well, from purely mathematical standpoint, this is incorrect. optimum risk (measured as % of portfolio) is a function of expectancy (probability...
this is called "shorting against the box" and was made illegal because it effectively allows you to circumvent the uptick rule. (yes, i know, so...
i second that. our experience shows that each introduced variable comes at a cost. throwing a large number of variables at a program just makes it...
well, in our case that would be a transatlantic line. last time i checked the prices for these were nothing short of astronomic. of course we...
datek, but we'll probably switch once a decent broker starts to offer a CTCI (without the silly leased line requirement a la IB). - jaan
we use a custom piece of software that we have programmed ourselves. the only "retail" systems i'm aware of are tradestation and metastock --...
no, we trade nasdaq. a significant advantage of the system is that it can continuously monitor thousands of stocks, and instantly react when...
i belong to a group that does fully automated trading, and - at least for us - second guessing is not a problem at all. think of it this way:...
as tntneo already pointed out, nobody should be after 100% accurate signal. instead, positive expectancy is what we should be after. also, re...
i use a 100% mechanical system, where i have a custom piece of software for both backtesting and trading. i'm not going to argue whether it is...
first, thanks, hitman & others for a great thread! this i don't understand -- are you saying it is illegal to go long XYZ if you believe the...
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