One caution to what acracy says. Be careful that you don't trade on margin or any form of borrowed money using an IRA. The IRS regs on IRA...
Re slapshot said "IMO, you are trying to quantify a incredibly complex, random situation into mathematical terms - it is impossible with the...
First, I really like how you set the problem up -- nice bit'o algebra there.:) Second, your results just verify the conclusion that the...
The problem is not too hard if we take it one step at a time and realize how the problem changes with each step. In the first step the market...
Although I do not know if portfolio insurance is still prevalent, I do believe that the trading curbs that are declared after a large down...
Vladiator, Thanks for pointing out the Grossman and Stiglitz definition of EMH -- time for me to dive into the literature. I can see the...
You raise some very good points, vladiator, perhaps I (and others) are expecting too much from economics. Is Economics a Hard Science or Just...
Economics is the only science that when the theory and the world disagree, it is the world that is mistaken.:D Explaining the Failure of LTCM:...
try hitting the "kill" option in the lower right corner of the posting. You can send a message to the mods and they will kill it for you. Good...
RE: vladiator asked, "are you saying that some self-trained college dropout or a 50 year old sit at home mom who saw an E-trade commercial and...
Two economists are walking down the sidewalk when they spot a $100 bill on the ground. One economist starts to pick-up the money when the other...
Hmmmm... I wonder what would happen if they had a Running of the Bears? Now that could get ugly.:eek:
Regarding negative autocorrelation of the returns of trading systems, I believe it. My current trading system (which is based on reversion, not...
Interesting! It suggests that IB's customers are approaching net-short in QQQ and other issues. This might be regarded as bullish or bearish,...
I think that you will find that 401K distributions during retirement just flow into your adjusted gross income. So, its not that the 401K money...
Aphie, You're doing some interesting work here. Please don't let the mostly well-intentioned criticism get you down. Everyone has their own...
EMA_Time_Periods = (2/EMA_Percentage)-1 And the backwards calc is: EMA_Percentage = 2/(EMA_Time_Periods + 1)
Any chance that you have a more general network problem? When the flaky PC is having web problems, can it still do file transfers over the...
<b>Micropicture: Keep an eye on small potatoes?</b> <b><i>tntneo said:</i> I don't think the micropicture will tell you what you want to...
<b>Offsetting Trades Leads to Chaotic Bifurations</B> <b><i>tntneo said:</i> "if you enter long, but I sell you short, we are both entering a...
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