golf, skiing and the gun show this weekend.
utah is the place to be.
Search found 83 matches
- Thu Nov 20, 2008 2:41 pm
- Forum: Testing and Simulation
- Topic: portfolio cherry picking
- Replies: 8
- Views: 6635
- Wed Nov 19, 2008 6:48 pm
- Forum: Testing and Simulation
- Topic: portfolio cherry picking
- Replies: 8
- Views: 6635
- Wed Nov 19, 2008 1:37 pm
- Forum: Testing and Simulation
- Topic: portfolio cherry picking
- Replies: 8
- Views: 6635
portfolio cherry picking
is portfolio cherry picking curve fitting? I've always tried to trade as many markets as IB gives me access, but recently I've considered tossing a few that I've used for years. one example is Gilts which loses money in both my systems and both my time frames and doesn't seem to smooth out the equit...
- Sun Oct 05, 2008 11:14 pm
- Forum: Money Management
- Topic: Position Size, Volatility, and Trend
- Replies: 4
- Views: 5796
- Tue Sep 23, 2008 12:41 pm
- Forum: Data Providers and other non testing software
- Topic: CSI problem on 20 Sept 2008 in CME Euro futures
- Replies: 16
- Views: 13151
just in case anybody's data hasn't been fixed yet- highlight CU, click edit file in portfolio, unclick generate forward. this should give just the december contract(since the sep roll), with the last 5-7 days of data missing. click the database menu, then refresh price history for just CU-#524. this...
- Sat Sep 20, 2008 5:33 pm
- Forum: Data Providers and other non testing software
- Topic: CSI problem on 20 Sept 2008 in CME Euro futures
- Replies: 16
- Views: 13151
- Fri Sep 19, 2008 2:46 pm
- Forum: Futures Markets
- Topic: too much bad news no 87 scenario yet
- Replies: 26
- Views: 23113
- Mon Aug 25, 2008 10:40 am
- Forum: Data Providers and other non testing software
- Topic: Database of fundamental stock data
- Replies: 4
- Views: 4825
- Wed Aug 20, 2008 2:48 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15212
the fast track to floor trading would be to find a local that is looking to back someone, they would teach you how to trade their way and then back you trading. I've been told that is happening less and less with the risk levels people have to take in order to make money. the local NY clearing house...
- Tue Aug 19, 2008 12:01 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15212
I've never heard of anyone being paid to provide liquidity in futures and futures options, but some exchanges did give exchange fee kick backs to promote volume in the early '90's. trading futures options, even the illiquid markets, is profitable enough that there is always someone willing to step i...
- Mon Aug 18, 2008 1:20 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15212
- Mon Aug 18, 2008 10:53 am
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15212
yes, they started the clearing firm Singer/Wenger and then started teaching people to be market makers. they were launching 2-3 classes of 5 people per year into the pits from 85 to 88 or so then mellowed out to just a few people per year. similar to the article, option traders on the floor at NYMEX...
- Fri Aug 15, 2008 4:41 pm
- Forum: Futures Markets
- Topic: Storied Cotton - WSJ article
- Replies: 19
- Views: 15212
- Mon Jun 23, 2008 12:31 pm
- Forum: Testing and Simulation
- Topic: The short side and trend following
- Replies: 41
- Views: 30140
along with the above comments about adjusting the short side of trading, I would add breaking out groups or sectors and testing long/short/trade all. as great as long only trading in ags, energies and metals has been, I wouldn't want to miss out on the short side of european bonds lately. if jim rog...
- Thu May 29, 2008 10:04 am
- Forum: Testing and Simulation
- Topic: Question for those who trade what they test...
- Replies: 4
- Views: 4666
I can't remember where, but I have read comments about returns being 50% of test results, DD bigger, but not 100% bigger. I assume its because they were testing in a closed environment, like little or no slippage, no taxes or expenses taken out, no adjustment for volume, continous trading, that kind...
- Mon May 26, 2008 5:07 pm
- Forum: Trend Indicators and Signals
- Topic: Pattern Recognition/Computer Artificial Intelligence
- Replies: 6
- Views: 9311
or maybe these guys already have your pattern, or something close, in their system.
http://www.autochartist.com/index.htm
http://www.autochartist.com/index.htm
- Thu May 15, 2008 7:36 pm
- Forum: Futures Markets
- Topic: WARNING: Senate Democrats look to end U.S. trading
- Replies: 6
- Views: 6515
my note to levin let him know that based on his brilliant informed opinion of the commodity markets I have shorted nymex crude and ipe brent crude and I expect a quick $35 profit. I also shorted ICE stock and expect to make a killing. and that I would send him the appropriate kickbacks when the mone...
- Thu May 15, 2008 10:08 am
- Forum: Testing and Simulation
- Topic: Form papertrading to trading, is the risk OK?
- Replies: 3
- Views: 3507
consider also the length of the drawdown you think you can handle. at your .6% risk level a quick one month hit of 27% might not be too hard to handle. but what about a 27% drawdown that lasts 7 months? just day after day, week after week of losing trades. very tough to deal with. make sure your sim...
- Wed May 14, 2008 5:23 pm
- Forum: Futures Markets
- Topic: WARNING: Senate Democrats look to end U.S. trading
- Replies: 6
- Views: 6515
- Thu Apr 24, 2008 9:04 am
- Forum: Futures Markets
- Topic: Nice trend in Rice
- Replies: 14
- Views: 12227
sounds nice to be getting out at these levels. I haven't been able to find a profit target type exit that tests to my satisfaction so I've had to suck it up and assume I'll be giving back a large chunk before my stop price comes close. and of course then I will be trying to find a bid, haha. even af...