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My post titled - Tuesday 11/06/07 should have read: MOS Long 69.02-69.04 and not: MOS Long 70.02-70.04

Trades will typically last from two days to ten days, with most lasting about five days. I can't predict the number of trades per time period because that depends on prevailing market conditions. About audited accounts... I'm not thinking of starting my own fund. But I would very much like...

You are right Nizar... the position sizing is different for the two positions. FAB TEAM's position sizing module is kind of dynamic, and takes a number of factors into account, not just account size and %age at risk. It's called the billion dollar club, because I want to use it as a 'proof...

Tuesday 11/06/07 Squad List Stock Bias Entry Price (Stop-Limit) FWLT Long 145.31-145.34 ZRAN Long 24.83-24.84 MOS Long 70.02-70.04 MON Long 94.36-94.39 GS Long 225.13-225.17 CPWR Long 9.91-9.92

Current Team IBKR Drtn: Long Date: 05/11/07 Entry: 29.15 Stop: 26.23 Qty: 340 Cost: $9,910 CIEN Drtn: Long Date: 05/11/07 Entry:47.07 Stop: 44.24 Qty: 350 Cost: $16,474.50 Balance: $147,229.00 ($100,000 margin account)

I need to make minor adjustments in order to address scalability and liquidity issues. Stocks that have an average daily volume of less than 900,000 will not be included in the team (although they can be part of the squad). Also, I will use the limit price of the stop-limit order (i.e the...

Thanks Sniemiec.

Monday 11/05/07 Squad List Stock Bias Entry Price (Stop-Limit) IBKR Long 29.13-29.15 TX Long 36.37-36.39 KLBAY Long 40.86-40.88 ZRAN Long 25.53-25.55 PKG Long 31.14-31.16 CIEN Long 47.05-47.07 MON Long 95.03-95.05

Evidence I will be simulating a $100,000 margin (50% margin) account, simply because it's much easier to calculate percentages (e.g 2% risk, 23.7% drawdown, 17.6% return on investment etc) on 100,000 than say 25,000 or 1 million. So my buying power will be $200,000, which I may or may not use...

Model I have called my model the FAB TEAM. F – Fundamental Screening A – Additional Screening B – Bias (Long/Short; Trend/Countertrend etc) T – Timing Entry E – Establishing Entry Price A – Allocating Assets (Position Sizing) M – Managing Position/Portfolio/Self

Philosophy Let me start by saying that I classify every person who invests money in the Capital Markets as a Fund/Portfolio Manager. Henceforth, I will use the term ‘Portfolio Manager’ generically. I believe that the job of a Portfolio Manager is akin to that of a Football (Soccer)...

Motive I live in London, and have been a keen student of the Stock Market for several years. I have two degrees in Engineering. I have also stretched my self-taught Investment savvy with the post-graduate Certificate in Quantitative Finance (Wilmott CQF). I have been involved in the...

Objective I have developed what I believe is a valid and profitable model for trading US equities. This journal will be a repository of real-time (as opposed to hind-sight) output from my model. The last five years have been particularly good for the US stock market. It is very...