Search found 27 matches
- Tue Jul 24, 2012 12:14 am
- Forum: Money Management
- Topic: Please recommend trend following funds for small investors
- Replies: 4
- Views: 8208
I am not sure if Deutsche Bank still offers this, but they did offer investments into Winton. https://www.db.com/medien/en/content/press_releases_2010_5085.htm Contact details are on the link. Edit: The fund is called dbX Systematic Alpha Index Fund. You can find it at http://www.funds.db.com It se...
- Mon Jul 23, 2012 2:40 pm
- Forum: Money Management
- Topic: Please recommend trend following funds for small investors
- Replies: 4
- Views: 8208
Please recommend trend following funds for small investors
Are there any trend following funds out there that provide the opportunity for small $5,000 or $10,000 individuals to participate?
- Sat Jun 16, 2012 2:54 pm
- Forum: Money Management
- Topic: Advanced money mgmt techniques?
- Replies: 15
- Views: 20344
Re: Advanced MM algorithm vs Simple fixed fractional approac
Hi, I am a spot currency trader with less than 2 years of trading experience. I have a simplistic money management methodology. Having determined the optimal f for a system, I will risk fractional f for every trade. I am finding it hard to improve upon my fixed fractional approach. Am I correct to ...
- Fri Jun 15, 2012 6:09 pm
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 22224
(Much of what I'm posting below is a variation of what has already been said here and in other threads.) A bit off-topic: I think people need to let go of the idea that trend following is not prediction. It is prediction, just like any other trading strategy out there (including the multitude of suc...
- Fri Jun 08, 2012 7:07 pm
- Forum: Testing and Simulation
- Topic: Accumulating market data from now and henceforth
- Replies: 0
- Views: 2238
Accumulating market data from now and henceforth
CSI data provides very affordable historical data sets for the US, UK and Canadian markets. It seems to be rather difficult to find affordable data for other markets. But let's say I plan on beginning to trade the, say, stocks on the Hong Kong Stock Exchange (SEHK) five years from now. Has someone h...
- Fri Jun 08, 2012 7:01 pm
- Forum: Testing and Simulation
- Topic: What happened to the "Diversions" section?
- Replies: 2
- Views: 2274
What happened to the "Diversions" section?
I seem to recall there being a section called something like "diversions" on this forum. Why was it removed?
- Sat Mar 10, 2012 11:58 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16723
its my personal opinion that we need to see one or two high profile trend followers run into problems to scare people away before we take off again A very good observation indeed. It will be interesting to see whether this happens in the coming years. If you don't have enough data for back testing,...
- Fri Mar 09, 2012 8:55 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16723
Most of us are using insufficient data for testing
Are most of us using sufficient data for testing? I'm starting to doubt it. Even if we are testing against data going back to the early 1970s, it may not be enough. Why? Because it was in 1971 that the US severed the dollar's link to gold for international parties and the whole world went on a new m...
- Fri Feb 24, 2012 10:56 am
- Forum: Testing and Simulation
- Topic: How to start trading with only $10,000?
- Replies: 25
- Views: 16844
Thanks for all the great replies.
Well, I wasn't talking about this kind of luck. This isn't actual "luck" imo But thanks for the nice and informative reply!rhc wrote:Yes, you are absolutely correct it was 100% pure luckOn Luck, Seneca (4BC-65AD) wrote:Luck is what happens when preparation meets opportunity
- Thu Feb 23, 2012 1:45 pm
- Forum: Testing and Simulation
- Topic: How to start trading with only $10,000?
- Replies: 25
- Views: 16844
- Mon Feb 20, 2012 2:26 pm
- Forum: Testing and Simulation
- Topic: How to start trading with only $10,000?
- Replies: 25
- Views: 16844
How to start trading with only $10,000?
I suspect that within a year I will have accumulated $10,000 to trade with, but not much more than that. This is not much, but at least it will allow me to start an account with Interactive Brokers. My question is: Can I really trade futures with this little money? It seems to me that I will have to...
- Tue Feb 14, 2012 11:12 pm
- Forum: Money Management
- Topic: Avoiding/reducing taxes
- Replies: 8
- Views: 14424
Avoiding/reducing taxes
Because of taxes, I'm considering just not trading at all. If I project out for 30 or 40 years and actually look at the mass amounts of money that the authorities are going to confiscate from me during my trading career, I wonder whether it's worth it. At least, it's making me severely depressed. Do...
- Thu Feb 09, 2012 11:08 am
- Forum: Futures Markets
- Topic: The improvement of commissions over time
- Replies: 2
- Views: 2783
The improvement of commissions over time
Alexander Elder writes in his 1993 book "Trading for a Living": "You can expected to pay a ... commission of anywhere from $12 to $100 for every futures contract you trade. Big traders ... pay less; small traders ... pay more. ... For example, you may pay $30 to trade a single contrac...
- Tue Feb 07, 2012 8:42 am
- Forum: Futures Markets
- Topic: trading question
- Replies: 4
- Views: 4242
- Thu Aug 18, 2011 4:24 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 155157
You will enjoy it. Pay particular attention to Sluggo's comment about typos. I have Handbook of Portfolio Mathematics and Leverage Space Trading Model. Both have typos, and both sometimes leave you with a lot of work to do to follow what's going on. Persevere, and ask questions - I would certainly ...
- Sat Aug 13, 2011 2:20 pm
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 155157
- Sat Aug 13, 2011 10:11 am
- Forum: Money Management
- Topic: Optimal f
- Replies: 87
- Views: 155157
- Sat Jul 30, 2011 10:11 pm
- Forum: Testing and Simulation
- Topic: Trend Following and Financial Maths (Brownian motion, etc.)
- Replies: 14
- Views: 8952
- Sat Jul 30, 2011 9:56 pm
- Forum: Testing and Simulation
- Topic: Trend Following and Financial Maths (Brownian motion, etc.)
- Replies: 14
- Views: 8952
Re: Trend Following and Financial Maths (Brownian motion, et
My take ... Yes. Trend following is about trying to identify a trend and jumping in on it. There is no correct way to identify a trend. If you can find some complex stochastic process or what ever that can do it, then your good. On a different note, there have been comments by well known trend foll...
- Sun Jul 17, 2011 10:34 am
- Forum: Testing and Simulation
- Topic: Trend Following and Financial Maths (Brownian motion, etc.)
- Replies: 14
- Views: 8952
Trading Leech - I think your ina good spot for what your doing and if you are making those kinds of observations - about the theories being pretty nonsensical - then that will stand you in good stead going forward - what is fairly inotolerable are those who buy the theory hook line and sinker So be...