Search found 62 matches
- Thu Mar 29, 2012 9:02 am
- Forum: Testing and Simulation
- Topic: High win %
- Replies: 5
- Views: 4619
LeviF: Is your system a countertrend system? I think that these kinds of systems are tempting, because that high win rate can make the results look really good. However, the really damaging losses don't show up until later, and its hard to really predict them. Vic Niederhoffer successfully traded a ...
- Wed Mar 14, 2012 1:25 pm
- Forum: Testing and Simulation
- Topic: Dead Turtles
- Replies: 92
- Views: 98078
- Tue Mar 13, 2012 9:37 am
- Forum: Testing and Simulation
- Topic: Testing Results Question
- Replies: 17
- Views: 11370
- Tue Jan 31, 2012 11:16 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41845
- Wed Dec 21, 2011 1:23 pm
- Forum: Testing Software
- Topic: Cool Free Data Mining Software
- Replies: 4
- Views: 7376
- Tue Dec 13, 2011 8:06 am
- Forum: Trader Psychology
- Topic: Performance Enhancing Trading Drugs
- Replies: 22
- Views: 26683
- Wed Dec 07, 2011 2:40 pm
- Forum: Stocks
- Topic: Who manage my Fund after the end of my life?
- Replies: 5
- Views: 7872
That is a subject that a good estate attorney can help you with (for a nominal fee, of course!) You can set up instructions in your will - for example give $x in cash (for immediate expenses, etc.), invest $y in a pre-selected investment portfolio with a conservative allocation 50/50 world stocks/wo...
- Tue Nov 29, 2011 2:28 pm
- Forum: Testing and Simulation
- Topic: Systematic options trading
- Replies: 5
- Views: 5890
- Fri Nov 25, 2011 6:49 pm
- Forum: Money Management
- Topic: Preparing for the Demise of the Euro
- Replies: 20
- Views: 24790
- Wed Nov 16, 2011 7:48 pm
- Forum: Futures Markets
- Topic: Which month do you trade for S&P?
- Replies: 10
- Views: 6618
- Wed Nov 16, 2011 2:33 pm
- Forum: Futures Markets
- Topic: Which month do you trade for S&P?
- Replies: 10
- Views: 6618
- Thu Nov 03, 2011 5:27 pm
- Forum: Testing and Simulation
- Topic: Will somebody please do this research? / has anyone already?
- Replies: 45
- Views: 22907
We've had a lot of huge moves in the past few years (gold, silver, corn, cotton) and we are reaching a transition point where things get volatile. There is a great interview with Paul Tudor Jones done in 2008 that I think has a lot of applicability to the current environment. http://www.absoluteretu...
- Thu Oct 06, 2011 4:25 pm
- Forum: Money Management
- Topic: What happens when your porfolio correlates to 1?
- Replies: 4
- Views: 7832
- Mon Oct 03, 2011 8:57 am
- Forum: Money Management
- Topic: How to manage position sizing for option?
- Replies: 5
- Views: 8267
- Wed Sep 28, 2011 4:09 pm
- Forum: Testing and Simulation
- Topic: Measuring your correlation to professional futures traders
- Replies: 56
- Views: 37591
- Thu Sep 08, 2011 3:59 pm
- Forum: Testing and Simulation
- Topic: How do You De-leverage
- Replies: 7
- Views: 6374
Re: How do You De-leverage
what have others found ?C I stumbled on a similar discussion on a "quant" trading blog. The author does a lot of stat arb and thinks a lot about optimal leverage vs. performance, etc. In this post http://epchan.blogspot.com/2011/07/sorry-your-return-is-too-high-for-us.html , he offers a s...
- Wed Aug 31, 2011 7:55 am
- Forum: Testing and Simulation
- Topic: Question about the adjustment method of TB futures data
- Replies: 5
- Views: 3851
I think you have it backwards - the contract rolls when open interest on the front month falls below the next month. If open interest isn't reported or front-month OI hasn't fallen below back month by 7 days prior to expiration, then the contract rolls automatically 7 seven days prior to expiration....
- Mon Aug 22, 2011 5:00 pm
- Forum: Futures Markets
- Topic: Historical Futures Charts
- Replies: 3
- Views: 3348
- Mon Aug 22, 2011 8:56 am
- Forum: Stocks
- Topic: ilYzyPKPwhICaq
- Replies: 88
- Views: 117385
- Thu Jul 28, 2011 5:10 pm
- Forum: Testing and Simulation
- Topic: Trend Following and Financial Maths (Brownian motion, etc.)
- Replies: 14
- Views: 8895