Thanks for your answer. Would you mind walking me through this part?
Hi all, Hoping someone can help me out with something thatâs been vexing me for some time. Basically, Iâm wondering how to figure out how...
Thanks, I think I'd do LIFO. Do you know any software that does that sort of thing? I think that would be kind of hard for me to do in excel.
I was wondering what the best way would be to record trades in a trading log if I want to do statistical performance analysis and often trade...
Does anyone have any recommendations for a query tool that is better than XMIM by LIM? thanks
I was wondering if there was a forum or message board where CTAs and CPOs talk about issues related to their business specifically. Or at least...
We are free to raise outside money and the expected amount of money under management is definitely unknown. His goal is $25mm under management...
A guy came to me and plans on starting a CPO pool with me as the single manager. He incurs the costs of setting up the fund, raising money, and...
Thank you sir! That's exactly what I needed. Don't know why those Phd's have to speak in Math Cant--your excel equation is just a tad more...
That has been my thinking Murray. You definitely want to look at correlation of returns rather than the markets, but one should only real care if...
Volume most certainly doesn't equal liquidity. If you want to measure relative liquidity you would have to divide the day's range by volume so...
I've seen books about measuring correlation but I haven't seen anything about how to actually use the correlation coefficient to find a position...
I seem to recall a list of the markets Graham Capital trades in it's trend-following systems. I know there is one for transtrend but I believe...
Anyone know of any other good forums, ie. well populated, that deal with system trading/design/etc.? Thanks.
Exactly. Now if I could just figure out how to do that in excel. :)
I actually read both of those before I posted. I'm not asking for a simplified version of the equation. I'm asking for the equation to be posted...
You've unearthed our cabal of drive-by forum posters! :p
My understanding is that the log-ratio method is more sophisticated. I'm wondering if you simplified it here. Thanks for your answer in any case.
I read a paper on using Log-Range as a volatility estimator but couldn't get through the mathspeak. Can someone post the formula in more traderly...
I just went to the TB website and got a domain not found. Are they closed?
Separate names with a comma.