Recent content by laurentc

Hi. Thanks for your answers. @Fonz : I did not really find the "right solution" for now. I have still to try Hypertrader, the RTSoft looks promising, and Ninjatrader seems to be another efficient solution even if it is the most expensive one. Will let you know when I eventually find the...

Thanks for your answer. I cannot see the link between "Doctors Without Borders" and a bridge between TS and IB but hey, maybe one or two guys there thought they had time to play on the markets during leisure time... As for the second one, huge flaws like this are pretty dangerous, which...

Dear all, We have used Tradestation for both backtesting and as broker for years. We have used Interactivebrokers as broker for even longer (almost 15 years!) Interactivebrokers is probably the best broker out there for most people, from beginners to small hedge funds, because of...

Please excuse me for this "up": no one has any piece of info? :confused:

Hi all. I am interested in downloading technical data from free website(s) for many stocks at a time. For instance I would like to be able to see the 20-Moving Average for each stock in the US, the 10 and 20 days stochastics and other technical data. I would like to easily download these...

Hi. I concede I was rather confused when I tried to quote future bonds at that time. Now things are much clearer. And what explains most of the difference is not what you said, but the real maturities of futures. For instance, the 30Y futures is related to the delivery of a bond which is...

Hi. Some other guys already posted the details, published there: http://www.interactivebrokers.com/en/general/about/mediaRelations/05-03-07.php?ib_entity=llc The following lines are the most important (especially the first and the last) * THE AUCTION CLEARING PRICE was $33.00. *...

Maverick1, thanks for the link. I found it previously, but unfortunately, we only have the graph and not the precise statistics of the ZCM/MAR Trend Follower Advisors Index. I would need the monthly returns... I think I will have to contact ZCM directly to get the figures. Thanks for...

I will not try to 'prove' the Trend Followers are poor managers as a whole. I fully understand the results are biased. However, I would want to study these 'biased' results to be able to confirm my mind. No one ever see stastitics figures of a group of Trend Followers?

Thanks for your answers. I understand you do not want me to invest on Trend Following strategies. Good news: I do not want to :D I would like to find statistics on Trend Following indices to confirm that their risk-adjusted return ratio is pool over the long run... (even if some did...

Thanks JTanko. I was on his website, but I was not able to find the statistics I would like. I saw some graphs that do not have the lastest statistics. Did you remember if you saw the exact data he used? (I am loking for the numerical data to make my own statistics on these)

Dear all, I am looking for some data / results of Trend Following Strategies as a whole. I found there are several well-known indices, such as the ZCM/MAR Trend-Follower Advisors Index, the S&P TFI, or the CISDM Trend Follower sub-index. However, I am not able to find these data on...