Looks like the cash high was broken but futures, contract adjusted, held.
Hi Risk, is this a mechanical system? My congestion system went short yesterday moc.
short the feb 1.18 x 1.25 strangle.
The raw stats are interesting but what is the performance when positions are only taken when the bias hits a certain level such as 3 or 4? Very...
Actually Buffet prefers to buy quality companies which are often more expensive.
Intriguing. I would be surprised if the notion to panic were isolated to a specific civilization but you never know. As far as I can tell...
Riskarb, As you noted the strip vols rise in a down market but in my experience this is in U.S. (and possibly other country's) equity markets....
Sure, even higher returns are possible.
I don't think that is the bulk of his strategy. I would imagine he is more delta neutral now.
Agreed, remove the risk, remove the reward, how do you profit from these collars without arbing it?
Many are asking about the stop and wondering why it is so big. The answer is because in pure system development bigger stops are more...
Absolutely, I'm just trying to figure out what you are saying. If I were rickey and someone else was using my name I'm don't think I would...
So Rickey has no involvement in this site? Are you saying performance would be higher with lower commissions? Why would Rickey let someone...
Ricky, Here are your stats from striker since March 2004: RC Advance March, 2004 38.93% Rickey Cheung RC Success March, 2004 53.46%...
Have you tried the spy?
rc, how much of your curve is out of sample?
Hi Risk, do you find it easier to model on 7 day time frames or what is the rational here? CBOE just introduced weekly options and I wonder...
You timed the sp hedge right, good job. :D Did you build this excel file or does it come with software from one of the banks you work with?
Risk, the more sp trades you do the better :D As soon as I can fund a trading account with the banks I'm going to do so. I have no interested...
I've always used Fixed Fractional but if you are wanting to ramp up and use the house's money then fixed ratio would be the way to go. I'm not...
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