Here is an example that has exactly ten data points. The correlation coefficient is 0.408. In the first seven rows, A and B are equal. In the...
Would you mind disclosing your Y2006 ratio of (income generated by selling trading courses) to (income generating by actually trading your too...
CBOT floor trader who specializes in executing spreads at contract-rollover time. Five times per year, come in and work for 2 days. Do nothing...
Curtis Faith and Chuck Branscomb came up with a fairly slick way to extend "Profit Factor" into the domain of non-constant position sizes. Rather...
Attached are the perf stats of a system called WinkB. It has 8700 trades and a Profit Factor of 2.13. But honestly, I prefer the other,...
I agree with those who feel that Profit Factor is not always a perfect measurement of system goodness. Attached is the output of a 16 year system...
If you don't mind making the outside indicator into an ASCII file that looks like a "price data" file to the analysis software, you can call it...
http://www.elitetrader.com/vb/showthread.php?s=&postid=1093654&highlight=test+and+ddoc#post1093654
Several of the systems I trade are purely indicator-based, they don't use stops at all. They don't exit until the indicators say "get out...
If you think that's bad, read this.
What baloney. To quote a recent poll, what moronic baloney. The safest way to trade (from the standpoint of minimizing 1987 style crash risk) is...
One cute thing you can do is temporarily tell your data software to rollover on contract expiration (see image), and also tell it to build an...
The book How to Create and Manage a Hedge Fund contains these rules of thumb:minimum Assets Under Management to pay all fund costs and achieve...
I recommend you answer the question "What's in it for the mentor?" in a fresh, innovative, intriguing manner. As MY mentor would say:You,...
Kevin Schmit refers to this paper by Tom Cover. Prof. Cover uses the phrase "Universal Portfolios" where others use the phrase "Volatility...
Here's what I did:Buy and read Ralph Vince's first book and second book Buy and read Van Tharp's first book Buy trading software that lets you...
One way to test a trading system is: to trade it, experimentally, in a special account at small size. Most CTA's include provisions for this...
All you can do is bet on how the markets will react to the Federal Reserve's actions or inactions. If you want to bet that one minute after the...
If you're running a $50M fund at 2-and-20, every % of CAGR is worth $100K per year in gross fees. So this software pays for itself if it...
You might try ringing up the boys at Blackstar Funds, at 24th St. and Camelback. Eric Crittenden (ET handle "ecritt"), Cole Wilcox, and Tom Basso...
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