I plan to start active investing/trading in stocks/mutual funds/options. As a hedge to my own efforts and for diversification purposes, I want to...
In my last post, the spreads were for the 10 year- 2 year bonds.
For US Treasuries= 9 basis points But for Corporates= 55 basis points And for Munis= 73 basis points Interesting that the yield curve is...
A very good balanced fund for "buy and hold" is OAKBX. Three year Sharpe ratio= 1.65 beats most hedge funds. A good low expense fund is VPCCX.
Now that the VIX is trading near single digits, I wonder if this strategy is still viable. Is there some point at which it just doesn't pay to...
Epic- What tools do you use for stock screening? Do you use any of the canned screens available from IBD or Reuters? Do you screen only on...
Ask them for the 3-year Sharpe ratios for their portfolio accounts. If the Sharpe ratio is under 1.0, they are so-so, mediocre 1.0- 2.0 is very...
VentureRider2- I would think an important part of your decision is your current net worth, not just your compensation. If your net worth is high...
>>>Am I doomed to eventual failure with a system that scales in as price goes against me? <<< It can be very dangerous to blindly fade...
Most of the best short-term edges are related to either stale pricing arbitrage or legal front running where you can predict when/where other less...
Become a CEO of Morgan Stanley. if you are successful, you make a fortune. If you are unsuccessful, you do even better. :D
Between 1999 and 2004, I traded part-time while at work, but as a compromise I only traded mutual funds in tax deferred accounts. I did my...
Spy- I meant to ask what time period was covered by your last journal results spreadsheet that posted on page 214, 06-10-05 at 11:01PM. Sorry...
Spy: What is the time period covered by your last journal? GS
I liked the video. Down to earth and honest. I think it would be helpful if you quantify what you mean by a gap- what percentage price move,...
Thanks, I'll try it at work next week.
Does anyone know if Ed Thorp is still managing money? I would like to invest some money with him. (By using google, I found info on his...
Sorry, I read it from the magazine, but I think you can read it for free on the Forbes.com web site if your register. Just go to Forbes.com and...
Just read the Forbes article (May 23 issue)- "Last Man Standing" on Steve Schonfeld. The article seemed a bit unfair to me and had somewhat of a...
Hi Ernie, I do plan to join your forum. Currently I don't trade individual equities, but plan to start using them in the future for...
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