Recent content by Mitsushiro

Hello is there anyone here that trades the fair value arbs on above markets by system? I'm having a little bit of a problem with the calculations for fairvalue, buythreshold and sell threshold. I read a couple od articles about this strategy, and it said I need SPX(planing to switch this...

Quote from intradaybill: There is nothing fundamental in this type of strategy to provide an edge. The results are totally random. If this startegy worked in the past, it was only due to pure luck. Diversification may help to smoth returns but to make large gains the risk/reward ratio must be...

>>nazzdack >>4) Be sure you're including a large enough universe of markets to trade besides financials, i.e. stocks, bonds and currencies. Thanks for your tips. I will try adding more variattions of markets that has a tendency to trend relatively to other markets. >>Handle123 >>I...

Hi everyone. I am creating a LT trend follow system. I got the basic parts of the rules to come out pretty good, nice PF, winning %, MDD and average trade. The system is based on the turtles strategy, 50 day high low break out. with an average holding period of 20 days. I just have one...