Recent content by kevinmr

  1. K

    Subprime crisis= no crisis

    Hi krazykarl - Can you give more details about your loan, such as reset conditions, principal amount, current payments, etc...? Thanks
  2. K

    Commodity Correlation Table

    Isn't corn as cheap as it gets?
  3. K

    Commodity Correlation Table

    I think what the poster meant is if you looked at a large number of 180 day periods the correlation calculated for each sample would not have been as high as the current one; thus he used the word "random" maybe spurious is a better word.
  4. K

    You can't generate positive alpha without a PhD.

    I would make a small modification: Change "a lot less" to slightly The fact is this: The markets are a lot more random than most traders want to think it is. It is also slightly less random than most academics want to think.
  5. K

    A problem with Technical Analysis?

    I do not have an opinion about the topic of your post but I think your statement about "reward" should be restated. I think it should be sated as follows: "markets reward more those who are willing to accept more risk". Going against the crowd is not necessarily taken on more risk and therefore...
  6. K

    SPX data and my bot

    Are you using SPX data in your analysis? If so, don't. Only use data from a tradeable market. There is a real difference between results generated from SPX and those from SPY.
  7. K

    Haven't seen MSFT move like this in a loong time...

    I am not yet a Vista user but a friend of mine who works at a small company told me at a a Knicks game the other night that MS has done a very good job of integrating search into the UI and apps. He further said that as a company they have pretty much stopped using Google. For what it is worth.
  8. K

    How much is 'A Good Living'?

    Here on Long Island, NY you need to net at least $100k which would translates to a gross revenue of approximately $200k.
  9. K

    Quantitative Finance

    What is the bar duration? What about commissions and slippage?
  10. K

    Why is it so hard to beat the market?

    Your first question begs for a bit more specificity. What market do you want to "beat" and what is the definition of "beating the market"? I am quite satisified with an ATS I run that returns jjust north of 1% per month with 1/3 - 1/4 the risk of the S&P500. Do I beat the market? Probably not...
  11. K

    Was Graham Right or Wrong?

    So many try because so many do not know a thing about probability and statistics. My guess is even if you were able to communicate clearly to these people how efficient the market really is they still would not pay it any heed because of ego and greed. One other thing: the majority of money...
  12. K

    Frosty's auto-trading bot goes live with REAL money

    1 year papertrading overlapping with development.
  13. K

    Frosty's auto-trading bot goes live with REAL money

    Accept my apology frosty. I do forget this is your first time up at the plate. My advice still stands. Your system is far from ready for primetime and you should shut the system off and list the different issues you have come across in the past weeks and formulate a plan of attack to alleviate...
  14. K

    Frosty's auto-trading bot goes live with REAL money

    WRONG! It is not the brokers fault. You will never become a good trader if you do not accept 100% responsibility for your P&L. Your system is so far from ready for primetime. I have never read a journal with so many excuses for failings. Frosty, you are torturing me!
  15. K

    Frosty's auto-trading bot goes live with REAL money

    frosty - This is one torturous thread. You obviously want and need help in producing a stable ATS but you are quite unwilling to provide any details that would allow seasoned traders to provide that help. You must recognize, if you want to be a trader, that your strategy has a very high...
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