Consider the following trade: bought 100 shares of stock XYZ at $100 per share sold 100 shares of stock XYZ at $120 per share Profit = 100...
I was researching various way to compute weighted averages, and came across something seemingly unrelated, called the Simpson's paradox:...
Does anyone know where I can find the Weekly Petroleum Status Report Schedule for the past years? There is one for current year (2016):...
I'd like to backtest a certain ES trading strategy which would only run on the days when the FOMC (Federal Open Markets Committee) announcements...
With the brokerage account based in the U.S., what are the instruments to short European and Japanese sovereign debt? Thanks.
Suppose you have the risk-reward curve as shown below. Intuitively, I feel that the optimal point on that curve is somewhere at around risk=0.2,...
Wassup with them ES futures today? Dropped 30 points after the market close today, and I don't see any news. Does anyone know?
Since Michael Brown’s death, the cost per square foot of a home has dropped by 47 percent in Ferguson....
'ello there, There used to be a setting that allowed me to set the number of displayed posts per page, which I found useful, especially when...
I typically start my automated system for the week on Sundays, after the market opens, at about 6pm EDT. Today, on Sunday August 24, I started it...
I know, the term "median maximum drawdown" may sound confusing, so let me explain. Suppose you have a mechanical trading system S which made N...
The Department of Defense declassified the following document: http://www.scribd.com/doc/223872345/CONPLAN-8888 Discuss.
Let's say you have trading strategy A and trading strategy B. The performance stats (such as net profit, max DD, profit factor, number of trades)...
I've been trading the ES for quite a while, and would like to diversify to the CL. My ES strategies are fully automated, and so would be my CL...
Let's say you have two strategies, A and B. Their profiles (as measured by profit factor, net profit, max DD, Sharpe's ratio, and number of...
I looked at the Globex holiday schedule, and couldn't figure out if it's going to be regular hours or early close for the ES on Monday, October...
Which is the most realistic answer of the following: For a 50k account, the monthly loss would be
Today's selloff feels laborious, for the lack of a better word. I am long from ES 778 as we are heading toward the close.
I figured that one of the "market ways" is to move in such a manner as to transfer the maximum amount of money from the accounts of one group of...
JBookTrader is a "sister" project to JSystemTrader. Both are fully automated trading systems, both are open source projects, and both are intended...
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