Traders' Roundtable

noodahs,

are the spot issues you mention really issues if your signals are based on spot but your backtest execution results are based on futures? I can't see how they would be...

Last I checked the ways to make money trading are:

1. Not to lose principal.
2. Buy low, sell high.
3. Short high, cover lower.
4. Control today, pay tomorrow (carry trade)
5. Steal it... like Goldman does by doing the electronic version of front-running customer orders (aka ultra-high frequency ...

Every time someone gets their panties in a ruffle over this you might remind them that they were too chickenshit to vote for Ron Paul. Want to put a stop to Goldman?

Shut down the illegal Federal Reserve.

Leapfrog,

I'm wondering if you've had any success or 'aha' moments in your quest for obtaining historical margin requirments? I'm looking at this issue now myself and I wondering how to go about handling it, or if it even needs to be handled??? It seems portfolio heat algos handle the risk just ...

Would I put money into a fund after a drawdown? Well that "depends" but it would really only matter if it was a signficant drawdown and here are my thoughts on investing in funds with significant drawdowns:

Would I put money into a fund that has had a 50% drawdown? Only if I'm looking for 50% or ...

Craig, thank you (and Roger) for sharing. I'm sure I'll have some questions once I've given it some thought.