Your machine sounds fairly new, but another factor is that the batteries do start to lose efficiency after a couple years and you will notice less...
If you are Renaissance Medallion, 5%/44%. But it helps if you can return in the 40s >after fees< for 20 straight years like they have. 3%/30%...
If you are talking annualized % return to MAX drawdown, shoot, anything above 1 is pretty good in my book. If you are talking about more of an...
Fidelity is a very good firm for that sort of thing. Commissions are $10.95 a trade if you have at least $25k with them, $19.95 otherwise. $8 a...
Seward's Folly http://en.wikipedia.org/wiki/Alaska_purchase
How much of the federal budget goes to mandatory outlays and entitlements? Over a trillion? And we still have disease and hunger and crime and...
Certainly a lot of them are on the list because they made big bets that happened to go the right way. To invoke Taleb, did they have a good year...
I would suggest you test your unfiltered entry criteria first, then test a second time with your RSI filter to see if it adds any value. Test...
I think CSI data offers that
Another way to look at it is that they will have to make 233% on current equity to get back to high water mark. Take the whole monthly history...
A big position trading firm may choose to use quantitative trading tools purely for large order execution. Say they have a huge block of XYZ...
The drawdown statistics really need to be analyzed alongside your return and volatility numbers in order to be meaningful. For example, an...
You also add all the overhead of worrying about SEC or CFTC registration, and all the disclosure documents, audits, statement prep, legal fees,...
Futures have free leverage. The interest you make on cash by not having to put up 100% margin should offset the premium erosion. Stock index...
Try a 120mm fan if your case supports it. Those fans turn at 1500-1800RPM and move 45-50CFM of air. Compare to a traditional 80mm fan which...
I really think the notation just goes back to what was easiest for foreign exchange traders to quote over the phone. It is easier to quote the...
The carry on FX futures is mainly a function of the relative interest rates between the two currencies. US interest rates are > Japanese rates,...
I have had some luck with entering MOO's into the extended hours sessions at a limit price of the current day's close (or recent quote if it has...
I would agree with a security table and a market data table for proper design. "security" table market_id autonumber int [primary key] symbol...
There is very little going through the ICE Russell complex at the moment. However, as you note, the ICE has acquired an exclusive license on the...
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