Recent Content by fickletrader

  1. Optimization of 3 or more parameters

    Look where you can reduce parameters and do so. Example: substitute moving average crosses with trend speed. How to do that? Lots of ways but you...
    Post by: fickletrader, Aug 10, 2015 in forum: Strategy Building

  2. Interactive Brokers not sending limit order to the exchange?

    Every stop order I have sent to IB that isn't immediately marketable is blue. I think brokerages handle the stop part of an order while exchanges...
    Post by: fickletrader, Jul 26, 2015 in forum: Retail Brokers

  3. Luck plays a far bigger role than skill in investment performance

    Another really good read on this topic is Jack Schwager's introduction for the interview with Ed Thorp in "Hedge Fund Market Wizards". I think...
    Post by: fickletrader, Jun 16, 2015 in forum: Wall St. News

  4. tips fund question

    The share prices of all of these bond funds are basically "marked to market". A simplified explanation is if you bought a bond and held it to...
    Post by: fickletrader, May 16, 2015 in forum: Stocks

  5. WSJ: 5 cent increments for 1,000 smallcap stocks starting May 2016

    I think they're hoping we're all drooling, handicapped, buy-stop, sell-stop, no-jaywalking idiots with nickels pouring out of our pockets all over...
    Post by: fickletrader, May 10, 2015 in forum: Order Execution

  6. WSJ: 5 cent increments for 1,000 smallcap stocks starting May 2016

    Dear volpunter: Why not focus on the 45 seconds interview with Remco Lenterman I was calling out, starting from 43:47 in the youtube instead of...
    Post by: fickletrader, May 9, 2015 in forum: Order Execution

  7. WSJ: 5 cent increments for 1,000 smallcap stocks starting May 2016

    This feels like a stealth tightening by regulators instead of the monetary policy tightening by central banks that we're all accustomed to....
    Post by: fickletrader, May 9, 2015 in forum: Order Execution

  8. Simplest ever rebalancing investment strategy - Your thoughts - And how to back-test?

    Here's the graph showing 100% bitcoin in green, vs a 50/50 bitcoin/USD cash split in blue: [IMG]
    Post by: fickletrader, Oct 5, 2014 in forum: Trading

  9. Simplest ever rebalancing investment strategy - Your thoughts - And how to back-test?

    Here you go :) SLV at 50% and cash at 50%, rebalanced at the open and the close in green. SLV at 100% in blue. Interestingly, the daily sortino...
    Post by: fickletrader, Sep 20, 2014 in forum: Trading

  10. How express logic for identifying trendline in code

    Look up books by Thomas Bulkowski for a reasonably comprehensive study of this kind of testing.
    Post by: fickletrader, Jul 24, 2014 in forum: Strategy Building

  11. sky high inflation coming?

    If you want to pretend inflation is higher prices be my guest. For the rest of us, these two charts pretty much sum up the situation: [IMG]...
    Post by: fickletrader, Jun 19, 2014 in forum: Economics

  12. Charting software that plots spreads

    I forgot to include the spreadsheet data for those graphs. I attached them to this post. I had to rename the csv files to txt for the upload.
    Post by: fickletrader, Jun 15, 2014 in forum: Trading Software

  13. Charting software that plots spreads

    I am part of a startup that is working to release a software this August that can do what you are asking. Since I wasn't sure if you wanted a...
    Post by: fickletrader, Jun 15, 2014 in forum: Trading Software

  14. 80% of funds underperform the market?

    I guess nobody can agree with you? You're the only one who can be right. I can see what you're doing in the picture of the portfolio, and here it...
    Post by: fickletrader, Jun 1, 2014 in forum: Trading

  15. 80% of funds underperform the market?

    The portfolio in the chart posted early in this thread looks just like a 60 /40 graph to me. To the poster of that chart: can you share with us...
    Post by: fickletrader, Jun 1, 2014 in forum: Trading