Traders' Roundtable

Americans can investigate IRAs, Rollover IRAs, and Roth IRAs. The benefits of deferred taxation are dramatic, if your CAGR is above, say, 10% per year. Profits compound, untaxed, for years and years and years. Speak to your tax professional.

I know people who do this and, yes, they feel it reduces their average slippage over the long term . But the histogram (distribution) of slippage_reduction has got some very nasty outlier trades, where waiting to execute turned out to have been exactly the worst thing to do. Wait for a dip before bu...

Perhaps you might investigate this: http://ftp.cme.com/rulebook/CME/V/450/452C/452C.pdf

I learned about it by clicking the "Market Specs" icon at the top of CSI Unfair Advantage, then browsing the "Factsheet About Markets" that popped up.

Good luck!

As you dig deeper and deeper to learn the truth, maybe your investigations will turn up data such as the random images posted below.

Good luck sorting out your problem!

Have you looked at her book (link) ?

The great thing about programmable software is, you can program it. If you want to be sure that statistics S1, S2, S3, ..., S99 are calculated a certain way, and if you want to be sure they continue to be calculated that way, each time Blox is revised, you can. It's straightforward. All you need do ...

An honest answer: Yes. CSI does.

Yes. You can find proof of this by looking at the "Correlation to Trend Following Index" of various money managers. Some managers have negative correlation to trend following. They are profitable when trend followers are not, and vice versa. These people know of a system that makes money d...

Re: " your biggest drawdown is always in the future " Here is a fragment from a post on this Forum in 2006; if you're really interested, search for it: The key assumption behind this oft-repeated falsehood is: you will live and trade forever . Let us consider Mr. Warren Buffet of Omaha, Ne...

I got a haircut on Wednesday; thanks to a front page story in the newspaper and incredible amounts of general "buzz", the stylist was enthusiastic about buying Facebook stock and asked dozens of questions about where/when/how to open an account and how to buy stock. It called to mind an an...

MarkS wrote: ... you can get enormous granularity ...

I wanted to preserve this little howler lest it disappear via editing or deletion.

Ask about Milling Wheat at MATIF (Euronext-Paris), or Robusta Coffee at LIFFE, or Brent Crude Oil (London), or Rubber (TOCOM-Tokyo).

I bought actual T-Bills (not the futures) for $1.0001 and they matured 91 days later for $1.0000. Judging by the size of the auction, I was not alone.

A philosophically similar conundrum is: A fund manager receives new investment dollars, two weeks after a trade has been entered. What should she do? (A) Immediately add to the position, using the same (#contracts_or_#shares per dollar of AUM) that she used two weeks ago at trade entry (B) Do nothin...

Two good resources to consult are the "Synch UA" button of the Blox Futures Dictionary Editor (discussed in T.B.U.G.), and the website of the exchange where the contract is traded. Wikipedia and Google both point to the exchange website, where I found THE LIST OF CONTRACTS TRADED partially...

There are some older threads here on the Forum, where members attempt to account for the fact that margin requirements change over time. They wanted to accurately backtest on historical data, using the margin requirements that were in force at the time . I think member LeapFrog was one of the leader...

I hope you're able to invent a daily-operations procedure which you deem to be trustworthy, acceptable, comfortable, and robust in the face of unexpected and unprecedented price shocks. It will probably include order placement order fill checks (actual fills vs. computer expected fills) calculating ...

to be included in a (Blox Marketplace free code download) article

That might add several more parameters to the mechanical trading system.

The text in the upper right hand corner of your image says © finviz.com

Since they created that chart, it seems only natural to suspect they may also provide an explanation of it. I visited their site and found this: