Recent content by TheoCap

Courtesy of ACrary.

I completely agree and would recommend you looking into CTC. I went through their recruitment process and found them to be a top notch shop. Also, the chance to learn under Natenberg would be very valuable. As far as preperation, it's super competitive and you have to know your stuff, just...

Thanks for the clarification. My only question is what does the system look at if it is monday(or does it not look at anything)? I really need to buckle down and learn some EasyLanguage. I think your'e exactly right re: the ADX component. So summing it up the strategy is fading an attempt...

thanks a ton oliver. I really appreciate it. I got the same gist you did, i just got thrown off by the rolling date-setting method used. Overall, you're right it's not anything special (although i've found my results come from simple strategies), but it was only developed as a...

hey all, I'm currently re-reading all of Acrary's posts and came across a dummy system he devolped to measure traders against. attached is the code. However, my one semester of Scheme experience isn't helping me out with understanding this format. If anyone has the time/inclination, Would...

because there is an inherent correlation between the cash market(stock index) and the futures, they will trade in tandem. If a descrepency arises in this relationship (i.e.- your example "a big guy buying futures"), arbitrageurs come in and push them back together in an attempt to make a...

wow, never expected to see a reference to the Epic of Gilgamesh on here...

Exactly my point. Off the top of ones head, it would make sense to pick one from each asset class, but as i said almost single thing has increased in magnitude(moved towards -1 or +1) over the last few years. Its part of the whole global reflation that started early this decade. Thanks for...

if you could trade only trade 4 futures contracts in North America, which ones would they be? (assuming you had an edge in each, a stretch, i know). I'm considering this question myself; I'm looking to diversify my trading away from soley the ES, so non-correlation would be key in my case. I...

2.5, sorry

yeah, crazy. about 3.5 20-day ATR's in almost no time.

Ok thanks man. Really appreciate it.

Anyone know whats going on?