<sigh> I'm clearly outnumbered in this thread. I'll be posting in the PnL thread from this point forward if anyone cares to watch me fail in the...
We've completely diverged from the OP topic, but I get your point. The PnL thread can't be taken seriously for a number of reasons. So then what...
Austin, that is a rebuttal I can respect. Its the flat out rejection that anyone can make that in a week that I don't respect. As for the PnL...
Really, I didn't think it was that big of a deal, but I guess it must be a big deal judging from how vocal some are. I'll just keep it in the 2010...
Noted. Good point. How do you handle when a move goes against you if you don't mind? Do you start with 10 contracts or scale in/out?
I make about 8-20 trades per day @ 1 contract (~1-2 pts per rt). The reason I haven't moved to two contracts yet is because I still suffer from...
I use one es contract and I make $3000-$5000 a week. Using two contracts is essentially doubling your leverage. It makes me nervous, it should...
Hi Increase, Of course. I'll post those as they come, but for me, my performance metric is performance by week, not day. My current goal is...
Hi all, just started keeping track of my pnl this week. I'll try to update daily like the regulars here. :) a little catch up from last...
Different names on the accounts, foreign address. Sounds like a legitimate red flag to me. I'm sure your intentions are well, but this is how bad...
how the hell did this political dribble land in my inbox? moved?
Imagine that WSJ ran an article with a photo of floor traders/brokers/market makers with big grins on their faces during a major sell off day....
UrmaBlume is the original architect of this strategy. http://www.traderslaboratory.com/forums/f34/trade-intensity-5277.html I don't know if...
Kind of; there still is a data-snooping bias with out-of-sample observations. If you must though, try not to "optimize" any variables, or seek out...
Have you included transaction costs/friction in the numbers? What time frame is this on? 66 trades seems like a very narrow sample size.
That would be a form of data-snooping. If your original hypothesis (mean-reversion) doesn't produce the results you wanted (the pair continues to...
enabled RDP on the windows host, then use use an RDP client on your unbutu box. You can specify the width of the window to span across multiple...
A few days/weeks ago someone posted a link to this website that had you click a button as soon as it turned green and averaged your click response...
The CME isn't going to change anything soon. If they make the ES anymore granular, it will destroy whatever is left of the SP500 pit.
I would love to see these CME FX products take off. I can't stand hearing about people trading in traditional FX (retail). Volume is hidden, wide...
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