Recent content by olintner

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    Quadriga Superfund - Managed Futures

    Performance Data from the European Web-Site: Superfund A -10.6% Superfund B -15.5% Superfund C -20.4% All those numbers are for Non-US-Investors, but given that they are YTD (two weeks trading), January has been a rough ride for many CTAs. Good trading, OL
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    Quadriga Superfund - Managed Futures

    Hi Maverick74, the charts have been take from a public advertisement of Quadriga. Quadriga originated from Teletrader a software company producing Omega-like software and providing real-time pricing and news information to corporate clients. Given my knowledge, it helped raise their first money...
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    Quadriga Superfund - Managed Futures

    Additional information: Copper Aug 97 til July 98 US T-Bond Feb98 til July 98 The charts show positions in the given markets. Whenever a trade is on, the stop starts "red" until the current stop is more favorable than the entry - from now on the stop turns green.
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    Quadriga Superfund - Managed Futures

    and here for US-Bonds, good trading
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    Quadriga Superfund - Managed Futures

    fyi - found in an old publication of Quadriga - Copper
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    Quadriga Superfund - Managed Futures

    Hi Vishnu, can't access the article without subscribing - could you post it somewhere? Regards, Olli
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    Quadriga Superfund - Managed Futures

    Hi damir00, from my current knowledge no merging of funds has ever taken place at Quadriga. The Quadriga AG was setup in 1996 - basically a limited, Austrian partnership where an auditor added up the values of all positions, costs, earnings, etc. at the end of the month. The Quadriga GCT is a...
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    Money Management and Porfolio Testing

    Hi Jerry78, what kind of software do you currently use - it will define/limit the possibilities of your endeavor. Regards, Olli
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    Tomorrow's price range for indexes

    Hi Walter, talking SP(ES) and ND(NQ) or other markets. If the majority will take place above the lows, does that mean I should buy violations of the lows? Thanks for your help, Oliver
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    Trading Hours

    correction for Globex: the currency futures are closed 5pm til 6pm EST the minis are closed 4.15pm til 4.30pm and again closed from 5.30pm til 6pm EST. Good trading
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    Trading Hours

    Hi Mut1ey, basically yes - but it depends on the contracts you are trading. For example the T-Bonds and T-Notes (ACE) have nearly four hours of break after 4pm EST (or so) and reopen around 9pm EST. The mini's (Globex) close at 4.15pm and reopen at 5pm EST - again these times are conversions...
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    Range System

    Hi ProfitSeer, did the following testing: 1) using SP tick-by-tick data from 01/2000 til 08/2003 (could do back til 1990) 2) defining range: High to Low, including Gaps if happened 3) defining synthetic contract: forward, absolute adjusted (absolute ranges remain same, relative change) 4)...
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    Trading Hours

    Hi Mut1ey, what you are facing is the fact that many futures can be traded through Globex 24-hours are day, contracts like the Nikkei225 even on different exchanges with different contracts... For the "main" hours of the mini's (SP,Nd,DJ) - what time zone are you? EST would be 9:30 til...
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    ESTX50 and DAX vs. ES and NQ

    Hi Fast_Trader, enclosed is a chart of trading performance for a short-term trading system (trade duration 1-3 days), trading real-time the dax, stxe, es and nq (nq missing in chart) since 1998. please note that the slippages for the system vary widely (4 ticks dax, 2 ticks es and 1 tick...
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    Van K. Tharp's Random Entry System

    Hi Stock_Lover, thanks for the input. My experience is that patterns, which have a fairly good level of predictability on daily prices degrade very fast to 50:50 when applied intra-day. Adding comissions, you are eaten alive. Could you be so kind a give us and idea of what a great system...
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