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  1. RM's occasional market calls...

    RM, don't want to pollute your thread, but as you talked a lot about gold... that looks pretty bullish for me
    Post by: unco, May 30, 2013 in forum: Journals

  2. setting up an incubator hedge fund.

    Hi Chad Would you mind updating on the subject? thanks
    Post by: unco, Feb 14, 2012 in forum: Professional Trading

  3. raising funds

    the equity curve...
    Post by: unco, Feb 4, 2012 in forum: Trading

  4. raising funds

    Thanks all for you reply, indeed it seems that warning people about the high leverage is the only solution if they are not able to put more...
    Post by: unco, Feb 4, 2012 in forum: Trading

  5. raising funds

    I've a question for people trading friends and family account via IB (or any other small managed account) Sorry if I'm a bit away from the...
    Post by: unco, Feb 2, 2012 in forum: Trading

  6. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom What about a sharpe or sortino ratio for each product (and may be global portfolio). Not really useful tho, just there for information....
    Post by: unco, May 26, 2011 in forum: Journals

  7. Robotrading: CT + Trending Strategy on folios of futures

    Hi PocketChange, How would you then define a balanced/diversified folio? Using correlations? Thanks
    Post by: unco, May 24, 2011 in forum: Journals

  8. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom What about an option allowing the user to chose the range of correlation levels he wants to highlight? (may be also choose the color?)...
    Post by: unco, May 24, 2011 in forum: Journals

  9. Robotrading: CT + Trending Strategy on folios of futures

    Beautiful work, as good as the paper I sent you. :) On which period is that correlation calculated? Can that period be changed ? Also if I...
    Post by: unco, May 20, 2011 in forum: Journals

  10. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom - ratio volatility in USD / PL (or something like that) Can give an idea of how much a product has been able to profit from a...
    Post by: unco, May 18, 2011 in forum: Journals

  11. Robotrading: CT + Trending Strategy on folios of futures

    Yes you got it :) I think it would reduce the risk, as you don't put all your eggs in the same basket. You just need a bigger basket ;) Joke...
    Post by: unco, May 13, 2011 in forum: Journals

  12. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom Not sure this has been mentioned here before... What about calculating the average daily range (and/or average true range) in $ for each...
    Post by: unco, May 13, 2011 in forum: Journals

  13. List of obscure trading related videos, movies

    TV show Scalp http://www.imdb.fr/title/tt1168681/combined But you need to understand french
    Post by: unco, Mar 29, 2011 in forum: Educational Resources

  14. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom, That's not surprising, as micro have very low volumes and FX futures usualy roll the last day of the contract (first notice monday...
    Post by: unco, Mar 8, 2011 in forum: Journals

  15. I Trade Fuckin Size

    Buy the F@#~ing dip http://www.youtube.com/watch?v=jllJ-HeErjU
    Post by: unco, Dec 24, 2010 in forum: Chit Chat

  16. Yahoo Data - Daily pull to .csv or .xls/.xlsx

    try this http://www.volumedigger.com/Software/Data_Downloader.aspx I only tried for google data and it worked... creating txt files.
    Post by: unco, Nov 2, 2010 in forum: Data Sets and Feeds

  17. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom, Looking at your different CT+T charts, it seems that some of them don't experience a drawdown at the same time (seems to be 2/3...
    Post by: unco, Oct 30, 2010 in forum: Journals

  18. Robotrading: CT + Trending Strategy on folios of futures

    Hi Tom, I think I'd prefer option 1, as in option 2 you don't really let T take full advantage of the up move. Actually you could test 2 other...
    Post by: unco, Oct 14, 2010 in forum: Journals

  19. ROBOT autotrading futures (through IB Gateway)

    Hi Tom, not if EUR goes to 2.5 ;) Effectively if you cumulate "mean reverting" strategies, at some point they will all be short during EUR...
    Post by: unco, Sep 28, 2010 in forum: Journals

  20. ROBOT autotrading futures (through IB Gateway)

    I would definitively choose independence. For 1a/1b you could launch 1 instance at the opening of european markets, then a second at the opening...
    Post by: unco, Sep 24, 2010 in forum: Journals
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