Search found 203 matches
- Sun Oct 28, 2012 8:42 pm
- Forum: Testing and Simulation
- Topic: The last 7 years have been rough for LTTF
- Replies: 18
- Views: 11881
Now you might like to make some predictions for the future! :D If we assume that the markets will do what is necessary to confound the maximum number of participants then here’s a possible prediction for the future. Market action will consist of volatile choppy moves. Bull moves that begin slowly...
- Fri Sep 07, 2012 10:32 am
- Forum: Stocks
- Topic: Trend Up or Down?
- Replies: 3
- Views: 27350
Re: Trend Up or Down?
oem7110 wrote: . . . there is only one big going up bar. . . .
- Sat Aug 18, 2012 3:12 am
- Forum: Futures Markets
- Topic: Tokyo Silver
- Replies: 2
- Views: 3377
related thread;
viewtopic.php?t=9467&highlight=orange
viewtopic.php?t=9467&highlight=orange
- Sun Aug 12, 2012 7:56 am
- Forum: Futures Markets
- Topic: Light Sweet Crude (WTI) vs Brent Crude ?
- Replies: 6
- Views: 5417
- Sun Aug 12, 2012 1:09 am
- Forum: Futures Markets
- Topic: Light Sweet Crude (WTI) vs Brent Crude ?
- Replies: 6
- Views: 5417
Google can sometimes be very good for these types of questions.
http://www.google.com/search?btnG=1&pws ... +Crude+oil
(Yields 36,300 results !!)
http://www.google.com/search?btnG=1&pws ... +Crude+oil
(Yields 36,300 results !!)
- Tue Aug 07, 2012 8:07 am
- Forum: Futures Markets
- Topic: HFT for dummies
- Replies: 3
- Views: 3830
- Mon Aug 06, 2012 9:27 am
- Forum: Futures Markets
- Topic: HFT for dummies
- Replies: 3
- Views: 3830
HFT for dummies
A good read over at zerohedge for those interested in the basics of High frequency trading and the impact these kind of trades may be having on market fills & market movements. http://www.zerohedge.com/news/interview-high-frequency-trader Personally, I have started to employ stop-limit orders to...
- Sun Jul 22, 2012 7:27 am
- Forum: Money Management
- Topic: How to determine the positions size for each trade?
- Replies: 11
- Views: 11222
- Sat Jul 21, 2012 1:17 am
- Forum: Money Management
- Topic: How to determine the positions size for each trade?
- Replies: 11
- Views: 11222
- Fri Jul 20, 2012 12:51 am
- Forum: Money Management
- Topic: How to determine the positions size for each trade?
- Replies: 11
- Views: 11222
These are very good numbers. Assuming these good numbers stay static, the Kelly Kalculator, found at http://www.albionresearch.com/kelly/default.php ,reckons you should be betting 50%!! of your capital on each trade to guarantee an 18.38% account increase (on average) per trade. (sse image below) To...
- Mon Jul 16, 2012 10:53 pm
- Forum: Brokers
- Topic: Interactive Brokers data fees
- Replies: 3
- Views: 5577
US futures (except ICE/Nybot) = US$10/mth (or free if you do $30 commissions) ICE/NYBOT (i.e. softs, USDX etc) = US$75/mth (or free if you are happy with delayed data) EuroLand = prices vary per country (or free if you are happy with delayed data) Liffe commodities = 20Euro/mth (or free if you are h...
- Sun Jul 15, 2012 8:20 am
- Forum: Futures Markets
- Topic: Why do people say they're "buying futures contracts&quo
- Replies: 5
- Views: 4288
- Sun Jul 15, 2012 8:04 am
- Forum: Futures Markets
- Topic: Why do people say they're "buying futures contracts&quo
- Replies: 5
- Views: 4288
- Sun Jul 15, 2012 8:02 am
- Forum: Futures Markets
- Topic: Why do people say they're "buying futures contracts&quo
- Replies: 5
- Views: 4288
Re: Why do people say they're "buying futures contracts
Why do people keep saying that they're "buying futures contracts" when they're just entering into them? It doesn't cost anything to enter them, so they're not really buying anything. Au contraire, fc, you are buying something & it does cast you something. You are buying the control of...
- Tue Jun 12, 2012 11:39 pm
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 20092
Re: The Mirage
Daniel Kahneman, in his book, “Thinking fast & slowâ€AFJ Garner wrote: How was I to know? With hindsight, what should I have done? What should I have learnt from the exercise? Hmmm.............
- Fri Jun 08, 2012 10:15 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 34244
- Fri Jun 08, 2012 4:17 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 34244
We allocate our equity over short, medium, and long term systems. I think at a basic level including several timeframes and passively trading them all adds a layer of diversification (if you can afford to stretch yourself over several timeframes One solution that was mentioned was kinda like what J...
- Thu Jun 07, 2012 4:21 am
- Forum: Brokers
- Topic: Man Group/MF Global
- Replies: 14
- Views: 15575
- Thu Jun 07, 2012 2:43 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 34244
- Thu Jun 07, 2012 12:45 am
- Forum: Testing and Simulation
- Topic: Strong May Results for Mechanical/Trend Following Systems
- Replies: 59
- Views: 34244