Traders' Roundtable

Alive and kicking Levi!! Bouncing against equity high

Hi George -- MAR stands for Minimum Acceptable Return. As for how it's calculated, there are a couple of threads that are useful. http://www.tradingblox.com/forum/viewtopic.php?t=36 Basically the % CAGR divided by the % maximum drawdown over your test period. Nice clean measure of reward vs. pain ...

TF back from the dead ..... again! Hows things now for all of you?!

Thanks a lot Roger, I was going through everything with my son for about an hour, reinstalled CSI, TB and what not, when I quickly checked for a reply on the forum

Your a life saver, thanks man!

When trying to add a picture I get: HTTP Error

Hi, Not sure if I should post this in Data or support (elapsed I guess), but here goes. TB Builder II 5.02 x64 Version 5.0.2.4. ________________________________________________________________________________ I reinstalled UA from my C to my D drive, and uninstalled/deleted everything UA from C UA ...

Hi, Not sure if I should post this in Data or support (elapsed I guess), but here goes. TB Builder II 5.02 x64 Version 5.0.2.4. ________________________________________________________________________________ I reinstalled UA from my C to my D drive, and uninstalled/deleted everything UA from C UA ...

Thanks for your reply jklatt. Have a listen to this episode in which Jerry Parker talks SSF and how he trades them. https://www.toptradersunplugged.com/systematic-investor-series-26/ I´m not convinced in what he says. Obviously you can´t test on SSF data due to lack of liquidity/insufficient data, ...

..... Somehow I think this is the wrong response buddy

LeviF wrote: ↑Tue Jan 29, 2019 6:56 pm Wow, some blasts-from-the-past in here. Nice to hear something from you all.

It looks like I just passed the 15 yr anniversary of my joining the forum - beers on me.

LeviF, long time no see buddy. Yes, indeed, who would have thought. Hope your alright. Cheers!

Happy to report that I landed a new large managed account and be able to continue my track record. Didn´t miss much in January, system shows -1.6%. Preparing the infra-structure, and should be good to go next week, all being well. “ It’s not the strongest of the species that survives, nor the most in ...

Three of the futures money managers to whom I allocated money, closed shop recently, and returned my remaining account balance. I don't know whether they were "true trendfollowers" or not. However I do know that their real-money, multi-year underperformance seems to have told them: find a new line ...

Evening All,

Does anyone has experience with testing/trading Single Stock Futures? Looking to build a SSF system for further diversification if testing pans out. I downloaded the SSF from One Exchange on CSI but volume doesn´t seem that great. I would appreciate your input. Thank you so much.

I guess it does not matter what technique you use, if there is no trend when you buy or sell, you will never be able to sell at higher prices, and buy back at lower prices.

Thanks for your comment! I'm sure you're right about that. Like a sea turtle waiting to resurface

+15.29 ytd, net of 2/20 and brokerage fees. Natgas made a really nice contribution in November with biggest $ gain/market for the year. Unfortunately one of my largest investors, a family office from Lnd, jumped ship in December taking out 5m. Obviously nothing to do with performance, but changed ...

Multi systematic with 25% of total equity allocated to a shorter term system i.e.: shorter holding period due to more agressive exit rules.

Wow, just checking back on this post and it seems like "the last of the mohicons" in here. Now I feel even more lonely :( The good thing is that we´re up 10.2% for 2018 to date, with a solid 5.24% for october alone (net of 2/20). Jan/Feb we also outperformed followed by a give back period that ended ...

Today, for the first time this week, we seem to be ok, after refreshing database history/downloading a couple of times.

csidata.com now also down