Any Turtles here? What are your recent experiences of the Turtle trading systems? I just finished reading the Turtle book and got a few...
Does it make sense? BOJ went back to 0 rate again, but JPY was appreciating against USD?
If you look at the term structure of the Gold vs. Silver futures on Bloomberg, it's quadratic curve vs. straight line, any thoughts?
anybody knows?
I was about going to switch my system today, since my system didn't perform well lately. According to this planned change, I should have sold...
I was about going to change my system today, since my system didn't perform well lately. According to this planned change, I should have sold...
got killed today...
Hi all, Has anybody got any success story about using Granger Causality test in trading? Any good software package to use to test the Granger...
I am trying to build some sort of automation using TT API... Hopefully I can find people here and lets discuss... Thank you!
Hi all, I mainly trade quant strategies. Therefore I have systems that are running automatically. Often times I also like to put on a few...
Hi all, I am a Quant Analyst with stats/math background. I have been working on quantitative trading strategies as well as statistical data...
Hi all, Could anybody please share your experiences and point me to resources and discussions about risk control in auto-trading and HFT? I...
For futures, such as CL the crude oil, what's the best way to hit close, if my backtest is based on daily close price?...
If you have a portfolio that's growing over a long period of time; and you keep reinvesting all the PNLs; if the total cumulative capital is...
Suppose you are running multiple strategies, some of the strategies are dropping like a rock these days... do you shut down these strategies? And...
Lets say you are optimizing three parameters, by grid searching, you obtain: SharpeRatios as a function of parameters p1, p2, p3, where p1...
Hi all, I only have MultiCharts trial version so it looks like I cannot post this to TradeStation forum or MultiCharts forum. (Btw, anybody...
Hi all, If the strategy reads "sell 1 contract next day at open", and so the backtest is based on "open prices"... And of course when you...
In pairs trading, you have to choose a window size for doing the regression. In fact, this is probably the only parameter that's needed. But...
Hi all, Could you please recommend some good magazines/newsletters for trading systems and strategies? I have heard about the futures...
Separate names with a comma.