"Trading without stops guarantees disaster" "Technical Analysis is worthless" "Your largest drawdown is always in the future" "Always...
Average front month volume over the past 3 months is more than 30K contracts per day; in that environment a desk that knows what it's doing can...
Quite a few CTA's agree with and follow procedure (B). However, today, in 2006, very few follow procedure (A) since it rules out trading global...
Jan Platinum traded 2000 contracts on 11/1 and 3800 contracts on 11/2. You could get filled on a 20-lot without getting drilled.
1. I am trading it on more than 50 markets, draw your own conclusions 2. With you? After reading (this thread)? No.
Um, why not test it on the historical data of IBM's stock price, or INTC, or SPY, or RMBS, or other interesting but decidedly non-random data?
I'd do the obvious thing: put together the various possible combinations, try them out, and see how they perform. Why rely on an opinion when you...
You might enjoy researching "Shannon's Demon" on the web. It's an algorithm for making money from a stock whose price is a random walk.
Wealth Lab Developer
Unfortunately they use a ridiculous definition of an "Expert" when counting up "Profitable Experts" in their contest. Their Rule II.1 says...
I do it on a portfolio of more than 50 commodity markets. Admittedly some of them are a bit thin (volume of front month less than 10,000...
There's a pretty easy way to create very negatively correlated strategies: by design, ensure that whenever strategy A is Long, strategy B can be...
Well that's a bit of a misunderstanding right there. On the first day, Yolanda's assistants flip 100 coins and Yolanda goes long 1% of her...
I agree, the only thing it is good for is an exercise in probability theory ... an exercise which demonstrates that it is possible to create...
Some don't agree with the opinion that typing the letters "y o u r e w r o n g d u d e" automatically guarantees correctness. Anybody can type...
Lots of people say that the act of taking a directional position (shorting a stock, going long a futures contract, buying a currency forward...
Why not just count the dots? Figure out what timeframe interests you for correlation studies; in my own case, I'm interested in monthly...
If you perform the very experiments that you suggest, you will find that Zack does not have a superior risk/reward profile.
Thank you for pointing out an ambiguity. Since ET doesn't allow edits to the original message after 1 hour, the clarification is shown below. I...
Um, that's rather a confident statement. However I think you wrote "trading" when you actually meant to write "momentum trading". There are...
Separate names with a comma.