Search found 32 matches
- Wed May 14, 2003 11:57 am
- Forum: Money Management
- Topic: Research papers
- Replies: 5
- Views: 7420
Research papers
Does anyone know of any sound academia research papers on money management and position sizing? Most of position sizing literature seems to come from books written by practitioners or trading system developers. Since position sizing is deemed to be very important for traders, it is suprising that th...
- Wed May 14, 2003 3:39 am
- Forum: Stocks
- Topic: Market Volatility
- Replies: 7
- Views: 10023
- Tue May 13, 2003 11:29 am
- Forum: Stocks
- Topic: Market Volatility
- Replies: 7
- Views: 10023
Market Volatility
Market volatility, percentagewise, has remained more or less the same. According to Stridsman's analysis, the have in fact decreased somewhat. Question is, why must the dollar-value of market indices fluctuate more with the market level so that the percentage volatility remains the same? Is seems qu...
- Tue May 13, 2003 4:08 am
- Forum: Futures Markets
- Topic: Rolling to new contracts
- Replies: 7
- Views: 9933
- Thu May 01, 2003 3:54 am
- Forum: Testing and Simulation
- Topic: Back Adjusting Futures Data
- Replies: 18
- Views: 18944
- Thu May 01, 2003 3:48 am
- Forum: Money Management
- Topic: How much Capital to start
- Replies: 25
- Views: 37643
- Wed Apr 30, 2003 11:37 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 149832
Optimal f
How useful is this concept in practice?
- Wed Apr 30, 2003 11:35 am
- Forum: Testing and Simulation
- Topic: System Diversification
- Replies: 11
- Views: 10462
Are there any significant differences in terms of performances between the following: 1. Using a single system across different markets. 2. Using mutiple systems in a single market. 3. Using multiple systems across different markets. 4. Using a single system in a single market across different time ...
- Wed Apr 30, 2003 11:20 am
- Forum: Testing and Simulation
- Topic: Back Adjusting Futures Data
- Replies: 18
- Views: 18944
- Wed Apr 30, 2003 11:11 am
- Forum: Testing and Simulation
- Topic: Probability in Trading
- Replies: 2
- Views: 3727
damian, Thanks for your thoughts. Can I assume then that you don't think the 3/1 RR rule is of much use? As an afterthought, having read through certain threads, I am quite surprised/impressed to hear that that there are some systems that produce real-time results that are similar to backtested resu...
- Wed Apr 30, 2003 10:22 am
- Forum: Testing and Simulation
- Topic: Probability in Trading
- Replies: 2
- Views: 3727
Probability in Trading
Hi everyone, I have some difficulty in understanding the uses of probability in trading, particularly in some rules which state: never take a trade unless the expected profit is 3 times the expected loss and also with the concept of positive expectancy. My problem stems from the fact that one cannot...
- Wed Apr 30, 2003 9:16 am
- Forum: Money Management
- Topic: How much Capital to start
- Replies: 25
- Views: 37643