Sounds good...how do you determine what is your bias at different times? What is your criteria for stop-loss for components that have moved too...
Say your strategy is to long the top 3 sectors and top 10 industries ETFs based on January's performance (Using Jan as whole year Barometer), and...
This is an initial phase that many profitable retail traders go through, searching/pursuing for years...only to realise that nobody will sponsor...
78% fibo?
So what are some of the soft stop designs for reversal...or can hard stops be better for trend riding systems?
What criterias does one use to determine whether the price movement is one of a turning point to exit or retracement to enter a position? Is...
See post on first page...just like sharpe ratio, it is a way of measuring trading system, fund or trader's performance.
It simply means both fund A & B have performed equally well in this selected timeframe of 12 months...but if fund A or B has a longer history, it...
Bottom Line-> sharpe ratio is obsolete. Use TPI I devised. Why waste time on something that does not work efficiently in modern financial...
Sharpe ratio is indeed too simplistic and outdated... The industry should use my index to select traders and trading system: TRADER...
If you ever suggest something useful I will be impressed
They just need to print more brand new ones:)
don't bother as long as the end result is still profitable.
Not for index ETF.
I also analyse different indices pairs ratio but the spread topic here is between the exact same index ETF and futures.
Trading ES vs SPY but looking for better ones
Vat milliseconds? look at the chart, it takes a few days for them to converge...
Is anyone here also spread trading between ETF and the corresponding futures? I am looking for a pair that have sufficient difference in spread to...
even simpler explanation...2 days of donuts and ice-blended coffee... watching all the great analysts on cnbc and bloomberg on projector tv and...
Does your directional method based on whatever indicator(s) have > 8 losses in a row? If you bet it will not, then perhaps you can use this...
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