I'll wait a week or two, giving you a chance to explore the Wealth Lab website, look up those authors' books on Amazon, and perhaps do a bit of...
Depends on your definitions. There are lots of non-subjective, rules-based, unambiguous trading systems being traded every single day. The books...
Mostly this is a disagreement about definitions. What's "Technical Analysis"? What is it that a "Quant" does? How much do they overlap? How do...
Summary: if you had his money, you would spend it in a different way. OK. Thanks.
Become a professional, get some clients, and make some profits. When the business has enough money, buy the CQG databases with pre-tax dollars,...
retail traders seem to love McMillan professional traders seem to love Natenberg (link) off the beaten path perhaps, is the iconoclastic...
The Commodity Systems Inc correlations page (pay per view) gave some unusual pairings: (Goldman Sachs Commodity Index) vs (Crude Oil) ..........
You are using a classical Technical Analysis indicator named "Momentum"; instead of accessing it by a function call, you have merely expanded its...
The spread between Kansas City Wheat, and Chicago Wheat, has been in quite a nice trend for quite a long time. [img]
First it is important to define what you mean by "trade successfully". You might have in mindOver a long period of time, achieve (profits > 0)...
Wrong Barclays. This one is in Iowa, USA. From their web page (previously referenced): The Barclay Group, founded in 1985, is dedicated to...
The Barclay Group publishes their Systematic Traders Index which shows the performance of 400+ CTAs that trade other people's money using...
Beware of anyone who mentions the "word" expectancy. It indicates they haven't been exposed to classical Probability theory including density...
Asymmetric payoffs aren't necessary, either in theory or in practice, to achieve profitable results. Here's one way to make profits with...
Actually, people do. In the field of nonlinear optimization, the "Least Pth approximation" applies exactly this idea (raising deviations to the...
Robusta Coffee is assigned symbol "LKD" and commodity number 148 by Commodity Systems Inc. (home page). If you subscribe to their data you get...
Just be sure you realize that when you say "Stock market returns do not have infinite variance," you are also saying "Mandelbrot is wrong and I am...
I think you mean "of any distribution with finite variance". Plenty of ET-worshipped demigods vehemently insist that the distribution of stock...
If the goal is to determine the "trendiness" of a certain market, independent of any particular trading system, one way to accomplish this is to...
One brute force method that's guaranteed not to underestimate the bid-ask spread is "The 100% Slippage Assumption." Assume all buy orders are...
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