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  1. Emotions - How do you deal with it?

    Well, if you override your trading system, you shouldn't have one in the first place. Of course it requires that you have backtested it through...
    Post by: QuantWizard, May 4, 2014 in forum: Psychology

  2. Setting max contract and position size on ES trading

    So...obviously you need to reduce your position size and increase your share of cash to reduce net leverage, all of which is determined by...
    Post by: QuantWizard, May 4, 2014 in forum: Index Futures

  3. how to start futures trading (emini)

    I also agree. Unless you can generate very steady returns with stocks, don't even think about futures. Tip: start out with the ETF SPY, once you...
    Post by: QuantWizard, May 3, 2014 in forum: Index Futures

  4. Disable auto log-off in latest IB TWS release?

    Hi all, I installed the latest IB TWS version as I was informed that the API won't work with earlier versions after Apr 31st, but now it seems...
    Thread by: QuantWizard, May 3, 2014, 8 replies, in forum: Trading Software

  5. Emotions - How do you deal with it?

    Automate the trading.
    Post by: QuantWizard, May 2, 2014 in forum: Psychology

  6. The fallacy of "continuous Kelly"

    I think you might take it too literally - in essence what it means is that you increase order size in case of profit and scale back in times of...
    Post by: QuantWizard, May 1, 2014 in forum: Risk Management

  7. The fallacy of "continuous Kelly"

    What do you suggest instead? Martingaling?
    Post by: QuantWizard, May 1, 2014 in forum: Risk Management

  8. Tax implications for non-us citizen/resident trading through US-Based LLC

    You are correct - no US corporate or income tax applicable for you.
    Post by: QuantWizard, May 1, 2014 in forum: Taxes and Accounting

  9. Trading algorithmically a folio without stops (with IB), real $$$

    Lots of descriptions, but what about the PnL?
    Post by: QuantWizard, May 1, 2014 in forum: Journals

  10. Target missed by one tick

    I agree!
    Post by: QuantWizard, May 1, 2014 in forum: Trading

  11. My Trend Following System

    As Warren Buffett once famously said: I knew that charting didn't worked once I turned the chart upside down and got the same result. Whether he's...
    Post by: QuantWizard, May 1, 2014 in forum: Journals

  12. Setting max contract and position size on ES trading

    5 ES contracts with 10k and 1k stop loss? Are you suicidal? Do the maths: in you case, a 0.2% drop in the index, which would be caused by nothing...
    Post by: QuantWizard, Apr 30, 2014 in forum: Index Futures

  13. New book on how traders are beating the HFT guys

    What's the big deal? You only have problems if you try to compete with them, i.e. at sub second frequency. Most HFTs are market makers and hence...
    Post by: QuantWizard, Apr 30, 2014 in forum: Order Execution

  14. maybe something related to mental

    Knowing when a "high" price is too high is absolutely crucial, meaning that predicting regime switches is more important than predicting prices.
    Post by: QuantWizard, Apr 30, 2014 in forum: Psychology

  15. Trading System Building Learning Curve?

    Could not agree more!
    Post by: QuantWizard, Apr 30, 2014 in forum: Automated Trading

  16. The next Black Swan event

    Real estate bubble crash or credit crunch starting in China. Yes, I live in Shanghai.
    Post by: QuantWizard, Apr 30, 2014 in forum: Economics

  17. What was the ***last*** thing you had to master before becoming profitable?

    Regime switching and properly determining when NOT to trade. I now generate annualized return in excess of 80% with Sharpe ratio of 2.0.
    Post by: QuantWizard, Apr 30, 2014 in forum: Psychology

  18. My Trend Following System

    I think this whole discussion shows the subjective nature of charting, and why so few (if any) can make any money out of it in the long run...
    Post by: QuantWizard, Apr 30, 2014 in forum: Journals

  19. HFT, and is backtesting helpful or harmful?

    Excellent example on how extremely poor moving averages are for making predictions - yet it's mind blowing how CNBC pundits still refer to 50- an...
    Post by: QuantWizard, Apr 30, 2014 in forum: Trading

  20. Any traders in China?

    Not sure why it doesn't get through, send e-mail directly to loco_barocco@ymail.com.
    Post by: QuantWizard, Apr 30, 2014 in forum: Hook Up
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