Hey guys, I'm still around. Sorry for my absence. We have been very busy losing a ton of money doing stupid trades to start the new year off....
For me, it's not as simple as reducing a system to a set of numerical summaries. These can be meaningful as a first step, but you really have to...
I wouldn't correct for it. This measure would show you (correctly) that volatility usually contracts midday. However... what would an...
I can tell you from some fairly extensive quantitative fundamental work that is not a neutral bias screen. I agree with your ideas of finding...
FWIW, I disagree with a lot of these criteria, but it depends on what yo're trying to accomplish with the screen.... daytrading? swing trading?...
I'm not sure about Spydertrader's answer, but I dont think it answers the question you're asking... perhaps I misunderstand the question you're...
Your expectancy formula is correct, and I know many trading books give this formula the way you wrote it. However, that's not the most useful way...
Your success certainly doesn't threaten me in any way... we have some kinds of trades that have stop losses bigger than your entire account. How...
I am not smug. I am certainly not jealous of you piker. I certainly do know something you do not. I know you... exactly the type you are....
one more thought on big picture before we jump into the volatility stuff in more depth. i made the claim that the market was mostly random in...
Congrats on a decent year. Not setting the world on fire, but solid. Now, if you're smart, you'll ask yourself to what you really owe this...
Let's take a step back and look at the 30,000 foot overview for this thread, just be sure we're all on the same page. In addition, I'll also talk...
Ok EVERYONE please listen. You too Jack: Stop. Everyone has a point here... Jack has his viewpoint to defend and I do see what has happened...
Ok... enough... I knew I was possibly opening a can of worms with Jack, but I want to do this right. Jack: respectfully, give me a week or so...
And secondly, a few general thoughts: As I read your post and tried to sort through what you were saying (in all honesty, your writing really...
Ok... I read your 2000 word post in a taxi this afternoon... I'll read it again and also look at some of those other posts, but let me share a few...
Yes, thank you. I'll look over vorzo's posts because they seem to be fairly lucid. I guess stuff like this irritates me sometimes because my...
I'm sitting in an airport watching the weather roll into NYC and flights get delayed more and more... happy new year. I was hoping to use this...
I think it would be helpful if we focus on small details right here at the beginning of our discussion. Let's leave bigger picture...
Hi Jack, Ok I'm not really an ET regular. Before I started this thread a few weeks ago I checked in once every few months and just browsed some...
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