Going to 100% CASH for Thursday 4/5/07.
Sounds like curve fitting to me. Run the same parameters on a different set of historical data and see what you come up with.
Complete rubbish.
They don't. Neither does H&R Block's TaxCut. If you want to account for wash sales correctly when using these two programs, you have to figure...
NDX Wk 13: -1.208% NDX Mo 1: +2.014% NDX Mo 2: -1.712% NDX Mo 3: +0.611% NDX YTD: +0.880% NDX Max Drawdown: -7.225% BLB Wk 13: -0.337%...
Sounds awfully familiar. I referred to a "scaled out" trade in a previous post: As stated previously, the "scaling out" vs. "discrete trade"...
Increasing long position to 100% OTPIX.
Initiated a 25% OTPIX (long NDX) position for Thursday.
Of course not. Your mind has been made up since the original post. Keep the blinders on - don't let any cognitive dissonance get in your way....
Another erroneous assumption. He adjusts his trade sizing at regular intervals based upon the present expectancy of the position. P.S. Q:...
All funds to CASH for Tuesday.
You could try sending 'em an email @ fosback.com as well...
Ned Davis Research would probably sell you one.
Er, no. You should probably try reading the "Mr. Quant" post again. There is no such thing as a "target" in his trading methodology. In fact,...
NDX Wk 12: +2.974% NDX Mo 1: +2.014% NDX Mo 2: -1.712% NDX YTD: +2.114% NDX Max Drawdown: -7.225% BLB Wk 12: -0.226% BLB Mo 1: +0.734%...
All well and good, but some people don't trade like that. Let take Mr. Quant as a hypothetical example: He has built a model that assesses the...
Selling half of USPIX.
All funds go to USPIX for tomorrow.
Actually, that's not the case. The question here is whether it makes sense to hold 2 positions having positive expectancy vs. holding one. My...
Going back to 50% SOPIX (short NDX) for 3/20.
Separate names with a comma.