Traders' Roundtable

I will post the correlations csv file if people are interested. Very interested! Also curious what you used to produced the "cool" animated graphic.....freeware? commercial product? Thanks Also eventhorizon asked the same question. Generate csv file with a lisp program. Open csv file in O...

Here is an amusing thread that takes (good) aim at Modern Portfolio Theory. ... Correlations are not stable. In particular they are not stable in the face of changing 'volatility'. I ran a random portfolio of futures contracts through a program to analyze the correlations as a function of the volat...

Until a few moments ago I had a long position in the Euro, as a partial hedge against short positions on various Euro country stocks. This shocking article on financial repression may be of interest to those who have or aspire to have some wealth. As governments try to get out of debt, all sorts of...

AFJ Garner wrote:

rhc wrote: You might consider reading Luke 4:23

Can you clarify for me your understanding of Luke 4:23 in this context?

He is rightly suggesting that I should consider my own long-standing reluctance to trade futures before throwing stones at others for with the same problem.

trading holiday...Any thoughts? Some people have voted with their feet: http://www.zerohedge.com/news/entire-system-has-been-utterly-destroyed-mf-global-collapse-presenting-first-mf-global-casualty However "Tyler Durden" is a full-on glass half empty man. He will be right sometimes and he...

TL;DR: Fixed income and spreads trading did well, everyone else average to poor. Trend following had a bad year as we know.

http://www.attaincapital.com/alternativ ... cation/455

AFJ Garner wrote:an hour and a half in the gym. We are our bodies

I'll second that. I recently discovered weightlifting. Really good if done right.

My "drug" of choice is a cup of black coffee in the morning. I have some relations with ADHD and had the opportunity to try Ritalin and Dexamphetamine. Naturally I declined the opportunity. From my readings, these drugs can help people with poor attention, but do not help those who alread...

stopsareforwimps wrote:So most stocks would be negatively correlated with the market, when they were positively correlated earlier on.

Correction: they may not be negatively correlated but the direction would be different.

Heavy sigh indeed. But all I am really saying is "damned if I know"! A few thoughts... Perhaps there may be value in widening our sights a bit. I was reading a random blog somewhere and it had a graph of extremes of sentiment: the McClellan indicator http://www.zerohedge.com/contributed/y...

http://globaleconomicanalysis.blogspot.com/2011/12/monetary-flight-european-ceos-move-cash.html Bloomberg reports European CEOs Move Cash to Germany Grupo Gowex (GOW), a Spanish provider of Wi-Fi wireless services, is moving funds to Germany because it expects Spain to exit the euro. German machiner...

I though I would save others the trouble of searching

http://research.stlouisfed.org/fred2/categories/15

Yes. Less is more in the future, usually. Useful search terms include "bias variance tradeoff", regularization, overfitting, Bayesian Estimation, Ridge Regression. In machine learning there are often two levels of fitting of models to data, which requires the data to be split into three l...

Do you have any suggestions where to get the data online? Sorry for the flippant reply. This article might be a good starting point. http://en.wikipedia.org/wiki/Money_supply Various central banks publish figures from which one may be able to ferret out the answer to your question (see links at the...

I would like to know where to find data on printed money for different countries, does anyone have any suggestions? Thanks in advance for any suggestions How do you tell when a politician is lying using body language? Here's how: if their lips are moving they are lying. Similarly: how to tell if a ...

(Southpark episode mentioned elsewhere - poof and its gone). Extended version (runs for 2 minutes) . . . very amusing http://www.southparkstudios.com/clips/222624/the-importance-of-saving-money It is frightening how accurate that episode is as far as many of these financial intermediaries go. I rec...

In the worst case scenario, wouldn't the "value" of a Euro rapidly approach the estimated conversion ratio of say Euros to D-marks? Or Euros to (x*D-marks + y*Francs)? In other words, the Euro becomes a "when-issued" D-mark instrument? One would think a country like Germany woul...

A couple solutions for a resolution I have seen around that seem to be gaining traction with the "thinkers" of the world: 1) The Fed buys EFSF bonds in size so to prevent the Euro from tanking against the buck, and 2) the IMF steps in with it's SDRs in size..... Hmm there are more scenari...

Until a few moments ago I had a long position in the Euro, as a partial hedge against short positions on various Euro country stocks. I live in a country with a very volatile exchange rate, thus the hedge. If I am long a country's index I need a short position on the country's currency as a hedge an...

I am taking a different approach and am testing systems on accounts at the $30k and $50k levels. Initially I built portfolios of markets with margins of less than $5,000. From there I tested various parameters across the whole group and then started weeding out those markets that had lower profit f...