he has a 20 day hold on each equity,so i doubt the timing of the entry is of major consequence... Also,as he stated,his returns are largely...
Your calculation of Sharpe is off,but we can ballpark it.... Notice you are comparing a yearly Return to a monthly standard deviation....thats...
Sharpe of 10??? For the long portfolio or the hedged portfolio? That is near impossible with a 20 day hold.... Recovery ratio is Net...
Thank you for your time and honesty. I happen to trade the near exact strategy,though i am a bit more derivative oriented, and your stock...
i suggest you dont go anywhere near that stock....its not meant to be!!!
REI?????
Mr Alpha,if you speak the truth,let me be the first to congradulate you on a trading job well done!!!!!!!!! There are a couple of questions i...
First things first..The dividend has "no effect on an option" as it should be accounted for,ASSuming you are using the correct option model.Make...
Havent gone thru this whole thread,but every begginging option trader as well as many advanced traders make this assumption and they are correct...
Interesting comment,and so very true regarding most programs.. As a discretionary trader who believes in a systematic approach to trading,I...
I think you are just explaining that Volatilty increases with the square root of time,and it is NOT an linear relationship..Very good point.. I...
Sorry,no hostility was intended,but I do think Mike was way too judgemental and whether someone trades for a living or not,really isnt at the crux...
there is no doubt a trader must take into account all the other consdierations you brought up,but i don think 1-2.5% is such a bad starting...
Gotha..The poster originally stopped himself down .20.I was wondering how you came up with 80 for the stop
I dont see how you can say the 2% rule is crap,and to be honest i am not sure which case you are arguing..more or less...or just not any hard...
STOP!!!!!!!!!!!!!!!! Let me interrupt this dick swinging contest for a moment before you guys cross swords.... The account is 100K .20 is...
Definetly take a look at Traders Studio....
I do hope you are talking about intraday trading and not position trading. I would strongly suggest one look at the correaltion of the returns...
Since you work at Signal,how about asking the powers that be not to rip our faces off on upgrades.. I had ADVget with TradingTechniques and...
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