Maybe you could define"symbols that have the greatest tendency to revert"to mean"symbols that make the greatest profits with reversion...
Where I live (408 / 650 / 831 / 510), it's alma-mater bias. If the hiring manager has a Ph.D from Stanford and yours is from Berkeley, GOODBYE!...
I suspect you are actually interested in "position RE-sizing", i.e., changing the size of an existing position, some time after trade entry...
Yes I monitor >100 markets and yes I take all signals in all markets at all times. As of Friday's close I have 53 active positions, and six...
"... career path of OPM" means "having a job investing/trading Other People's Money" I'd suggest you do a little arithmetic to figure...
If it was good enough for the turtles LINK [img]
Depending upon your level of desperation, this might be helpful -- or not -- . . . . http://www.seykota.com/tt/default.html It's a formal...
It's incomplete. There are 1.3 lines of code. The first line shows a sell rule. Then there is a little fragment of a statement, most of it is...
I rank by front month volume, ignoring the back months. Among the ~ 100 markets that I monitor, the highest volume contracts (median daily...
Step 1: Predict the end of cheap money Step 2: Establish a short position in bonds Step 3: Be right Step 4: Profit
Somebody owns the land upon which the storage tanks rest. Somebody (else?) owns the storage tanks themselves. Do these people make a profit,...
Write a simulation, including an adjustable input parameter called "rate of human errors" since people, unlike computers, occasionally make...
There's a good one at the bottom of page 127, in the book "Way of the Turtle" http://bit.ly/hSVhUg
Here are a couple more images from that thread; it appears that the Bollinger %B entry was quite a bit better than random entry. [img]...
OSC plus RX
RE plus RX
Instead of futures markets, what about using different currencies. Are those uncorrelated enough? And you could use a small lot size so that...
There was a discussion thread about this on the blox forum, a few years ago. It spurred me to run some tests of my own. I found that there are...
I think if you perform the search shown in the image below, and read each of the pages it finds, you may decide that this is a reasonable...
Consult your broker and your tax advisor. I do not wish to reward laziness.
Separate names with a comma.