There may be better source. Econ and Earnings (US Only) http://biz.yahoo.com/research/earncal/today.html Earnings (Stock Screener, US Only)...
XD That guy made my day. Stop Loss realize unrealized loss ... No Really ?! I thought my TP would give me some money !
http://www.elitetrader.com/et/index.php?threads/lessons-learned.7386/ Some of mine. - To turn bad luck into big losses. Because at that time it...
http://www.fooledbyrandomness.com/barbell.pdf
Kelly Adjusted, With a risk of 2 for A (Blue) With a risk of 1 for B (Magenta) If I look at the payoff then B's better. Luckily we are free to...
No you have more risk. You're more prone to be ruined with A than B.
I reformulate for half: But in Practice, I'll bet on your bankrupty with A.
On Paper Ok. But in Practice, Especially Full Kelly, I'll bet on your Quick bankruptcy with A.
I agree that on paper A is superior. But in practice I'd choose B.
Strategy 1 underperform Strategy 2 That's it. Horizontal Axis (Y) is P(Gain) from 0 to 1 The vertical one is the expected profit. X-intercept...
In this case. Become an economist. Not a trader. No I'd bet 5% with strategy 1 and 2,5% with strategy 2. But I tend to the same ROI with both. So...
I didn't get your point. According to the expected value, You'd get the same return, leverage or not. If you really have a 60% accuracy (S1)...
Some parameters are missing. Like position sizing Max Drawdowns ... Strategy 1 -> x*0,6 - x*0,4 = 0,2x Strategy 2 -> 2x*0,4 - x*0,6 = 0,2x In...
An Option price is mainly (as said AlphaRocks) Time and Intrinsic value. The Intrinsic value depends on Monyness (OTM & ATM = 0; ITM = Delta -...
Aha. But the problem is the gap between ideals and reality. I wouldn't say that the United States embody what's called Capitalism. The same for...
It's not a linear relationship. It's a convex one. You end up with more opinions than economists. It's also easier to bullshit with macro than...
Not statistically significant. But beautiful snapshot.
A dax contract cost 25€ with a tick size of 0,5. So 12,5€ of tick value. Where the mini Dax cost 5€, has a tick size of 1, therefore a tick value...
How closely do you follow your positions ? Exposures ? What have you learned from your 2 positions ? This is the next step for you. Experiment,...
If I had books to recommend. - Reminiscence of a stock operator - Antifragile But you don't learn to walk by stayin' on your sofa readin' nor...
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