Hmm. sorry I don't get it :-( As I said: the LastPrice falls through BELOW my limit price w/o ever filling my order. I wonder how this can be...
I'm placing a long buy order many cents below the ask and last price. After several seconds the ask and last price both drop below my order price...
Suppose a retail daytrader has a $50k margin account, and let's assume its value stays above that level for the whole day. He wants throughout...
" Here's the jist of Gallacher's discussion: * Fundamentals rule the day - technical analysis by itself is worthless. * That being said, you...
Jesse Livermore wants stay away from the market atmosphere: "On October 5, 1923, in order to practice his new techniques and theories,...
"Black Swan" events are considered extreme outliers. Taleb himself is an extreme outlier, ie. a black swan himself!... :-) A mathematician /...
To be exact it is 2.275%, ie. 22.75 monkeys out of a sample of 1000 will outperform the market by 2 SDs :-)
I've written a small simulator that shows how it happens. The answer is: "GEARING" (similar to leverage). Say there are n listed companies, only...
Too bad, it seems normal mutual funds are not optionable (except ETFs):...
Hi, just a question: is it possible to trade options on mutual funds? (name / ticker of the MF ?). Thx
How many intraday bars per day should one use in backtestings or simulations? Is 1-minute bars sufficient?
Me too please! :-)
I would say: diversification and active trading (ie. tight stop loss), and closely watching the stats (stddev should be <= 5% or <= 7.5%) BTW,...
Yes, lognormal and taking into account the mean return are my goals as well. I'm pretty sure their said 3 numbers are buggy. I get these...
Thank you, this seems to confirm my observations, ie. that the last 3 of their numbers seem to be wrong, isn't it? I'm giving you the link to...
Problem with VaR calculation example: Value-at-Risk (VaR) measures the worst expected loss under normal market conditions over a specific time...
Sharpe Ratio useless: "[...] It is worth noting that the Sharpe ratio tends to infinity as the denominator, the standard deviation, tends to...
I recently asked a trading guru about a system having a Win% of only 38% and he wrote to me the following: "A system that generates 38%...
Ok, agreed :-)
It's IMO a wrong theory :-) Can you calculate the annual lower and upper bound expectancy of a stock with a current price of $100 and with an...
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