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  1. You gonna trade Futures (Index, Currencies, Int Rates) this Monday/Prez day?

    Ya know, there are futures contracts that trade in countries who don't even celebrate US Presidents Day. Such asDAX index futures, traded in...
    Post by: MGJ, Feb 18, 2011 in forum: Trading

  2. Position sizing at fund level, how do you invest $50million?

    Your best source of advice is: YOUR INVESTORS Ask them. Be completely honest. Tell them: "I have no bloody idea how to invest this $50...
    Post by: MGJ, Feb 17, 2011 in forum: Index Futures

  3. A Question for Curtis Faith

    Send him an email or a comment through his blog which Ask dot com will gladly find for you.
    Post by: MGJ, Jan 9, 2011 in forum: Trading

  4. Inter-portfolio diversification.

    I assume you trade currencies (FX). If so you can construct the 60 by 60 matrix of correlation coefficients for the 60 most liquid currency...
    Post by: MGJ, Jan 2, 2011 in forum: Risk Management

  5. How do you trade LME metals?

    I trade them quite a few different ways. Perhaps the one which might be least-unobvious, is to trade the LME metalsusing mechanical systems...
    Post by: MGJ, Dec 27, 2010 in forum: Commodity Futures

  6. best backtesting

    I'm interested in second best backtesting. I figure that "best backtesting" has got a lot of followers and new devotees and hangers-on; but...
    Post by: MGJ, Dec 9, 2010 in forum: Strategy Building

  7. Why are quants afraid of Mark Jurik?

    Quants are afraid of Mark Jurik because he writes books and sells add-ins for Tradestation. They also fear him because of his large and...
    Post by: MGJ, Oct 29, 2010 in forum: Technical Analysis

  8. Rogue Trader, Chicago Style (Great Story)

    Please let me know if their has ever been a rogue trader in the US. How about Evan Dooley of Memphis Tennessee (USA)? Shareholders of MF...
    Post by: MGJ, Oct 26, 2010 in forum: Trading

  9. Successful strategies, holy grail and backtesting

    I'd suggest you pay the money to purchase "deep history" data going back as far as you can. This will allow you to experiment with In-Sample /...
    Post by: MGJ, Oct 26, 2010 in forum: Strategy Building

  10. Recommendation on Trading Book

    Have a look at these: - - - - http://bit.ly/am7N5x - - - - http://bit.ly/dnLyzU - - - - http://bit.ly/PZR4p Hope they help
    Post by: MGJ, Oct 25, 2010 in forum: Professional Trading

  11. anyone using multi-strategy and multi-instrument

    Perhaps you can "convince yourself" of its truth or falsehood (rather than "prove" it), through repeated experimentation. Use a random number...
    Post by: MGJ, Oct 18, 2010 in forum: Strategy Building

  12. Cheaper Futures contract

    Consider the STIR (short term interest rate) futures at Euronext-LIFFE. For example the EuroSwiss contract ( http://bit.ly/azpzXk ) has a...
    Post by: MGJ, Oct 13, 2010 in forum: Index Futures

  13. Any Turtles traders here?

    http://bit.ly/am7N5x http://bit.ly/dnLyzU You will enjoy them.
    Post by: MGJ, Oct 12, 2010 in forum: Strategy Building

  14. Do you consider money management an edge?

    Eckhardt Trading uses a proprietary position sizing (a/k/a "Money Management") algorithm which attempts to maximize Expected Utility, rather than...
    Post by: MGJ, Sep 27, 2010 in forum: Risk Management

  15. Existential currency choice for international travellers/workers

    And I suggest O.P. look up the definition of "Hobson's choice".
    Post by: MGJ, Sep 23, 2010 in forum: Economics

  16. Market close question? Futures...

    Divide your order into 12 equal sized pieces and execute one piece every ten seconds. Voila, an approximation of the VWAP over the final 120...
    Post by: MGJ, Sep 23, 2010 in forum: Order Execution

  17. Leverage Calculation

    Even though it seems absurd, most dealers that offer unleveraged "buy and hold" commodity funds, consider the risk of a 1-lot Eurodollar position...
    Post by: MGJ, Sep 16, 2010 in forum: Financial Futures

  18. Curve fitting program recommendation

    Found this on the web, see if you can find it too
    Post by: MGJ, Sep 16, 2010 in forum: Technical Analysis

  19. Teaching the Wife to Trade

    I executed the plan below with SWMBO (She Who Must Be Obeyed) and it worked quite well, for the two of us. Whether it will work well for the two...
    Post by: MGJ, Sep 15, 2010 in forum: Psychology

  20. Greece to roll out "diaspora bond"

    Good tutorial: http://www.vanderbilt.edu/econ/conference/gped-conference-06/papers/s-ketkar.pdf Suhas L. Ketkar writes
    Post by: MGJ, Sep 15, 2010 in forum: Financial Futures
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