Search found 411 matches

by LeviF
Fri Feb 10, 2012 12:36 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40303

So tell us about it...
by LeviF
Fri Feb 10, 2012 10:45 am
Forum: Testing and Simulation
Topic: Complimentary system to Trend following
Replies: 20
Views: 12406

I think the poster is asking if there is a trading system that would have prevented him from losing 20% last year.
by LeviF
Wed Feb 08, 2012 10:23 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56694

It's all about the target market and what image or brand you are trying to build. You would not advertise for an accountant in "Rolling Stone", or for a new lead guitarist for your metal band in The Economist, and I would probably not advertise my hypothetical hedge fund on Facebook. Unle...
by LeviF
Fri Feb 03, 2012 8:51 am
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56694

[quote="DPH"]
1. I’ve tried Facebook marketing for my own business and it’s been pathetic IE: No new customer generation (despite using it “enormous granularityâ€
by LeviF
Thu Feb 02, 2012 10:51 pm
Forum: Market Psychology
Topic: Facebook IPO, I just don't "get it"
Replies: 53
Views: 56694

MarkS wrote:A common psychological mistake people make is to think that since X doesn't appeal or apply to them, it must not have much merit.
Image
by LeviF
Thu Feb 02, 2012 11:12 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 5780

Oanda is good for retail users, the other two have better platforms for managers.
by LeviF
Thu Feb 02, 2012 10:51 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 5780

I use and am happy with Oanda. May move to Interactive Brokers though at some point. Have also looked into CitiFx, they seemed ok too.
by LeviF
Thu Feb 02, 2012 10:30 am
Forum: Brokers
Topic: Forex brokers
Replies: 5
Views: 5780

I've never heard of any reputable outfit doing that, who are you using?
by LeviF
Wed Feb 01, 2012 11:45 am
Forum: Futures Markets
Topic: US Residents Can't Trade Foreign Futures?!!
Replies: 21
Views: 13431

Doesnt sound right, but keep us posted on what you learn.

After I read your message, I was playing around on the IB interface, I put in a pending order for MATIF corn with no flags/warnings but I didnt send it off for execution...
by LeviF
Mon Jan 30, 2012 1:41 pm
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40303

I have no idea know how the option traders, cattle traders, S&P traders, stock pickers, short term, counter trend, and arb guys did over that time period. LTTF is the only method I believe has a chance over the long run. Influenced by hindsight? Probably, but what is the alternative?
by LeviF
Mon Jan 30, 2012 10:20 am
Forum: Testing and Simulation
Topic: Musings on (worthless) Past Performance
Replies: 83
Views: 40303

Here is an exercise I have for you. I will send you all the historical data of all the CTAs including those who blew out and are no longer in today’s survivorship bias results. I will remove their names so you have no way to peak into the future to know how they would have performed. THEN tell me...
by LeviF
Tue Jan 24, 2012 8:20 pm
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 10904

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 nothi...
by LeviF
Tue Jan 24, 2012 8:19 am
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 10904

If you have optimized your entry point then getting in at a different price will likely degrade your system. If you get in at a more expensive price you missed some profit, if you get in at a cheaper price you are more likely to get stopped out.
by LeviF
Mon Jan 23, 2012 9:56 pm
Forum: Testing and Simulation
Topic: Following your system . . . . with a delay
Replies: 18
Views: 10904

This can be tested, but I doubt you will be impressed with the performance for the reason you state:

"Every losing [and winning] trade will always retrace back to its stop eventually"

When the risk to stop is only a couple ticks, any size account can trade.
by LeviF
Thu Jan 05, 2012 8:59 am
Forum: Forex
Topic: Majors vs. Crosses vs. Exotics Portfolio Selection
Replies: 3
Views: 6324

Yes, I pretty much include everything in my portfolio I have access to. Although you name DKK which is pegged and I dont trade anything pegged (except I did leave CHF in there for now). I also trade all the exotics I have access to, but I do limit the crosses of exotics (ie I trade USDTRY & EURT...
by LeviF
Mon Dec 19, 2011 9:09 am
Forum: Money Management
Topic: CTA Research Results
Replies: 4
Views: 6473

What does CAGR vs. margin/equity look like?
by LeviF
Fri Dec 09, 2011 10:19 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 13913

I'd be interested to see what you have.
freeman wrote:(enters all positions to synch with TB) is this for portfolio update only?
I use it if I bring a new client on, or adjust leverage, or bring a new system online, etc.
by LeviF
Thu Dec 08, 2011 8:53 am
Forum: Testing Software
Topic: Anyone here familiar with MT4?
Replies: 10
Views: 13913

I wrote a script that downloads the daily OHLC data for the instruments in my portfolio, a script that processes entry/exit orders spit out from TB, and a script that enters all positions to synch with TB.
by LeviF
Thu Dec 01, 2011 1:37 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 14267

Interest is off.

Someone with a better math brain than I please comment on my process.
by LeviF
Thu Dec 01, 2011 1:17 pm
Forum: Trader Psychology
Topic: Serious Question to Forum Traders
Replies: 15
Views: 14267

The intent was to remove the USD from the equation. But i'm pretty sure that is not happening with this example.