I went through the basic education for doing this (MBA,CFA) and would not recommend "pure" fundamental analysis for trading. I'm not saying its...
Thanks for the reply. I tried an overnight PM before and they asked a whole bunch of questions and in the end said try back when the US is open....
Is anybody seeing wierd margins on es options on IB? I am short a few OTM calls and the margins are about 140% of the margins on the es. I am...
Look up the different variations on GARCH models. The basic idea is that there is a long run volatility and current vol decays towards long term...
Does anybody have a prediction from a GARCH model or anything similar handy to share?
I think you would want to run this test on entries from your specific strategy instead of random entries. The reason you take trades from a...
If I understand what you mean I think you can change the numbers in the example I gave you earlier and figure this out.
If you don't mind me asking, what do you expect to get out of this? Are you looking for a baseline favorite stop strategy to test different...
Cool, if we just make the dollar fall in value faster than stocks then we can stay in a bull market forever.
These are managment decisions that probably vary a lot across funds. I think these timing differences just transfer money from the old investors...
I don't think you're getting it right. It works something like this: 1) Fund starts the day with the portfolio that was there at the end of...
that can't be the story if US is up too, can it?
The fund does not make money off the investors this way, the investors own all the securities in the fund. But some "investors" used to make...
Most funds are not fully invested though - they try to hold some cash to meet redemptions. If they have to sell illiquid securitied every time...
I'm not saying you are wrong but I don't understand how this can happen. The govt bond market is deep and hard to manipulate, not like an...
Valueline has a product with historical fundamental data, I think it is called investment analyzer. Not as good as compustat but much cheaper....
Good points. Maybe they just make up the returns and use new investor money to pay redemptions :) Seriously I don't know what a reasonable...
Since he's not answering I'll take a guess, tell me if this sounds right ... The options are overpriced b/c shorts want to get out and there is...
Thanks for the data source. Your right, it does look like a huge task. I'm adding it to the todo list but I probably won't get to it tonight,...
nonprophet, thanks for the reply and the link. The manipulation explanation makes sense. Another explanation I didn't consider was that mm's...
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