Recent content by Vorpal

Your machine sounds fairly new, but another factor is that the batteries do start to lose efficiency after a couple years and you will notice less and less average run-time off of a full charge. That life can vary depending on how often you charge and whether it is a full or partial discharge...

If you are Renaissance Medallion, 5%/44%. But it helps if you can return in the 40s >after fees< for 20 straight years like they have. 3%/30% seems rather high, especially if they don't have a long track record to back it up. 1-2%/20% and even 0%/20-30% much more common to hedge fund space...

If you are talking annualized % return to MAX drawdown, shoot, anything above 1 is pretty good in my book. If you are talking about more of an average, IE: the average of each year's return/max drawdown for the year, yes >4-5 sounds pretty good to me there. I am more of a longer term...

Fidelity is a very good firm for that sort of thing. Commissions are $10.95 a trade if you have at least $25k with them, $19.95 otherwise. $8 a trade for accts with more than $1mil. Good money market sweep options/rates on free cash. Can get checkwriting/ATM on your acct if you want. Yes...

Seward's Folly http://en.wikipedia.org/wiki/Alaska_purchase

How much of the federal budget goes to mandatory outlays and entitlements? Over a trillion? And we still have disease and hunger and crime and debt. Taking $10-$20 billion from NASA, while not a small sum, is immaterial compared to what is already being spent on social/economic programs...

Certainly a lot of them are on the list because they made big bets that happened to go the right way. To invoke Taleb, did they have a good year because they are "good traders" or because they were "lucky traders"? How many will still be on the list 5 years from now? No doubt if there was a...

I would suggest you test your unfiltered entry criteria first, then test a second time with your RSI filter to see if it adds any value. Test 1: All stocks, no filter, your crossover model Test 2: All stocks, RSI Filter, your crossover model. If Test 2 doesn't outperform Test 1, then...

I think CSI data offers that

Another way to look at it is that they will have to make 233% on current equity to get back to high water mark. Take the whole monthly history of the fund and compute their "average monthly return". Is that at least > 0%? Then divide that into 233 and determine the average number of months...

A big position trading firm may choose to use quantitative trading tools purely for large order execution. Say they have a huge block of XYZ futures to buy, they could use algorithms to work the order for them, IE: work 10 lots at a time with scaled down bids, to get the best price without...

The drawdown statistics really need to be analyzed alongside your return and volatility numbers in order to be meaningful. For example, an annualized return of 30% with a 10% max drawdown is certainly a better system than a 10% annualized return with a 10% max drawdown. The other thing is...

You also add all the overhead of worrying about SEC or CFTC registration, and all the disclosure documents, audits, statement prep, legal fees, etc. Then there are the clients calling you up every time the dow moves more than 100pts asking you how the day went. With the scaling comes the...

Futures have free leverage. The interest you make on cash by not having to put up 100% margin should offset the premium erosion. Stock index futures don't earn dividends, either. So the futures are marked up for interest carry, but marked down for dividends. If the dividend yield on the...

Try a 120mm fan if your case supports it. Those fans turn at 1500-1800RPM and move 45-50CFM of air. Compare to a traditional 80mm fan which turns at 2500-3000RPM but only moves 30-35CFM of air. You might be able to replace two 80mm fans with one 120mm fan and get the same cooling effect...