Traders' Roundtable

Yes. You get the idea.

A contango market with no underlying price movement will produce a downward sloping backadjusted price series and vice versa for a backwardated market.

Backwardation is sometimes called "normal backwardation" as some believe that those who are willing to buy in the future ...

Hi Neal,

Welcome to the forum.

I can really relate to your post as I have asked the same question of technical analysis myself. My answer provides a healthy perspective to operate within for ME . That answer is NO - technical analysis does not work. Rather, most on this forum use tested analysis ...

Eric,

As I understand it, Campbell & Co. no longer offers capacity in their FME Large Portfolio. Rather, they offer a Multi-Strategy portfolio which is 70% FME and 30% long/short stock strategies.

According to the latest stats I have, the performance from Nov 2003 - April 2006 looks as follows ...

Rabidric and Stan,

You both touch on either end of something I often reflect upon when developing trend trading systems. There is a continuum with "optimal trading system that makes buckets of dough from return" on one end and "optimal trading system for attracting business to make buckets of dough ...

Sign at the local drycleaner:

Cheap, Fast or Good - pick any two.


Trend trader's version:

Return, Robustness, Low Risk - pick any two.

I believe that the optimum trading model and the optimal business model are two different things.

In my opinion, those focused on the optimum trading model are going to be focused on maxing CAGR while (possibly) minimizing the risk of elimination. As I am buliding a business, I aim to strike a ...

I currently execute trades myself either electronically or via email and pay between $3 and $10 RT with Goldman Sachs.

I am investigating establishing a FIX connection ( http://www.fixprotocol.org ) that would take my TBB orders file or my Mechanica orders file and effectively "Robotrade" for me ...

Using CSI is a good decision.

A number of years ago when I first ordered CSI, I took a day off from my job at the time figuring that I would be able to just set it up and start testing. I ended up taking the rest of the week off. I could have somehow got my hands on a portfile.adm file and moved on ...