You don't remember the name of the firm do you?
I am having trouble understanding the results you get for the first option vs the second option. In the second option are you getting an entire...
May I ask what the full quote was?
spike, Thanks for inspiring some of us here. I have one question. You said you backtest by hand? Is that correct? Would you be better off...
cia600, can you point us to any sources to confirm that? Ugly Americans was the first thing I thought of when I heard Hawaiian hedge fund....
I have to correct myself here. I believe what they meant by spread is not the typical pairing we picture. Aren't those margins specifically for...
Those 20% margins seem lame. I have perhaps a silly question. I see that the intra-commodity spread margin rate is only 5%. Is that spread...
PuffyGums, those are my two favs. I lost my copy of Open Outcry. That movie is so good. I love the guy who's doing index arb talking 500 words...
I never trust open prices too much on cash indices for backtesting for the reasons you mentioned. Try your same system on QQQQ or SPY data. They...
Why not simply take the futures price since they always trade at open and calculate the anticipated cash index value by looking at fair value?
Waiting for trades is no big deal. You should be so busy it is almost a nuissance. Spend your days testing more and more ideas. Then as you get...
Runningbear, Any idea what makes the Aussie market so resilient over time? Is there something with their economy or resources? I noticed it...
IGolf, What I meant by volatility I think was misinterpreted. Go study the concept of "ATR". Each stock has a unique Average True Range....
Big question ... How much buying power are you big swinging youknowwhats throwing around to make this type of money? I'm impressed by the...
IGolf, An 11 part trading plan that has never been backtested is not a good idea. Yes it is good to have monetary limits when you are starting...
Cutten, I love your thinking. If only I could study enough charts to know how difficult it might be. I will say though that there are somewhat...
ig0r, you're only 18. Very impressive!!
I would suggest backtesting your own original trading ideas yourself in your spare time. Perhaps even partner with a computer science major when...
Can you try www.5perside.com? I know they have a lot of products including pit traded ones.
If there is no autocorrelation of returns then "trading the equity curve" by following the trend of the recent past will fare just as poorly as...
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