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  1. Murray Ruggiero

    Murray Ruggiero's new systems

    Why spend the money on a big fancy space these days. It's a virtual world. You know we also don't fly all over the country as much anymore. There these things called teleconferences, they really save a lot of traveling. See Trading is really about the IP, beside that you can do all your...
  2. Murray Ruggiero

    TradersStudio Blog

    http://tradersstudio.com/Tutorials/StockRotationScreening.aspx
  3. Murray Ruggiero

    TradersStudio Blog

    Yes, these types of strategies are doable with a little coding in TradersStudio. We have simple demo's of implementing relative strength based analysis in TradersStudio available for free.
  4. Murray Ruggiero

    Backtesting an Opening Range Break out with EOD data?

    http://elitetrader.com/vb/showthread.php?s=&threadid=72968&highlight=orb This was a popular thread of mine several years ago on opening range breakout. It discusses using EOD to test the concept.
  5. Murray Ruggiero

    Free Demo Version of TradersStudio

    Our free demo is still available and can still be downloaded by just registering on our site. It only takes a few minutes and is free.
  6. Murray Ruggiero

    TradersStudio Blog

    Check out our TradersStudio Blog ,www.tradersstudioblog.com . We have tutorials on many different trading ideas such as equity curve feedback and how to correctly handle data for realistic results for stocks and ETF's. In addition our free demo is available still on...
  7. Murray Ruggiero

    Murray Ruggiero's new systems

    I will post results though April 30th for my systems in a few days.
  8. Murray Ruggiero

    Murray Ruggiero's new systems

    1) With current volatility you should have 30K-35K to trade my system and understand you could get a 40%-50% drawdown at some point. 2) This means if you want to limit drawdowns to 10%-15% then you need 100K. 3) Many times real time the system performance will be somewhat less than...
  9. Murray Ruggiero

    Murray Ruggiero's new systems

    Look at the longer backtest it wins 43% of it's trade over the past 5 years. Win/Loss ratio 2-1, so 25% wins is break even. This system's footprint is that of a trend following system.
  10. Murray Ruggiero

    Murray Ruggiero's new systems

    Not necessarily, this is the only broker who publishes results based on real trades. The bond system is being traded at two other brokers but they do not publish their results. I have the T-Bond system results from Jan 2012 which continues to date from another broker. It's part of the five...
  11. Murray Ruggiero

    Murray Ruggiero's new systems

    I just realized that the T-Bond system is no longer actively being tracked it went into a drawdown in March. In April it's made back 2900.00 of this drawdown. The results end in March for this system.
  12. Murray Ruggiero

    Murray Ruggiero's new systems

    http://striker.com/En0305_trading_systems_actual_performance.php?webpageID=10&webmainID=3&protectpage=apsummary&sysID=720 These three are the only ones they are tracking now. See , you need someone live trading it currently at striker for it to be tracked. I have a bunch of system tracked...
  13. Murray Ruggiero

    Murray Ruggiero's new systems

    The systems are traded at Striker where they track real time performance. Here are the performance number for the MAR Gold Intraday system as well as MAR ES. MAR Gold Intraday...
  14. Murray Ruggiero

    Murray Ruggiero's new systems

    See, I understand your concerns, leverage levels are the key. If I was trading my intra-day gold system with a 30K account, I would have a 40% max drawdown, and make 100% a year based on historical results. If I traded it with 150K ,I would have a 8% max drawdown and 20% per year returns which...
  15. Murray Ruggiero

    Murray Ruggiero's new systems

    http://www.google.com/patents/US5241620 Here is a reference to my patent. How many patents to do you have ?. The patent was owned by my old company Promised Land Technologies so I could not do anything with it. In terms of Tuttle, we are growing and did not have all the logistics in...
  16. Murray Ruggiero

    Murray Ruggiero's new systems

    Thank you for your support.
  17. Murray Ruggiero

    Murray Ruggiero's new systems

    Here is a link to Tuttle Wealth Management, I am chief system designer and we manage 100 million dollars and it is my systems. http://www.matthewtuttle.com/custom.php Please answer the question you are avoiding, if someone offer you 200-300K for free and it would not effect what you are...
  18. Murray Ruggiero

    Murray Ruggiero's new systems

    First of all , I don't want to leverage myself too much , so realistic returns are more like 30%-50% a year. Second I have seven people working for me. These include higher end people working on machine learning and neural network research. This costs money!!!. First leases are per...
  19. Murray Ruggiero

    Trilogy of MATLAB, R and Python in quantitative trading

    In both R and Python we can write packages in C++ so , that will deal with speed issues for heavy math.
  20. Murray Ruggiero

    Optimal position sizing

    Here is a link to a tutorial on optimal f on my TradersStudio.com site optimal f tutorial
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