haven't read Zen Archer yet but I have the feeling that the intense focus is more appropriate for day-trading. It seems like you're mas...

I was reading the post on http://www.tradingblox.com/forum/viewtopic.php?t=1090&highlight= and went to see the education section on http://www.keenercapital.com/archive/ and noticed The Five Tibetan Rites http://www.keenercapital.com/archive/The%20Five%20Tibetan%20Rites.pdf There is a lot of rel...

Maybe it was just a good example of real-time good money management (with Ralph Vince or Ed Thorpe on the other side of the scanner).

Or it was simply Ted Annemann playing with his MonteCarlo-Lab ?

£1.3m casino 'sting' By Nilufer Atik, Evening Standard 22 March 2004 http://www.thisislondon.co.uk/news/londonnews/articles/9767016?source=Evening%20Standard One industry source said: "There have been rumours for several years about a device that could compute the rate at which the speed of a...

A resource to check volatilities in the US futures markets

http://platinum.optionetics.com/oafutures.html

best regards,as ever

Reduced volatility may be bad for some systems but it can be useful in other circumstances. You can use it as hint for further learning and study; another post of this forum discussed an article from Economist about the effects of lower volatility and yields on markets. Low volatility could mean th...

Thanks for the reminder, I tried to convert the last part of The Count of Monte Carlo .jpg (145KB), these is the result of the conversions:

.png 738KB
.gif 183KB
.pdf 362KB

Any other suggestion to reduce the file sizes?

best regards, as ever

Jason, I probably didn’t make myself clear or maybe I was just wrong. I was referring to problems with back-adjusted contracts such as Crude Oil. The ‘Raw Trades Information’ used by WL Montecarlo use the ‘Percentage Profit’, as you will see in the images below on the first trade you buy a...

Considering the large DDs in 2003 experienced by some well-know trading systems, I went into the Montecarlo lab and tried the following experiment: - trading system: aberration plus on midsize portfolio using an approximated 1,5% fixed fractional rule - 10,000 equity curve scrambles of daily returns...

Special thanks to everybody for the the help in the Rally of Montecarlo. Ted, you are correct, the so-called ‘definition’ is one of the WL methods to perform an MC simulation; as you mentioned in your previous posts there are several ways to perform an MC simulation. The major problem with WL Mo...

Jack It seems to me the the article you mentioned is availabe only to subscribers. The scramble method you mentioned above doesn't seems compatible with the following definition: Equity Curve Scramble: this is the simplest method, and does not involve using the raw trades during the generation of ra...

Can you share with us a little bit more of knowledge about 'the fatal mistake'?

In my opinion you are confusing diversification with rollover. One simple rule for rollover is the one used by CSI (if I'm not wrong) for back-adjusting futures prices, when the open interest in the back-month is bigger than the one of the front-month you close the position in the front month and op...

Ted, when you say 100,000 virtual traders do you mean 100.000 equity curve scrambles and/or scramble or randomize trades? I've tried the WL Montecarlo Add-on, there is only one problem: back-adjusted contracts like Crude Oil. For istance: 02/21/1996 buy 1 CL @ -1.38 04/30/1996 sell 1 CL @ 4.23 $Prof...

Ken Thanks for the nice food for meditation and imagination; I like to look at fat tails and I've been think about a reasonable way to consider drawdown measures. I know that there're %DD, absolute DD, MAR and other ratios but I still find myself more confortable looking at a simple DD chart (absolu...

Nurturing Turtles or backin-up traders seems another way to follow the trend to me and diversify. As in trend-following about 6 or 7 trades out of 10 will be losers, but in the other 3 or 4 trades you will make back what you lost plus interest. In the case above you don't enter trades you enter trad...