To answer sle's comments, 1. first calculate std dev using stdev() function in excel on your daily return; 2. divide your max dd by std dev....
recovery started +2K
-10900 2nd week of sep. not the best week ever :)
i work full time, trade full time, and garden/raise chicken part time.
http://www.uic.edu/classes/actg/actg516rtr/Readings/Financial-Economics/Technical-Analysis/Foundations%20of%20Technical%20AnalysisComputational%20A...
A correctly done TA based on reading PA cannot be tested. The best test is your account PnL. If it is so easy then even an economics/finance...
If you run a large fund, or have longer horizon, FA helps you to manage large amount of money. If you have less than 8 figure, trading technically...
As I explained earlier, simple TA rule does not work. But TA helps you to read market. I am not surprised by your reaction since I have the same...
Have you ever successfully traded before? You do not sound like a trader. You sound more like a fund manager. There are many ways to interpret...
coming from an academic background, i totally understood why academic research failed to find TA rule that works. TA works in a context....
1st week of sep. back to work. got distracted by lots of things. +1500 for a short week. hopefully actions are coming back in the mkt.
any thoughts on CTS T4? i believe they also have a spreader.
I mean daily return. I am just giving you an example. A 0.2 mean/std ratio, or sharpe ratio, on a daily basis is pretty common I believe among...
it is difficult to know the odds even after setting target and stop. so it is hard to apply kelly before a trade. here is my solution. trade...
substance is in the eyes of beholders. but it is hard to know what to look for if you do not have the expertise to judge. no one is going to bring...
another great and honest post by sle. when you earn time decay, you pay in negative skewness. so if you have a large account bal buffer, and...
finally aug is over. hopefully sep will bring more actions. +2700
if you do not do 10K future contracts, IB is pretty competitive. their way of ruthlessly enforcing margin requirement - sometime not exactly...
no. i will these type of things as small costs of doing business. you are trading off some glitches with financial stability.
yeah. on both sides.
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