Search Results

Search Again

  1. Market and quantum effect...

    He-he.. English is not my first language either :) With all those similarities to QM the good thing about market – you don’t have to know...
    Post by: m&m&m, Oct 2, 2003 in forum: Technical Analysis

  2. Market and quantum effect...

    Though I have no idea what Harry is saying, I think some similarity between Quantum Theory and the Market are huge. 1. Waves. I think most of the...
    Post by: m&m&m, Oct 2, 2003 in forum: Technical Analysis

  3. Can a System be reverse engineered just from viewing daily trades/account statements?

    If it’s not some sort of a random system, then I think it’s quite possible. I’m not sure one would need months to crack a system. Just get...
    Post by: m&m&m, Sep 29, 2003 in forum: Strategy Building

  4. Sell a strategy

    Bob111, thanks for your input. I’m not saying I’m selling. My question was – let say there IS a system – is it possible to sell it? Let...
    Post by: m&m&m, Sep 26, 2003 in forum: Strategy Building

  5. If 80% lose why you think you can make it?

    How about 10$ from 1000$ equals 0.1% ? :p
    Post by: m&m&m, Sep 24, 2003 in forum: Trading

  6. Sell a strategy

    I’m not sure I understand either. How can I make just 0.1% commissions on a 1,000$ trade? Average commission with IB is about 10$ per trade....
    Post by: m&m&m, Sep 22, 2003 in forum: Strategy Building

  7. Sell a strategy

    The system was back tested with S&P500 stocks only. When trading for myself sometimes I use Russell 1000 stocks.
    Post by: m&m&m, Sep 20, 2003 in forum: Strategy Building

  8. Sell a strategy

    Thanks for all the tips, guys. This system was specifically designed for a Hedge Fund. For one thing - number of transactions –100-200 per...
    Post by: m&m&m, Sep 20, 2003 in forum: Strategy Building

  9. Sell a strategy

    That is exactly the soul of my question - how do you proof the system without showing actual trades - and who would pay you afterwards if...
    Post by: m&m&m, Sep 19, 2003 in forum: Strategy Building

  10. Sell a strategy

    Is it possible to sell a trading strategy to some hedge fund? Let say strategy was back tested for 5 years, returns on average about 1% per...
    Thread by: m&m&m, Sep 19, 2003, 54 replies, in forum: Strategy Building

  11. Pairs Trading Strategy Model

    Let say you have a great strategy and you making very good money with it. Would not you want to sell it for a few millions?
    Post by: m&m&m, Sep 10, 2003 in forum: Strategy Building

  12. Pairs Trading Strategy Model

    ... and tell us your pairs too :D
    Post by: m&m&m, Sep 10, 2003 in forum: Strategy Building

  13. Pairs Trading Strategy Model

    Hi, For back testing, I used only S&P500 stocks for 1998-2002. Actually, to get correlation for January 1998 I used data since 1996. I do not...
    Post by: m&m&m, Sep 5, 2003 in forum: Strategy Building

  14. Pairs Trading Strategy Model

    I also back tested both strategies (not intraday though). Here is my conclusion: Pairs obviously do not always reverse to mean. I also do not...
    Post by: m&m&m, Sep 2, 2003 in forum: Strategy Building

  15. statistical arbitrage

    Actually, you have to divide that number by 2, but still - impressive
    Post by: m&m&m, Aug 28, 2003 in forum: Strategy Building

  16. statistical arbitrage

    This is a very interesting discussion here about how difficult the math for pairs trading. And what is better – correlation or cointegration?...
    Post by: m&m&m, Aug 28, 2003 in forum: Strategy Building

  17. statistical arbitrage

    MO and IBM have just about 10% of historical correlation. There is no reason to trade that pair (speaking of common sense). However, if you'd...
    Post by: m&m&m, Aug 21, 2003 in forum: Strategy Building

  18. Pairs Trading Strategy Model

    Post by: m&m&m, Aug 13, 2003 in forum: Strategy Building

  19. Pairs Trading Strategy Model

    I back tested S&P500 stocks for the last 5 years and found out that some pairs tend to diverse and some to reverse to mean. And for any given pair...
    Post by: m&m&m, Aug 13, 2003 in forum: Strategy Building

  20. Pairs Trading Strategy Model

    Ha-ha-ha. If there is a working strategy (any one) - sure it is easy. The most difficult part is to follow the strategy.
    Post by: m&m&m, Aug 11, 2003 in forum: Strategy Building
Showing results 21 to 40 of 47 Next >
Search Again