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  1. M

    Good book

    Hi, thanks for the mention, good and bad ;-). Just to clear a few things up, Aaron and I self-published the book, so we signed up with the Amazon Advantage program for publishers, and most of our sales have been generated from that site. We are still waiting for the small press departments at...
  2. M

    Anyone using Bollinger Bands to make money?

    Yes, you can make money trading Bollinger Bands, but the instrument must have a minimum volatility percentage of 4%. Here are the rules, using a length of 20 and 2 standard deviations. 1. Calculate the daily Average True Range (ATR) of the instrument. 2. Calculate the upper Bollinger Band...
  3. M

    Gann's Books

    McLaren's book "Gann Made Easy" any good?
  4. M

    Dynamic trader

    I like Miner's treatment of price/time convergence. He integrates Fibonacci and swing trading techniques within this framework. If you find Gann incomprehensible, then Miner is approachable. I haven't tried the software but the book is worth getting. Mark
  5. M

    system traders - question ?

    Yes. ETFs. You'll never see the good systems.
  6. M

    Pairs Trading Strategy Model

    I analyze it from a risk/reward perspective, i.e., if I expect the spread to revert to the mean 67% of the time, then I'll implement a stop loss that is equal to the reward of the spread. So, size of loss equals size of win, but if you win 2 out of 3 times, then you're golden. MC
  7. M

    Pairs Trading Strategy Model

    Hi Dave, thanks for the kind words, and it's great to be on board here. Mark
  8. M

    Pairs Trading Strategy Model

    There are two books that I know of with pair trading chapters. The first book (of which I am author) is Professional Stock Trading (ISBN: 0971853649); this covers intraday pair trading and is based on volatility hedging, e.g., using Tharp's Percent Volatility Model to equalize position size. The...
  9. M

    Professional Stock Trading book

    Hi, if you're interested in lots of TradeStation code and charts, check it out: http://search.barnesandnoble.com/booksearch/isbninquiry.asp?endeca=1&userid=176QWM9ICY&ean=9780971853645
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