It's a shame that the artist called Antonio Stradivari (1644-1725) didn't have a need to tell the world. Three hundred years later we still can't...
Thanks for a thoughtful reply.
Do you worry that the margin requirements are not set by the collective actions of all market participants, and are therefore not "correct" in the...
http://tinyurl.com/39oc3l
The math guys call it "Nonlinear Optimization" and the most famous algorithms to do it are calledDavidon-Fletcher-Powell Levenberg-Marquardt...
There is a pretty comprehensive effort to provide anonymous internet surfing, whose epicenter seems to be in Europe. Put the three letter word...
First figure out what you want. Do you really WANT to measure "risk"? Or do you want to measure "pain" so you can compute a gain-to-pain...
No, the right way to do it is to calculate ten floating point numbers which represent the average (reward/risk) ratios of the ten random trading...
Example 1 Starting Balance 100,000 Profit 5,000 Perf Fee (20%) -1,000 HWM 104,000 New...
A key question is: how many random trades do you need, in order to generate a "high confidence estimate" of the profitability of random trading?...
You could write a little computer program that calculates the probabilities directly. The simplest approach is to make a finite state machine...
Trading in Choppy Markets, by Robert M. Barnes
http://abcnews.go.com/Business/wireStory?id=2721879 Google to Open New Stock Option Market By MICHAEL LIEDTKE AP Business Writer SAN...
Maybe it would be worthwhile to write (or commission someone to write) software that creates the ratio adjusted contracts you want, starting from...
One important industrial application of MC simulation is Design For Quality. Tolerances of individual components ("parts") of an end product are...
Pinnacle Data rolled from Dec06 to Mar07 corn on Wednesday Nov 22nd. http://www.pinnacledata.com/clc.html
There's a fairly old book about computerized technical trading, which focuses on the futures markets. You might find it irrelevant because it was...
The standard dodge is to provide a "translator" which converts language X programs into language Y programs.
The entire Index of the book is available on Amazon, pull it up and take a look. (Hover the mouse over the "Search Inside" thumbnail image of the...
I got it too. How flattering.
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