The blotter today is hacked together. I had serious computer problems this afternoon so I couldn't grab a snapshot until now. Product Traded:...
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6308.12 Misc Charges: -85.79 PnL Today: -44.80 PnL To Date: 2355.08
Frost, take a look at what happens after a trend line is broken. Note the price at which the break occurs and follow it forward. Attached is...
It was time again to increase the position size to 2 contracts. And like the other 2 times it called for that, it got absolutely slaughtered....
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 8112.52 Misc Charges: -75.79 PnL Today: 1185.20 PnL To Date: 4149.48
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6927.32 Misc Charges: -75.79 PnL Today: 1485.20 PnL To Date: 2964.28
20% hit on the day. I'm convinced there wouldn't be an edge in this if it were easier to trade. Product Traded: ER2 Contracts: 1 Starting...
I really enjoyed Prisoner's Dilemma by William Poundstone. It might be more basic than what you're looking for, and you likely won't be able to...
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6816.92 Misc Charges: -75.79 PnL Today: 505.20 PnL To Date:...
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6311.72 Misc Charges: -75.79 PnL Today: -494.80 PnL To Date: 2348.68
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6806.52 Misc Charges: -75.79 PnL Today: 585.20 PnL To Date: 2843.48
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6221.32 Misc Charges: -75.79 PnL Today: 285.20 PnL To Date: 2258.28
Are you aware of a list that ranks markets by their hedge vs speculative volume? I checked the most recent COT report, and the S&P shows about...
Product Traded: ER2 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5946.12 Misc Charges: -65.79 PnL Today: 45.20 PnL To Date: 1973.08
And here's the backtest results.
I actually believe there is some merit to systems that do things like risk described. Here's the equity curve of one I stumbled on. It uses...
Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 5910.92 Misc Charges: -55.79 PnL Today: -544.80 PnL To Date:...
Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6455.72 Misc Charges: -55.79 PnL Today: 135.20 PnL To Date:...
Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6320.52 Misc Charges: -55.79 PnL Today: -194.80 PnL To Date:...
Product Traded: ER2 M8 Contracts: 1 Starting Balance: 4038.83 Ending Balance: 6515.32 Misc Charges: -55.79 PnL Today: -284.80 PnL To Date:...
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