NoWorries, Thanks for your response. Out of curiosity what platform are you using, Matlab or similar? cheers
No Worries, You are using a standard Markowtiz approach (Efficient Frontier)? And what frequency or events trigger a re-opt? Thanks, bolter
What the hell was that? It went nuts - especially around 9:35. bolter
Man - this is killing me! Look at the DAX. Arrgggghhhhhh..........
Me too Frank. WTF is up with that?
I should make the point that there are traders in the room during European and US markets hours also.
We have a room on Ensign's echat (free) that is reasonably active around the clock, including a handful of guys who trade the Nikkei, Kospi and...
Whister, I stand corrected - the TIKI is indeed index specific. I'll crawl back in my hole. Thanks, bolter
The advance/decline line, trin and tick etc are compiled and distributed by exchanges and are therefore not index specific. The VIX(s) are however...
Hi Art, I followed your work on Tiger Shark Trading and I found it very interesting. Thanks for making it available. Congratulations on your...
kohanz, You make an important point that is widely misunderstood - you should seek uncorrelated systems (ie: =0). Two systems with a...
TGM, Thanks for the update. The OSE and SGX are fine but we had massive (and I do mean massive) slipppage again just last week on some TSE...
Commercials are record net short GBP - 98k contracts. Their short holding have increased from 60K to 136K since October.
Caveat emptor - the TSE is not suitable for daytrading. It runs on clunky old systems that have very limited capacity. The first sign of a fast...
abaker, Not surpised, 970! is the notation for 970 factorial, commonly used in probability. That is, 970*969*968*967*966...1. I dare say your...
In this episode our hero enjoys an apparent reversal of fortunes, which brings some welcome relief to the tradegy that was playing itself out in...
ben, do a search - this issue has been discussed in depth previously. bolter
Some interesting points have been made here. This is a key point made by mr whister. Volatility is "lumpy" - ie: periods of high volatility...
Hey Frosty, Your journal is the most enteraining on ET at the moment. In fact it reads like a day-time soap opera. We've got a likable hero...
bear, I have used www.pingplotter.com for years - works fine. However, there may be better product available these days. Good luck.
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