Search found 343 matches
- Fri Feb 03, 2012 1:28 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 59154
AND WHAT HAPPENS when someone else comes along and steels their market share or the Chinese LAUNCH THEIR OWN or xy z happens All Im saying is that all weve heard for centuries - is its different this time On average the public lose a whopping amount of money buying Internet based IPO's Im sure faceb...
- Thu Feb 02, 2012 12:50 am
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 59154
- Tue Jan 31, 2012 7:09 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41119
rajivm I dont understand your point - show me a strategy with a long track record of making better returns I dont mean some little fancy short term strategy that has done well for 2 years as we all know where they end up ? Agreed the Rentechs of this World may have found the holy grail - they may ha...
- Mon Jan 30, 2012 11:49 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41119
- Mon Jan 30, 2012 6:27 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41119
i think , fwiw, its best just to understand that there will probably never be a CTA or fund that has an MAR of > 1 if it lasts 20 years and therefore allocating assets on the basis of teh last few years performance where a new CTA has great stats or an MAR of 3 is a ridiculo9us exercise I wrote befo...
- Wed Jan 25, 2012 12:55 am
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11340
Interesting stuff I have always found - and thats just my experience on my systems - that the best edge available in trading - is that the market is moving in your direction at the time of entry and hence the odds - in most systems- should be weighted towards sell MOO (Stop entry whatver) as opposed...
- Tue Jan 24, 2012 2:43 am
- Forum: Testing and Simulation
- Topic: Following your system . . . . with a delay
- Replies: 18
- Views: 11340
surely the odds of this beinga winning trade have now changed - the market has moved against the initial position and hence is moving in an un-favourable direction - it may well be you get in and then in tanks in your direction - hey presto you risked less money than teh system and made out good - b...
- Mon Jan 23, 2012 4:14 am
- Forum: Futures Markets
- Topic: Mexican Govt Notes (Symbol TII)
- Replies: 2
- Views: 2718
- Wed Jan 18, 2012 5:22 am
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12695
yeah it ws teh zero hedge idea - think it made sense actually - but not a system one could seriously trade for all the obvious reasons - friend of mine tested out some time systems based loosely aound it - fascinating resultts - very seductive and very alluring !!! but probably not worth pusuing bes...
- Tue Jan 17, 2012 12:27 pm
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12695
- Tue Jan 17, 2012 4:31 am
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12695
- Tue Jan 17, 2012 4:17 am
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12695
- Tue Jan 17, 2012 3:28 am
- Forum: Data Providers and other non testing software
- Topic: Gold Hourly Data
- Replies: 14
- Views: 12695
Gold Hourly Data
Anyone got 10 years of hourly data on Gold they could send me / sell me - happy to share an interesting idea with anyone who has it
Please P.M me if you can help
Best
C
Please P.M me if you can help
Best
C
- Wed Jan 11, 2012 1:53 am
- Forum: Testing and Simulation
- Topic: This is good
- Replies: 7
- Views: 5401
- Mon Jan 09, 2012 4:04 am
- Forum: Money Management
- Topic: UK Based Security of Assets
- Replies: 2
- Views: 5075
UK Based Security of Assets
Anyone operating out of the U.K come up with any good ideas on making assets as secure as possible going forward? Its amazing ho wmany funds are still sitting on one Prime Broker and One Custodial bank - some TF's are sitting on these both in France ? Anyway - anyone got any good ideas for security ...
- Sun Jan 01, 2012 7:46 am
- Forum: Data Providers and other non testing software
- Topic: Linking historical DM spot to current Euro spot now possible
- Replies: 14
- Views: 15936
- Fri Dec 23, 2011 4:36 am
- Forum: Trader Psychology
- Topic: Instrument Choice for Year Ahead
- Replies: 5
- Views: 8642
Thanks to both of you for your comments Yes you are both right - Im just musing I think taking some money off the table in those instruments that have performed best over the last 250 days may be something to test - let the test say if its right On another topic (sort of) this all came about due to ...
- Thu Dec 22, 2011 7:57 am
- Forum: Trader Psychology
- Topic: Instrument Choice for Year Ahead
- Replies: 5
- Views: 8642
Instrument Choice for Year Ahead
Anyone toyed with the idea of looking abck at 2011 - finding their most profitable trades and removing those instruments from the portfolio for 2012 ? I maybe forced not to trade Gilts next year (as a UK fund we need to report to the FSA - So my backoffice said to me - your choice - pay a reporting ...
- Tue Dec 20, 2011 2:58 am
- Forum: Money Management
- Topic: CTA Research Results
- Replies: 4
- Views: 6770
DPH Interestingpost and thanks for posting Do you not find it interesting that something so utterly obvious is a) Something that the brokerage firm would have already understood b) Something that should as clear as daylight to anyone in the industry who does the simplest research project ? c) Somthi...
- Thu Dec 15, 2011 11:38 am
- Forum: Testing and Simulation
- Topic: Risk Reduction = Poor Performance ?
- Replies: 7
- Views: 4993
Sluggo - You r point is valid... BUT .. if you are running a TF Fund out there in the public view and you had, say 2 years of -2.5 and up 2.5% as your risk reducing techniques were working great but those 2 years presented other TF's with two 30% years then Im afraid you aint got a business any longer