Recent Content by trd

  1. Price crossed but order not executed. Fraud?

    Hmm. sorry I don't get it :-( As I said: the LastPrice falls through BELOW my limit price w/o ever filling my order. I wonder how this can be...
    Post by: trd, Nov 14, 2009 in forum: Order Execution

  2. Price crossed but order not executed. Fraud?

    I'm placing a long buy order many cents below the ask and last price. After several seconds the ask and last price both drop below my order price...
    Thread by: trd, Nov 14, 2009, 12 replies, in forum: Order Execution

  3. Max how many daytrades possible with a $50k margin account?

    Suppose a retail daytrader has a $50k margin account, and let's assume its value stays above that level for the whole day. He wants throughout...
    Thread by: trd, Oct 31, 2009, 3 replies, in forum: Trading

  4. Best and worst influences on my P&L over the last 10 years

    " Here's the jist of Gallacher's discussion: * Fundamentals rule the day - technical analysis by itself is worthless. * That being said, you...
    Post by: trd, Aug 21, 2009 in forum: Professional Trading

  5. Best and worst influences on my P&L over the last 10 years

    Jesse Livermore wants stay away from the market atmosphere: "On October 5, 1923, in order to practice his new techniques and theories,...
    Post by: trd, Aug 21, 2009 in forum: Professional Trading

  6. Fooled by Randomness

    "Black Swan" events are considered extreme outliers. Taleb himself is an extreme outlier, ie. a black swan himself!... :-) A mathematician /...
    Post by: trd, Aug 20, 2009 in forum: Trading

  7. Sharpe Ratio useless

    To be exact it is 2.275%, ie. 22.75 monkeys out of a sample of 1000 will outperform the market by 2 SDs :-)
    Post by: trd, Aug 20, 2009 in forum: Strategy Building

  8. Fooled by Randomness

    I've written a small simulator that shows how it happens. The answer is: "GEARING" (similar to leverage). Say there are n listed companies, only...
    Post by: trd, Aug 20, 2009 in forum: Trading

  9. Options on Mutual Funds

    Too bad, it seems normal mutual funds are not optionable (except ETFs):...
    Post by: trd, Aug 9, 2009 in forum: Options

  10. Options on Mutual Funds

    Hi, just a question: is it possible to trade options on mutual funds? (name / ticker of the MF ?). Thx
    Thread by: trd, Aug 9, 2009, 6 replies, in forum: Options

  11. Backtest / Simulation: How many intraday bars per day to use?

    How many intraday bars per day should one use in backtestings or simulations? Is 1-minute bars sufficient?
    Thread by: trd, Aug 7, 2009, 1 replies, in forum: Strategy Building