Can you provide an example of a limit order you placed with IB for which there were fills past the limit price but you did not get a fill?
What is your track record? This is more important than fund formation. If you have a good track record some funds will open a sub-fund for you....
05/02/2014: Signals Total: 100 Correct: 61 | Not correct: 39 If you do the math, the performance is negative. To start with, retailers...
A trend is no longer trending when the big guys decide so. Since the small guys can never know when this will happen, instead of asking a...
Basically I agree with you in the case of counterparty agreements (futures, forex, derivatives, etc.) but this is not true for the stock market in...
I will make a long story short. I have a win 7 laptop and a win XP SP3 desktop which I am just replacing with a win 7 one. Two external 500MB USB...
There is very high data-mining bias in such methods. See this for example.
Very good thread. Not that I agree with everything but I shouldnât have to. No edge = no success or even disaster In the past 20 years...
Dom993, how do you identify these patterns/rules? Backtesting?
Excellent post, sounds like someone who has done his homework. Mike Harris in his blog shows how 2 pips of commission and slippage in EOD trading...
Don't know about him but after today's rally more will quit TA.
Do you have any backtests of your methods? Easy nowadays to backtest for free.
OK now. You mentioned some outliers that made it big but what about those who lost everything? More importantly the guys you mentioned are not...
FX/futures is strictly a zero-sum. You have to outsmart other players. In stocks you can get lucky because of high earnings or other good news or...
If there is serial correlation of trades then this cannot apply because the CLT assumes i.i.d. samples. I know there are ways to relax the...
Risk measure depends on asset and timeframe. It is more of an abstract concept like "love", for example. It all depends. For long-term stock...
It is mainly called quantitative trading with the use of statistics and time series analysis. Decalog is one of the top blogs in this area. He...
This is an established method. You will need to do some statistical analysis. See an example in this blog. Another way is to use a measure of...
News like that create volatility. You should worry if they didn't. If your stops were wide enough you could have gained.
be be what? :)
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