Recent content by trd

Hmm. sorry I don't get it :-( As I said: the LastPrice falls through BELOW my limit price w/o ever filling my order. I wonder how this can be possible? Any other plausible explanations?

I'm placing a long buy order many cents below the ask and last price. After several seconds the ask and last price both drop below my order price but my order does not get executed. I cancel my order and repeat it. Again the same happens. It always happens the same. How is this possible...

Suppose a retail daytrader has a $50k margin account, and let's assume its value stays above that level for the whole day. He wants throughout the day ideally have simultanously 5 positions open, each initially worth about $10k. If a position needs to be closed he closes it and wants to open...

" Here's the jist of Gallacher's discussion: * Fundamentals rule the day - technical analysis by itself is worthless. * That being said, you need some technical entry and exit system to support your trading system. * All technical only systems are pure crap - Fibonacci, Gann, etc are great...

Jesse Livermore wants stay away from the market atmosphere: "On October 5, 1923, in order to practice his new techniques and theories, Livermore moved his offices uptown, from 111 Broadway to 730 Fifth Avenue, the Heckscher Building. He designed the offices very carefully. He wanted to be...

"Black Swan" events are considered extreme outliers. Taleb himself is an extreme outlier, ie. a black swan himself!... :-) A mathematician / statistician cannot take him for serious, IMO.

To be exact it is 2.275%, ie. 22.75 monkeys out of a sample of 1000 will outperform the market by 2 SDs :-)

I've written a small simulator that shows how it happens. The answer is: "GEARING" (similar to leverage). Say there are n listed companies, only 1 of them needs to make real profits so that its share price rises. The other n-1 companies need to just buy before shares of that company or of...

Too bad, it seems normal mutual funds are not optionable (except ETFs): http://www.tradingmarkets.com/.site/stocks/how_to/articles/Why-I-Will-Never-Buy-Another-Mutual-Fund-Again-78355.cfm

Hi, just a question: is it possible to trade options on mutual funds? (name / ticker of the MF ?). Thx

How many intraday bars per day should one use in backtestings or simulations? Is 1-minute bars sufficient?