WolfVector - thank you for the reply. It's giving me hope that I'm not wasting my time with NN's. I know you're way ahead of me in the process...
Hello WolfVector, I am currently looking into writing a neural network program for short term trades. I understand that you're keeping...
If it's not too personal to ask, how could they bar you and why would they?
I thought they sold their GMAC arm - or at least most of it?
The bid/ask spread is very large on these. Is there any way to calculate how they are valued intraday compared to QQQQ? I see the NAV vs market...
Thank you very much for that explanation - now it makes more sense because I was wondering why the divergence still existed when it's so blatantly...
Another interesting fund - thank you. One problem with those funds though is that if you trade a mutual fund too often they start to charge...
Thanks - I didn't know that existed. An article about PSQ also mentions SH which is short the S&P 500 as well. I'm curious why you suggested...
Thanks, I'm asking because I noticed QQQQ and the ^IXIC tend to cross each other a lot in the last couple of years, although they diverged 5...
Thanks in advance, MPO
Thanks for the comments. I agree that it's expensive, but I wasn't sure if it was better than rebalancing or not. If a market crashes across the...
Not necessarily. For instance, one of the main things that got me thinking about this was my metals fund. At one point it was up over 50%...
Right, but that's the worst case scenario. The question is whether the proposed strategy is better on average than just buy and hold given all...
This is slightly off request as this was just after-hours but the rest of the question applies. I was short a strangle on Google before the...
With all the ups and downs in the market it can be painful watching 20-30% gains being wiped out so I was thinking about how to lock in gains and...
"During the time I managed my own fund, I ran 6 uncorrelated systems. IF I would have divulged any information as to performance to the public...
It's a little hard to trust your money to a company that can't spell fourth correctly: http://www.predictionlabs.com/papers/WPV1.1.pdf I got...
So in this case are they reducing the balance of capital based on the cost of the open trades or the value-at-risk of the open trades? Maybe...
The other interesting thing to note BTW is that let's say we decided to use the Var/Covar method of VaR measurement or even the max drawdown to...
Value at Risk example with above data: So if I'm using the Var-Covar and I understand it correctly, then I would expect my 99% confidence max...
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