Say we have 2 funds A and B. Fund A r= .1 dd=.1 t=12 Fund B r= .2 dd=.55 t=12 According to your metric both would have a TPI of...
The OP's paper is wrong. Sharpe's problem is not a decreasing denominator rather, an increasing one. Standard Deviation increases with the...
The only real stimulant for the US economy would be to revert to a more protectionist stance for the foreseeable future, as our lack of...
Flow of Funds Report Offers Hard Evidence of Deflation http://globaleconomicanalysis.blogspot.com/2009/06/flow-of-funds-report-offers-hard.html...
AIG lost to JPMorgan.....etc, but most monolines posted no collateral in doing so. So any profits JPM has marked are bs if AIG can't cover them...
Looks like they just want to marginally move volume over to the cme contracts. Comical.
ES was introduced in 1998.
http://www.gogomag.com/talkingheads/misc_bloomberg_f.php http://www.gogomag.com/talkingheads/foxnews_fbn_f.php...
schadenfreude Pronunciation: \ˈshä-dən-ˌfrȯi-də\ Function: noun Usage: often capitalized Etymology:...
That's great and it's not a big deal to make consistent profits in the market, however, on a 2:1 risk reward your profitable trades would have to...
All this is illustrating is some open positions that haven't been stopped or closed. What has the rest of the account done from the time of the...
Your example is evidenced by the obvious downtrend prior to the event occurring and highlights the fact that the people on the other side of their...
The coin will never be "fair" in the sense your thinking of. You're implying a Gaussian distribution which is not what markets operate under.
http://www.riskglossary.com/link/stable_paretian_distributions.htm The market is not random. All coin toss examples are pretty much...
malaka
Interesting thread. I have spent the last 2.5 years automating "me". The need was spawned from the lack of sleep trading spot fx and the...
âYou canât eat relative performanceâ ...Roger G. Kennedy 1974
INow I sent you a pm with the description and links, it's not relevant to this thread so I won't post it here. Thanks.
I still have the long eur/gbp; short eur/usd; short gbp/usd trade on for over 2 months now. (I trade a basket of 12 fx pairs continuously) I...
Yes they charge. There may be other sites that offer similar services for free, I just blurted the first that came to mind. You gain an...
Separate names with a comma.