All markets are illiquid if you're trading large enough size. If your typical order is >25% of the daily trading volume, that market is extremely illiquid for you.
25% !
I’m hoping that I eventually have this problem in the S&P and TBond futures.
"It is not well to be curious about all the reasons behind price movements. You risk the danger of clouding your mind with non-essentials. Just recognize that the movement is there and take advantage of it by steering your speculative ship along with the tide. " - Jesse Livermore
Another annoying thing about brokers is that they won't take my "Buy-Sell Market in Past" orders. This is where I look through historical charts and find trends, then tell the broker to get me in at the market at the inception trend, sell me out at the market at the end of the trend, and k...
It is interesting to see such a large number of forum members who develop and work with their own custom simulation applications. For those who are in this group, here is a poll of your language of choice. I left some languages out and included an "other" category. I also included some for...
I'm interested in seeing the breakdown of simulation platforms used by the members of this forum. What platform do you use? I will list some platforms I can think of, which I think includes most of the majors; but please chime in with your platform if its not included on the list. It would also be g...
The reason I don't have any attachment to the 2% rule is I've run the simulations I recomended above, and then I decided for myself. It makes a world of difference when you can inspect the information inside and out first hand. After that, you'll find the conversations about what you "should&q...
If you know how to design a robust trading system, then you can design one specifically to exploit a single market. If, on the other hand, you do not know how to design a robust trading system, then trading all the markets in the world won't be able to stop you from losing money.
The Dogs of the Dow strategy doesn't appear to be closely related to market asymmetry and trading the short side of the equity markets. (Unless you are simply advancing the suggestion "don't go short!") Whether or not value strategies such as Dogs of the Dow or other methods have any effic...
How do you fellows optimize a strategy with several parameters across a broad range of parameter values and ensure the robustness of the parameter set that you ultimately choose to trade? Below, I provide a little example as a survey and I clarify the discussion I am attempting to foster… Visually...