Search found 32 matches
- Wed Sep 15, 2004 9:02 am
- Forum: Stocks
- Topic: Yahoo finance data
- Replies: 6
- Views: 9795
Thanks for the info guys... another question is... do any of you know how Yahoo adjust for dividends?... From their data, it seems like they are just subtracting the whole historical series by any new dividends, almost like the way one back-adjust futures data. However, it does not seem to be the ca...
- Mon Sep 13, 2004 6:11 pm
- Forum: Stocks
- Topic: Yahoo finance data
- Replies: 6
- Views: 9795
Yahoo finance data
Does anyone has any idea on the reliability of yahoo's data on historical stock prices? Thanks...
Louis
Louis
- Mon Sep 13, 2004 6:06 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 154378
- Fri Jul 02, 2004 4:53 am
- Forum: Testing and Simulation
- Topic: Further thoughts on Backtesting
- Replies: 19
- Views: 17025
- Thu Nov 20, 2003 11:09 am
- Forum: Money Management
- Topic: Question about money management
- Replies: 18
- Views: 15923
- Sun Nov 09, 2003 6:21 am
- Forum: Testing and Simulation
- Topic: Interesting test results (for a budding tester at least)
- Replies: 5
- Views: 7423
- Sat Oct 18, 2003 6:38 am
- Forum: Testing and Simulation
- Topic: C++ Sim
- Replies: 5
- Views: 6356
- Thu Sep 11, 2003 1:19 pm
- Forum: Money Management
- Topic: Increasing leverage through LEAPs
- Replies: 16
- Views: 16445
Hi Al, You're right in that there aren't enough data for SSFs for proper backtesting and using the underlying stocks as a proxy for the futures may not be the best either :( But, I would have thought that the same logic would apply to LEAPs as well, since the value of the options are also affected b...
- Thu Sep 11, 2003 12:32 pm
- Forum: Money Management
- Topic: Increasing leverage through LEAPs
- Replies: 16
- Views: 16445
- Fri Aug 29, 2003 6:26 am
- Forum: Trader Psychology
- Topic: Systems, merit and philosophy
- Replies: 15
- Views: 15869
I didn't think that the Turtle experiment proved whether traders are born or could be bred. Firstly, the candidates went through quite a bit of screening before being selected for the test. This indicated that Dennis and Eckhardt were already looking for characteristics of a good trader, which kinda...
- Thu Aug 28, 2003 8:47 am
- Forum: Testing and Simulation
- Topic: which price series to use?
- Replies: 2
- Views: 3970
which price series to use?
Say I currently hold a position in a July futures contract and I'm using a 14-day ATR trailing stop. Then when it's time for me to rollover to the September contract, which price series should I use to calculate the trailing stop. At first, I thought it should the September contract since that is th...
- Tue Aug 19, 2003 11:05 am
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33726
- Thu Jul 24, 2003 11:05 am
- Forum: Money Management
- Topic: Selecting Markets to Trade
- Replies: 14
- Views: 13327
Hi Chris, I think your use of the term diversification needs to be more specifically defined. As some of the other threads have already pointed out, one can diversify across markets, time frames and systems. For example, if one is a passive investor and applies the buy and hold strategy, broad diver...
- Tue Jul 22, 2003 11:45 am
- Forum: Trend Indicators and Signals
- Topic: sentiment indicators
- Replies: 1
- Views: 4790
sentiment indicators
Are there available data on the implied vol. and the put/call ratio for commodity futures options that can be used similarly to the VIX (for example) for stock options as sentiment indicators?
- Fri Jul 11, 2003 8:50 am
- Forum: Stocks
- Topic: shorting stocks
- Replies: 7
- Views: 11093
- Fri Jul 11, 2003 8:09 am
- Forum: Testing and Simulation
- Topic: When to change system rules
- Replies: 9
- Views: 10461
- Sat Jul 05, 2003 8:58 am
- Forum: Stocks
- Topic: shorting stocks
- Replies: 7
- Views: 11093
shorting stocks
How does one usually deal with the issue of backtesting a stock system when shorting is affected by the up-tick rule? Let's say my system uses daily data only and I run the system everyday when the markets are closed. Would the following work? 1. At the end of day 1 I get a signal to short a stock. ...
- Thu Jul 03, 2003 7:59 am
- Forum: Testing and Simulation
- Topic: When to change system rules
- Replies: 9
- Views: 10461
When to change system rules
Are there general rules that can be used in order to indicate when one should be changing the rules of one's system? I remember either Dennis or Seykota talking about finding better rules to change the rules in Market Wizards. Or is this a highly subjective issue?
- Sat May 24, 2003 8:09 am
- Forum: Market Psychology
- Topic: Concepts of behavioral finance ...
- Replies: 11
- Views: 27010
Hi rs, Let me try to have a crack at this. I think whether human nature changes or not is a matter of perspective. From one angle, people are always changing to adapt to new conditions, but on the other hand, emotions are always there, but what may have changed is how the emotions are triggered. Say...
- Thu May 15, 2003 11:20 am
- Forum: Money Management
- Topic: Research papers
- Replies: 5
- Views: 7493