Recent content by fickletrader

Look where you can reduce parameters and do so. Example: substitute moving average crosses with trend speed. How to do that? Lots of ways but you are basically interested in an up or down signal over some lookback period X. Your target and stop params are really just parts of an overall...

Every stop order I have sent to IB that isn't immediately marketable is blue. I think brokerages handle the stop part of an order while exchanges handle limit and market orders. I suspect you will have the same experience at any broker. I only see blue limit orders when they are far outside the...

Another really good read on this topic is Jack Schwager's introduction for the interview with Ed Thorp in "Hedge Fund Market Wizards". I think most would agree that the timeframe for skill to overshadow luck reduces as a trader/investor stacks more edges.

The share prices of all of these bond funds are basically "marked to market". A simplified explanation is if you bought a bond and held it to maturity and it paid all the coupons with no problems, at no point did you lose any money. But if you checked everyday how much the market was willing to...

I think they're hoping we're all drooling, handicapped, buy-stop, sell-stop, no-jaywalking idiots with nickels pouring out of our pockets all over the ground for them to pick up and then drive a steam roller over us. No explanation they could possibly give will make any sense to anybody but...

Dear volpunter: Why not focus on the 45 seconds interview with Remco Lenterman I was calling out, starting from 43:47 in the youtube instead of taking us off topic with some flamebait screenshot you made from some random part of that show that nobody was even talking about. Glad you're reading...

This feels like a stealth tightening by regulators instead of the monetary policy tightening by central banks that we're all accustomed to. Regulators forcing wider bid-ask spreads to increase liquidity is the opposite argument we hear from the HFT firms justifying their existence: that without...

Here's the graph showing 100% bitcoin in green, vs a 50/50 bitcoin/USD cash split in blue:

Here you go :) SLV at 50% and cash at 50%, rebalanced at the open and the close in green. SLV at 100% in blue. Interestingly, the daily sortino stat at the bottom of the image drops in half for SLV but the sharpe ratio stays roughly the same. Also the max drawdown for SLV over this period is...

Look up books by Thomas Bulkowski for a reasonably comprehensive study of this kind of testing.

If you want to pretend inflation is higher prices be my guest. For the rest of us, these two charts pretty much sum up the situation:

I forgot to include the spreadsheet data for those graphs. I attached them to this post. I had to rename the csv files to txt for the upload.

I am part of a startup that is working to release a software this August that can do what you are asking. Since I wasn't sure if you wanted a spread or a ratio chart, I'm demonstrating both below. If anybody is interested in this software, please send me a PM. Ratio (XOM/SLB): Spread...

I guess nobody can agree with you? You're the only one who can be right. I can see what you're doing in the picture of the portfolio, and here it is. Now would you like to respond to my original question or just be a troll some more?

The portfolio in the chart posted early in this thread looks just like a 60 /40 graph to me. To the poster of that chart: can you share with us how it is different, or post that stats comparison instead of s&p comparison? I think all would agree it is better than the s&p on a risk adjusted...