Recent content by Hamlet

Thanks for the informative thread. As someone with a background primarily in intraday trading, the first thing that I notice in the performance results is the low profit per share (.004357). Does the fact that you guys are not addressing per share related stats here indicate that you are...

Maybe he thought most people on this board were TRADERS, just like those specs and mms (so yes, there would be a connection), ALL of whom benefit from less efficiency, less noise, more trendy mkts, which you had with an uptick rule in place. I suppose if you're not really a trader, just some...

http://articles.moneycentral.msn.com/Banking/HomebuyingGuide/WhyRentToGetRicher.aspx?GT1=10022 By SmartMoney I have something un-American to confess: I rent an apartment despite having enough money to buy a house. I plan to keep renting for as long as I can. I'm not just holding out for...

During that plunge period the NYSE composite fell 1.4% and the Naz comp fell 1.1%. That is not a such a huge difference. Many of you guys were whining all over these threads for years about how bad it was to trade with the specialist. Now he is pretty much gone and the NYSE has about the same...

Doesn't he know that stock prices (trades) are the result of an auction controlled by humans based on emotion and supply/demand? How is this even remotely close to, let alone "exactly like" as you have stated, streaming fluids?

Nihaba, do you think it mostly difficult without the benefit of hindsight charting to determine if the current period is trending or not? For this reason might the better solution of switching between sets of trending and non-trending systems be to develop these so that in either type of market...

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Have you seen or do they have backtested results based on the trading of their entry signals which they will be providing you with? If there is a positive expectancy of the trades and it is profitable by more than an overall average per share of 2.5 cents (about your cost round trip), why...

I'm a bit confused as to why you made this statement since in fact this year so far has been tame relative to prior years and especially since the most recent four months have been flat or in a drawdown period. If anything, I would say that the most recent performance already suggests the...

What I find astonishing is that 80% of the returns could be due to the stockpicking/fundamentals. With such a short holding period and since fundamentals usually take longer than 20 days to play out, I feel inclined to attribute more of the performance to the timing/technicals. Alpha, any...

Thanks for sharing so much of your thinking. I remember a few years back there was a website called "stock-o-matic" which seemed to follow a similar concept and was offering it's system for sale to any institution that was interested. If I remember correctly the results were similar and could...

Thanks for responding to the questions. I posed this question as part of a two question post, but I do not believe that you answered it. If you prefer not to, I'd surely understand. Is your fundamental criteria general in nature or related to some specific event or change which occurs?

I like and can identify with your technical entry points so far. Two questions about the fundamentals: a) Why do you suppose that fundamentals have an impact on the 20 day performance of a stock to provide this edge. b) Is your fundamental criteria general in nature or related to...

There is only one line going in to NYSE (DOT).

Is this a discretionary or quant system?