Recent Content by G_Morgan

  1. Obtaining Trading Capital

    Same boat. Great system, no money. Basket trading equities (market neutral-beta is very close to 0): before optimization, using default...
    Post by: G_Morgan, Apr 27, 2004 in forum: Professional Trading

  2. backtesting the original turtles

    Curtis & Others: Have you tested the system on equities when adjusting for the positive average return (single equity's trend, or behavior...
    Post by: G_Morgan, Apr 24, 2004 in forum: Trading

  3. Any prop firms willing/able to compete?

    How much do you get from rebates? How do you get rebates?
    Post by: G_Morgan, Apr 23, 2004 in forum: Prop Firms

  4. 17 year old Beginner

    That's perhaps true, but the institutions are the ones that know how to make a LOT of money, not just a good living, so I have patterned myself...
    Post by: G_Morgan, Apr 19, 2004 in forum: Professional Trading

  5. 17 year old Beginner

    Education is not worthless as many of these people think. The truth is you do greatly increase your chances of running or managing a large amount...
    Post by: G_Morgan, Apr 19, 2004 in forum: Professional Trading

  6. 17 year old Beginner

    You asked about style of charting, I'd definitely go w/candlesticks. I would echo this for one reason: Other types of charting are generally...
    Post by: G_Morgan, Apr 17, 2004 in forum: Professional Trading

  7. 17 year old Beginner

    Hi, 1. Contact me when you are finishing first year university. Just "from ET, almost 2nd year university now" will be enough. ONLY if you...
    Post by: G_Morgan, Apr 17, 2004 in forum: Professional Trading

  8. A perfect strategy ... ? Yes ...

    More seriously, closed-end funds trade at a premium/discount to their assets, and this premium/discount is an estimation of the NPV of...
    Post by: G_Morgan, Apr 15, 2004 in forum: Strategy Building

  9. A perfect strategy ... ? Yes ...

    The key is to CREATE a closed-end fund, short it, go long futures (just to be extra secure), and churn like your broker wants you to!
    Post by: G_Morgan, Apr 15, 2004 in forum: Strategy Building

  10. How long wold this take?

    Isn't it easier just to track the average change from the open at different times in the day? That gives you a better visual, and you get more...
    Post by: G_Morgan, Apr 14, 2004 in forum: Strategy Building

  11. How long wold this take?

    it'd be pretty fast
    Post by: G_Morgan, Apr 14, 2004 in forum: Strategy Building

  12. Optimization

    One thought: Optimize over a very long time span, but control for volatility of the underlying. Using this, find system profitability per unit...
    Post by: G_Morgan, Apr 12, 2004 in forum: Strategy Building

  13. Black Box

    I have already programmed a system (preliminary - primary, but not yet secondary trading rule has been coded), and am wondering what to do with...
    Post by: G_Morgan, Mar 15, 2004 in forum: Automated Trading

  14. Econometrics and practice

    Funny stuff...
    Post by: G_Morgan, Feb 26, 2004 in forum: Strategy Building

  15. For all those ET traders

    Thanks
    Post by: G_Morgan, Feb 22, 2004 in forum: Professional Trading