Search found 203 matches

by rhc
Sun Oct 28, 2012 8:42 pm
Forum: Testing and Simulation
Topic: The last 7 years have been rough for LTTF
Replies: 18
Views: 12824

Now you might like to make some predictions for the future! :D If we assume that the markets will do what is necessary to confound the maximum number of participants then here’s a possible prediction for the future. Market action will consist of volatile choppy moves. Bull moves that begin slowly...
by rhc
Fri Sep 07, 2012 10:32 am
Forum: Stocks
Topic: Trend Up or Down?
Replies: 3
Views: 30753

Re: Trend Up or Down?

oem7110 wrote: . . . there is only one big going up bar. . . .
by rhc
Sat Aug 18, 2012 3:12 am
Forum: Futures Markets
Topic: Tokyo Silver
Replies: 2
Views: 3646

by rhc
Sun Aug 12, 2012 7:56 am
Forum: Futures Markets
Topic: Light Sweet Crude (WTI) vs Brent Crude ?
Replies: 6
Views: 5704

From a volume traded point of view, It would appear that more oil traders "monitor" Light Sweet Crude and fewer oil traders "monitor" Brent Crude
(see pic below)
by rhc
Sun Aug 12, 2012 1:09 am
Forum: Futures Markets
Topic: Light Sweet Crude (WTI) vs Brent Crude ?
Replies: 6
Views: 5704

Google can sometimes be very good for these types of questions.
http://www.google.com/search?btnG=1&pws ... +Crude+oil

(Yields 36,300 results !!)
by rhc
Tue Aug 07, 2012 8:07 am
Forum: Futures Markets
Topic: HFT for dummies
Replies: 3
Views: 4076

Picture, in your mind’s eye, the leaning tower of Pisa. . . . .that’s what my unread book pile looks like.
I will be adding "Dark Pools" to that pile and will be crossing my fingers that my ‘tower’ doesn’t come tumbling down.
Thanks for the tip.
by rhc
Mon Aug 06, 2012 9:27 am
Forum: Futures Markets
Topic: HFT for dummies
Replies: 3
Views: 4076

HFT for dummies

A good read over at zerohedge for those interested in the basics of High frequency trading and the impact these kind of trades may be having on market fills & market movements. http://www.zerohedge.com/news/interview-high-frequency-trader Personally, I have started to employ stop-limit orders to...
by rhc
Sun Jul 22, 2012 7:27 am
Forum: Money Management
Topic: How to determine the positions size for each trade?
Replies: 11
Views: 12193

re: Hogwarts spell. This cannot be the cause. I know this because I recited the counter spell "Finite Incantatem" three times and then upon checking the Forum the problem was still there. It must be something else. I will attach 2 images below that show what I am seeing . . . . oops! forgo...
by rhc
Sat Jul 21, 2012 1:17 am
Forum: Money Management
Topic: How to determine the positions size for each trade?
Replies: 11
Views: 12193

****Hmmm, Can't seem to post an image here. This forum section contains no facility to do so**** rhc may want to click the "quote" button to see how this was done -- then close the browser window Thank you moderator, I can see what you have done. I should have more correctly said that I a...
by rhc
Fri Jul 20, 2012 12:51 am
Forum: Money Management
Topic: How to determine the positions size for each trade?
Replies: 11
Views: 12193

These are very good numbers. Assuming these good numbers stay static, the Kelly Kalculator, found at http://www.albionresearch.com/kelly/default.php ,reckons you should be betting 50%!! of your capital on each trade to guarantee an 18.38% account increase (on average) per trade. (sse image below) To...
by rhc
Mon Jul 16, 2012 10:53 pm
Forum: Brokers
Topic: Interactive Brokers data fees
Replies: 3
Views: 6216

US futures (except ICE/Nybot) = US$10/mth (or free if you do $30 commissions) ICE/NYBOT (i.e. softs, USDX etc) = US$75/mth (or free if you are happy with delayed data) EuroLand = prices vary per country (or free if you are happy with delayed data) Liffe commodities = 20Euro/mth (or free if you are h...
by rhc
Sun Jul 15, 2012 8:20 am
Forum: Futures Markets
Topic: Why do people say they're "buying futures contracts&quo
Replies: 5
Views: 4567

...
by rhc
Sun Jul 15, 2012 8:02 am
Forum: Futures Markets
Topic: Why do people say they're "buying futures contracts&quo
Replies: 5
Views: 4567

Re: Why do people say they're "buying futures contracts

Why do people keep saying that they're "buying futures contracts" when they're just entering into them? It doesn't cost anything to enter them, so they're not really buying anything. Au contraire, fc, you are buying something & it does cast you something. You are buying the control of...
by rhc
Tue Jun 12, 2012 11:39 pm
Forum: Testing and Simulation
Topic: The Mirage
Replies: 37
Views: 21341

Re: The Mirage

AFJ Garner wrote: How was I to know? With hindsight, what should I have done? What should I have learnt from the exercise? Hmmm............. :?
Daniel Kahneman, in his book, “Thinking fast & slowâ€
by rhc
Fri Jun 08, 2012 10:15 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 37235

Nice one!
Thanks sluggo
by rhc
Fri Jun 08, 2012 4:17 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 37235

We allocate our equity over short, medium, and long term systems. I think at a basic level including several timeframes and passively trading them all adds a layer of diversification (if you can afford to stretch yourself over several timeframes One solution that was mentioned was kinda like what J...
by rhc
Thu Jun 07, 2012 4:21 am
Forum: Brokers
Topic: Man Group/MF Global
Replies: 14
Views: 16516

by rhc
Thu Jun 07, 2012 2:43 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 37235

Levi,
What is your average trade hold time ?
by rhc
Thu Jun 07, 2012 12:45 am
Forum: Testing and Simulation
Topic: Strong May Results for Mechanical/Trend Following Systems
Replies: 59
Views: 37235

. . . . . . but wait. How did these short term systems fare prior to 2012 and how did the longer term systems fare prior to 2012 ?? If we refer to the image below which shows the exact same systems but with parameters adjusted to produce short, medium & long term trades. It would appear that si...