Apparently some of these positions include hidden losses that Bennett & Co have hidden for many years- read the attached article
I cant seem to find any discussion on Sharpe Ratios in the forums, so I'll add my question here- I have a low Sharpe Ratio system of .4, which...
Lets say I have a long only system that trades the underlying SP500 stocks on a long term basis and generates 40% annual returns with an...
Walter, very good results, how many trades do you make in a year?
Thats weird, they have an IPO and have options right off the bat. Doesnt make sense. Usually you have to wait 3-6 months before the options trade,...
are these systems intraday or end of day? What about drawdowns? How many consecutive losers does the system have in a backtest? What is...
Hi Pinozi, I have Ryans book and the actual code (usable code) for using Fixed Ration Money Management for stocks doesnt seem to be present in...
Mathematically, in the highest tax bracket (44% tax in Canada) you have to earn about a 35% and higher return to justify your trading if you are...
FX, you crossed the line there. Scale to $100 bill?, let me clear my throat. I find that since no one in the world trades that size, that you...
Has anyone found any reasonable books that are somewhat new, or is this is stuff that only a $300 an hr lawyer / accountant will tell you? I've...
Multioption, Wilders systems were garbage, how he paddled his way into profits is beyond me. At least the turtles have actually made money and...
Where do you live, and are you affiliated with a trading firm? Are you interested in longer-term systems or short term systems? What kind...
Great question, Im also looking for the answer to this question, though I'm a Canadian citizen. Im specifically looking at how to structure...
Trader B can use up to 10X leverage to achieve the same drawdown risk as Trader A, therefore his potential return given the same drawdown risk and...
LateApex, can you tell me a bit about Eddie Kwong (ed.), The Real Holy Grail: Money Management Techniques of Top Traders, TradingMarkets, 2001?...
Could I also set up a corporation here and receive dividends from the offshore corp, then pay myself, thus avoiding more taxes? How do large...
does anyone have any suggestions or things to say about using leverage on a backtested trading strategy? Does anyone trade equities longer term...
What ever happened to good old phenomenology? As for Kiev, I read several of his books, and its true, if you focus youll achieve goals....
PoundtheRock- Shouldnt you quote the returns of a public "trend follower" like Dunn instead of a single trader whose methodology may differ day to...
Heres an example of a trend following system I made myself. Couldn't figure out how Dunn did it using a Turtle system, so I did it myself.
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