Search found 166 matches
- Wed Dec 28, 2011 7:18 am
- Forum: Trader Psychology
- Topic: Instrument Choice for Year Ahead
- Replies: 5
- Views: 9557
.... at some point the ECB will engineer a rescue plan OK they're starting...., 6 months Euribor is 1.65% Italian 6 months T-bill was 6,504% at previous auction Italian 6 months T-bill today is 3,521% free money for fat-cats-bankers :shock: :shock: :shock: .... plus fat year-end bonus for the thoug...
- Fri Dec 23, 2011 4:46 am
- Forum: Trader Psychology
- Topic: Instrument Choice for Year Ahead
- Replies: 5
- Views: 9557
BTP futures At some point the ECB will engineer a rescue plan. Same story as LTCM and Euro 1996-1998. LTCM was the fund that was too big to fail, the brightest star in the financial world. Built on genius, by legends of Wall Street and two Nobel laureates, it spiralled to ever greater heights, comm...
- Thu May 05, 2011 8:07 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 24367
Silver Investors Dump Futures as Comex Boosts Speculator Trading Costs 84%
[quote]CME raised margins after “unprecedented high levels of volatility,â€
[quote]CME raised margins after “unprecedented high levels of volatility,â€
- Tue Feb 22, 2011 8:30 am
- Forum: Testing and Simulation
- Topic: Correlation Matrix:
- Replies: 11
- Views: 9062
- Tue Feb 22, 2011 6:03 am
- Forum: Testing and Simulation
- Topic: LME Lead prices
- Replies: 15
- Views: 12677
- Sat Feb 19, 2011 4:30 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11942
marriot wrote:Hi Kianti, can you make an example?
thank you
Code: Select all
if Close[-1]>Close[-2] then Long
- Sat Feb 19, 2011 4:12 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11942
Re: Things you might do, even though they HURT performance
Would you be kind enough to give us more clues on diversification?sluggo wrote:Another thing a system trader might do is, deliberately reduce the number of instruments in the portfolio
Is trading 5 US grains better than trading 1 US grain with 5 different systems?
Best regards, as ever
- Sat Feb 19, 2011 4:02 am
- Forum: Testing and Simulation
- Topic: Things you might do, even though they HURT performance
- Replies: 14
- Views: 11942
Some classic examples of deliberately sacrificing performance Use only End-of-Day Only trade systems that use Market-On-Open and Market-On-Close orders. Roll the Nymex energy contracts less often Only trade the markets that your current broker offers Only trade the systems that come presupplied wit...
- Sat Feb 19, 2011 3:53 am
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6564
I've always wondered how the option marketmakers off-load their risk in such situations, since they cannot trade the underlying in one direction at all? Just blow out the vol to an insane level? Option traders trade the greeks, i.e. delta,gama,vega, theta and rho. You can reduce your delta (market ...
- Thu Feb 17, 2011 12:10 pm
- Forum: Futures Markets
- Topic: Cotton Lock Limit Day
- Replies: 9
- Views: 6564
- Thu Feb 17, 2011 6:47 am
- Forum: Testing and Simulation
- Topic: Blending noncorrelated (or anti-correlated) equity curves
- Replies: 50
- Views: 47835
- Wed Feb 09, 2011 4:01 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 24367
Its interesting to note how neither of these funds DH has mentioned are trend followers - but they are CTA's - Once again paying homage to the fact that CTA Does nOt equal trend follower and therefore you cannot compare their M/E ratio's with somebody like Abraham as its comparing apples to oranges...
- Mon Feb 07, 2011 8:43 am
- Forum: Testing and Simulation
- Topic: LME Lead prices
- Replies: 15
- Views: 12677
Update for avid LME metal traders: CSI added electronic metals; unfortunately price series have been updated only since mid November 2010. 31 May 2006 LME Select to Open at 0100hrs from 1 June 2006 The London Metal Exchange (LME) has today confirmed that the Exchange’s electronic trading platform,...
- Sat Feb 05, 2011 4:38 am
- Forum: Money Management
- Topic: Estimating Future Risk…
- Replies: 29
- Views: 24367
Re: Estimating Future Risk…
It is my opinion that margin usage is a leading indicator of potential risk and drawdowns, but there is one school of thought that thinks using more margin is not necessarily dangerous because it can add to diversification. To some degree I agree with this, but traders quickly reach a point of dimi...
- Thu Feb 03, 2011 3:16 pm
- Forum: Testing and Simulation
- Topic: LME Lead prices
- Replies: 15
- Views: 12677
- Thu Jan 27, 2011 1:39 pm
- Forum: Data Providers and other non testing software
- Topic: Refreshing CSI Data
- Replies: 1
- Views: 2390
- Tue Jan 25, 2011 12:50 pm
- Forum: Futures Markets
- Topic: Global Markets Biggest Movers (17 Jan-21 Jan 2011)
- Replies: 8
- Views: 6354
.. Cosmic Teapot (with which I have no doubt you will also be familiar) I wasn't familiar with the Cosmic Teapot and I appreciate indeed the analogy:it makes me think to the Black Swan. Just let me close with Do not confuse the pointing finger with the moon It is only a finger, not the moon. Only a...
- Tue Jan 25, 2011 8:25 am
- Forum: Futures Markets
- Topic: Global Markets Biggest Movers (17 Jan-21 Jan 2011)
- Replies: 8
- Views: 6354
...and find it well nigh impossible to believe in a benevolent deity or the ancient scribblings of a desert tribe... Maybe you could consider taking a long position Pascal's Wager (or Pascal's Gambit) is a suggestion posed by the French philosopher, mathematician and physicist Blaise Pascal that, e...
- Thu Jan 13, 2011 5:13 am
- Forum: Money Management
- Topic: Positive Trade Ratio
- Replies: 2
- Views: 3526
- Fri Nov 12, 2010 11:53 am
- Forum: Custom C++ or Java Platforms
- Topic: What's your favorite programming platform?
- Replies: 21
- Views: 58005