Recent content by cfrericks

If you're engineering background is strong, there's a good chance you can get in at a "real" prop firm in Chicago or NYC. They prefer to hire mostly engineers and *maybe* a few economists. You'll start as a junior trader making $40k/yr while working the overnight, but within 3-5 years it's...

Lescor - Thanks for the thread, it's a place I often visit for inspiration on the tougher days. I just wanted to ask - do you think echo will eventually be forced to reduce payout? I'm with IB now, and have been considering moving to bright or echo for awhile now. Needless to say, I was...

I take that back - I am looking for the variance to be consistent and as soon as it breaks from that consistency than I am cutting the time frame. So far the results have been pretty close to my typical look back period.

just thought of this - what if you measure the variance for multiple look back periods while looking for an abnormally large deviation in that value from one time frame to the next longer frame. for example - if variance typically increases linearly with a time frame increase but suddenly it...

This is something I find myself pondering more and more. You'll find that there is a wide range of window sizes used in academic papers, so there's little help in finding a definitive answer from published work. Unfortunately, I haven't found the time to do a full study on my own. I've had a...

yea, you're right. It's 365. sorry.

yes, the program would be FAR more powerful if it didn't have so many ridiculous restrictions like this. I am in the process of coding my own system using VBA and excel which does a lot of what ptfinder does, but is far more powerful and versatile because its completely open ended. also, a...

backtester shows average correlation defaulted to the past 100 days. console shows the current correlation

click the "triggers" button

ah ha! my first semi-intelligent response from a politician that received my petition: (Quigley is a fiscally conservative democrat in the house from Illinois) Dear XX. XXXXX: Thank you for contacting me with your concerns regarding H.R. 4191, the Let Wall Street Pay for Wall Street's...

That bill died. The new proposal is H.R. 4191. Same thing, but you should be following that number rather than H.R. 1068.

I just read that tradestation requires a minimum daily balance of $5000. Is this true? Not that $5k is a lot of money, but it seems like several people are using them just for the platform and in that case it would be annoying to have to keep that money in there idle. Anyone know a method...