Sorry about not clarifying that... it's a term from academic literature mostly that means "returns in excess of (over) the market". For...
thank you. but it's not about hedging... it's about excess returns... so you have to offset with the market.
Making consistent sizable returns daytrading S&P futures is a lot harder than you think... in fact it might be the hardest game in town... but for...
Keep in mind that I don't actually know that's the explanation... that's my best guess. If it's correct the reason could be that the finds have...
And one last post at the end of a long day... Here's why mr bwolinksy irritated me... i suggested googling "s&p 500 index additions deletions"...
A completely different question is monitoring an existing system to make sure it still works. How do you tell a normal drawdown from something...
we don't put a lot of weight on monte carlo... it's overused by math geeks and engineers in my opinion. in this case, if i'm sizing a system...
it is me belief that you can't do this on a shoestring, contrary to what a lot of internet posters would have you believe. I think anyone who...
I got some very supportive notes and posts here. Thank you for those. I don't feel we made great headway in the discussion re why it should...
huh?
fixed income = snooze forex... hmm not sure. i used to trade the IMM futures a bit but I think just so busy with other things. all of our...
you know... no one is possibly more cynical than i am so i do understand what you're saying. if i was selling something or asking for students or...
not sure where to start here... i guess i should have expected the kind of response this thread was greeted with but it came as a little surprise....
Let me preface this post with a disclaimer... I'm a real ass... Confident to the point of arrogance... confrontation and aggressive to the...
wrong on many counts.... wrong in general and wrong on specifics as it applies to this system. i was sitting at dinner with some trader friends...
There are many gaps in my thinking, but I assure you that issues of correlation vs causation and epistemology in general occupy a lot of my...
How do you so completely miss the point. Get a f*cking pencil and paper. Go back 5 years and find the adds and drops from the index... calculate...
Ok I'm going to take a minute to answer this in detail... and I'm not going to be careful to be incredibly polite so apologies in advance if I...
ex post edit: It probably won't last lol. I have verified it already. Not my job to sell it to you but you're asking the right questions....
First of all... I'm not making any calls or recommendations. Respectfully, you're missing the point I hope to make which is to teach people how...
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